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Imran Hussain

Middlesex University Dubai

Knowledge Village, Block 16

PO BOX 500697

Dubai

United Arab Emirates

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Scholarly Papers (1)

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Extending Fama-French Factors with Interest Rate Changes: An Empirical Study of USA Versus Emerging Markets

International Journal of Economic Policy in Emerging Economies. doi.org/10.1504/IJEPEE.2021.10041080, 2021
Posted: 15 Feb 2022
Imran Hussain and Sudipa Majumdar
Middlesex University Dubai and Symbiosis School of Economics

Abstract:

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five-factor model; capital asset pricing model; CAPM; interest rate risk; bank stocks; emerging markets