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Interest rates, inflation, and stock prices: the case of the Athens Stock Exchange

✍ Scribed by Nicholas Apergis; Sophia Eleftheriou


Book ID
114126165
Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
45 KB
Volume
24
Category
Article
ISSN
0161-8938

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We study the year-after-year properties of three different portfolios traded in the Athens Stock Exchange (ASE) for the time period 1987-2004. We use the minimum spanning tree (MST) technique and the random matrix theory (RMT), which make it possible to examine at the same time the temporal evolutio