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An Impact Analysis of Interest Rates and Changes of Interest Rates on Stock Price and Changes on Stock Price .

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dc.contributor.author Koperunthevy, K.
dc.contributor.author Vijayarani, K.
dc.date.accessioned 2021-06-29T09:16:32Z
dc.date.accessioned 2022-06-27T04:30:31Z
dc.date.available 2021-06-29T09:16:32Z
dc.date.available 2022-06-27T04:30:31Z
dc.date.issued 2012
dc.identifier.uri http://repo.lib.jfn.ac.lk/ujrr/handle/123456789/3038
dc.description.abstract The macro economic variables have strong influence on stock market activities. Study attempts to identify the impact of interest rates and changes of interest rates on stock prices with a monthly observation from January 2005 to December 2011 in Sri Lanka. The ADF Unit Root test and Variance Inflation Factor (VIF) supported for the regression analysis. The regression results suggest that interest rate variation 44% on stock price and changes of interest rates variation 9% on changes of stock price. The F values are significant at 1% and 5% levels. Therefore, the interest rate influence on stock prices. en_US
dc.language.iso en en_US
dc.publisher Sri Sai Ram Institute of Management Studies en_US
dc.subject Repo rate en_US
dc.subject Treasury bill rate en_US
dc.subject Fixed deposit rate en_US
dc.subject ASPI en_US
dc.subject Sri Lanka en_US
dc.title An Impact Analysis of Interest Rates and Changes of Interest Rates on Stock Price and Changes on Stock Price . en_US
dc.type Article en_US


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