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Flow-through capability: The Spanish case

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This paper analyses the repercussion of variations in interest rates on quoted stocks. First, it reviews the main models of interest risk assessment, whose basic tool is the stock duration, that is, the sensitivity of the stock price to movements in nominal interest rates. It also analyses the main criticism concerning these models. Secondly, it estimates the capability of Spanish companies to pass inflation changes on to product or services prices.Journal of Asset Management (2005) 6, 191–205; doi:10.1057/palgrave.jam.2240175
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Document Type: Research Article

Publication date: 2005-10-01

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