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Original Articles

Can interest rate changes help predict future stock price movements? Evidence from the German market

Pages 209-211 | Published online: 06 Oct 2010

References

  • Bouman , S. and Jacobsen , B. 2000 . The Halloween indicator, ‘Sell in May and go away’: another puzzle , Rotterdam : Erasmus University . Mimeo
  • Deutsche Bundesbank . 2002 . Geldmarktsätze nach Monaten
  • Elton , E. J. and Gruher , M. J. 1995 . Modern portfolio theory and Investment analysis , New York : Wiley .
  • O'Higgins , M. and Downs , J. 1990 . Beating the Dow. A High-ReturnLow-Risk method of investing in industrial stocks with as little as $5000 , New York : Harper Collins .
  • While , H. 1980 . A heteroskedasticity-consistent covarianee matrix and a direct lest for heteroskedasticity . Econometrica , 48 : 817 – 838 .

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