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

Koperunthevy, K.; Vijayarani, K.

dc.contributor.author	Koperunthevy, K.
dc.contributor.author	Vijayarani, K.
dc.date.accessioned	2021-06-29T09:16:32Z
dc.date.accessioned	2022-03-11T18:06:02Z
dc.date.available	2021-06-29T09:16:32Z
dc.date.available	2022-03-11T18:06:02Z
dc.date.issued	2012
dc.identifier.uri	http://drr.vau.ac.lk/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