Title:

Asymmetric effects of interest rate changes on stock prices

Author:

Bento J. Lobo (U LA)

Journal:

Financial Review

Year:

2000

Volume:

35

Pages:

125-143

JEL codes:

G12 - Asset Pricing; Trading volume; Bond Interest Rates
G14 - Information and Market Efficiency; Event Studies
E44 - Financial Markets and the Macroeconomy
E52 - Monetary Policy (Targets, Instruments, and Effects)