Michael Kremmer

La Trobe University

Department of Economics and Finance

Victoria 3552, 3086

Australia

Griffith University - School of Accounting, Banking and Finance

Kessels Road

Nathan, Queensland 4111

Australia

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

An Investigation of the Impact of Interest Rates and Interest Rate Volatility on Australian Financial Sector Stock Return Distributions

EFMA 2004 Basel Meetings Paper
Number of pages: 31 Posted: 18 May 2004
Robert W. Faff, Michael Kremmer and Allan Hodgson
University of Queensland, La Trobe University and University of Queensland - Faculty of Business, Economics and Law
Downloads 465 (58,925)

Abstract:

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Interest rate risk, Australian financial sector, Regulatory change, GARCH-M

An Investigation of the Impact of Interest Rates and Interest Rate Volatility on Australian Financial Sector Stock Return Distributions

Journal of Business Finance & Accounting, Vol. 32, No. 5-6, pp. 1001-1031, June 2005
Number of pages: 18 Posted: 21 Jun 2005
Robert W. Faff, Michael Kremmer and Allan Hodgson
University of Queensland, La Trobe University and University of Queensland - Faculty of Business, Economics and Law
Downloads 33 (456,160)
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2.

The Impact of Informed Religiosity on Portfolio Formation

Posted: 12 Jul 2011
Mark Brimble, Michael Kremmer and Imran Tahir
Griffith University - School of Accounting, Banking and Finance - Nathan and Logan Campuses, La Trobe University and Griffith University - Griffith Business School

Abstract:

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Religion, behavioural finance