Browsing by Author "Hayes, Simon"
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The industry response to macroeconomic shocks in the UK, Germany and France and the convergence debate
Cuthbertson, Keith; Hayes, Simon; Hyde, Stuart (Economic & Social StudiesDublin, 1998)In this paper, we investigate the response of stock returns at an industry level to macroeconomic shocks for the UK, Germany and France. The betas between the stock returns and the macroeconomic factors provide a metric ...