This study sought to evaluate the relationship between Gross Domestic Product, Treasury bill rate, exchange rate, inflation and stock market return in Nairobi Securities Exchange Limited.

In this paper we set out a framework that will help Vietnamese companies to enhance their interest rate risk management practices.

Debate on the stochastic behaviour of stock market returns, 3-month Treasury Bills rate, lending rate and their cointegrating residuals remains unsettled.

The aim of this study is comparing the performance of common stock & treasury bills, according to the central bank of Egypt and their monetary policy during...

Changes in six-month bill rates over semiannual periods in the 1960s and 1970s are successfully related to expected changes and to surprises.

This paper shows that the spread between the 3-month Treasury bill and the federal funds rate has significant predictive power for...

I document a dramatic increase in the importance of two types of variation in Treasury bill yields beginning in the early 1980s.

Research on the time series momentum for the Real Estate Investment Trust (REIT) is rare in the existing literature. 

In this paper, we estimate the dynamic impact of unconventional monetary policy in the US on international REITs.