2018
DOI: 10.1177/0256090918792803
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Interest Rate Sensitivity of Non-banking Financial Sector in India

Abstract: Executive Summary Before financial liberalization, interest rates were administered and exhibited near-zero volatility. The easing of financial repression in the 1990s generated experiences with interest rate volatility in India. Administrative restrictions on interest rates in India have been steadily eased since 1993. This has led to increased interest rate risk for financial firms. Most research studies have almost exclusively focused on the developed countries especially the banking sector of the United S… Show more

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Cited by 4 publications
(3 citation statements)
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“…Berdasarkan rumusan masalah yang ada dalam penelitian ini, maka dari sini dapat disimpulkan tujuan dari penelitian ini, yakni: a. Untuk mengerti apakah tingkat suku bunga memiliki efek dengan harga saham yang terdaftar di dalam Indeks LQ45. 2017), Haque & Sarwar (2012), Linck & Decourt (2016), Oshaibat (2017), Ghosh et al (2018), Sutrisno (2017), Balagobei (2017), Barakat et al (2015), Iqmal & Putra (2020), Tangjitprom (2012), membuktikan suku bunga dan return indeks saham memiliki ikatan yang bersifat negatif yang signifikan. Ketika suku bunga naik, investor dapat mengalokasikan uang mereka untuk investasi sekuritas.…”
Section: Tujuan Penelitianunclassified
“…Berdasarkan rumusan masalah yang ada dalam penelitian ini, maka dari sini dapat disimpulkan tujuan dari penelitian ini, yakni: a. Untuk mengerti apakah tingkat suku bunga memiliki efek dengan harga saham yang terdaftar di dalam Indeks LQ45. 2017), Haque & Sarwar (2012), Linck & Decourt (2016), Oshaibat (2017), Ghosh et al (2018), Sutrisno (2017), Balagobei (2017), Barakat et al (2015), Iqmal & Putra (2020), Tangjitprom (2012), membuktikan suku bunga dan return indeks saham memiliki ikatan yang bersifat negatif yang signifikan. Ketika suku bunga naik, investor dapat mengalokasikan uang mereka untuk investasi sekuritas.…”
Section: Tujuan Penelitianunclassified
“…Corporate Governance Insight, Volume-3, Issue-1, eISSN: 2582-0834 Ghosh et al (2018) examined the interest rate sensitivity of NBFCs in India by using the techniques of panel regression and generalized autoregressive conditional heteroscedasticity (GARCH) (1,1). The relevant time period for the study was taken as 1 April 1996 to 30 August 2014.…”
Section: Risks or Challenges Of Nbfcsmentioning
confidence: 99%
“…The literature includes the influence of macroeconomic indicators and factors specific to listed companies on the share prices of listed companies. Studies, older or more recent, show the influence of an indicator or group of indicators on the stock market price (Aveh & Awunyo-Vitor, 2017;Ghosh et al, 2018;Shaikh et al, 2017;Aliu et al, 2021;Pelcher, 2019;Modigliani & Miller, 1958;Erasmus, 2013;Hooi et al, 2015). The values of the stock market indicators on January 1, 2020, for each company included in the research were collected from the BSE platform.…”
mentioning
confidence: 99%