Skip to main content

Research Repository

Advanced Search

All Outputs (1)

Monetary environments and stock returns: international evidence based on the quantile regression technique (2015)
Journal Article
Chevapatrakul, T. (2015). Monetary environments and stock returns: international evidence based on the quantile regression technique. International Review of Financial Analysis, 38, 83-108. doi:10.1016/j.irfa.2015.01.013

This paper investigates the impact of the local and the US monetary policy environments on stock returns at the different locations on the return distributions. Using data for stock returns and interest rates of 30 countries, the quantile regression... Read More about Monetary environments and stock returns: international evidence based on the quantile regression technique.