Impact of ECB interest rates on the stock prices of the spanish banking sector.

Identifier:  TFG:8571

Handle: https://hdl.handle.net/20.500.11797/TFG8571

Authors:  Pérez Llor, David

Abstract:
This paper focuses on analyzing the extent to which interest rates, the consumer price index, gross domestic product, and the Spanish 10-year government bond influence the stock prices of spanish banks during the period 2008 - 2022. To this end, a regression analysis is conducted in which bank stock prices are standardized to ensure a common mean and standard deviation. Furthermore, a multiple regression model is proposed to predict bank prices over those years and assess how closely the predicted values resemble the actual ones.