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Keyphrases
Interest Rate Change
100%
Bank Stock Returns
100%
Exchange Rate Changes
100%
Arching Effect
100%
US Banks
100%
Stock Returns
66%
Estimation Method
66%
OLS Estimator
66%
EGARCH Model
66%
Design Methodology
33%
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
33%
Stock Prices
33%
Foreign Exchange Rate
33%
Existing Knowledge
33%
Measurement Sensitivity
33%
FX Rates
33%
High-frequency Data
33%
Goodness-of-fit
33%
Hedging
33%
Distributional Hypothesis
33%
Daily Returns
33%
Financial Implications
33%
Hedging Point Policy
33%
Rate Change
33%
Index Returns
33%
Portfolio Level
33%
Interest Rates
33%
Daily Data
33%
Foreign Interest Rates
33%
Estimation Efficiency
33%
High-frequency Returns
33%
Individual Bank
33%
Market Index
33%
Economics, Econometrics and Finance
Capital Market Returns
100%
Exchange Rate Changes
100%
Estimation Theory
50%
Interest Rate
50%
Generalized Autoregressive Conditional Heteroskedasticity
25%
Stock Price
25%
Foreign Exchange
25%
Hedging
25%
High-Frequency Data
25%