An Analysis of Stock Returns in the Consumer Staples Sector during Periods of Rising Fed Funds Rates: An Empirical Analysis 1999-2023

Authors

Presenter(s)

Kevin Brian Cullen, Dominik Vittorio Daly

Comments

Presentation: 9:00-10:15, Kennedy Union Ballroom

Files

Description

The steady demand for consumer staples products in periods of economic stress suggests that stocks in the consumer staples sector will do well, relatively speaking, in periods where interest rates are rising. I test that assumption for four periods of rising fed funds rates over the long-term period 1999-2023. My study focuses on the distribution of returns for the Top 20 stocks in the consumer staples over each rising interest rate period. My assumption holds if the skewness to the distribution of returns is positive.

Publication Date

4-17-2024

Project Designation

Independent Research

Primary Advisor

Robert D. Dean, Jon A. Fulkerson, Henry G. Willmore

Primary Advisor's Department

Economics and Finance

Keywords

Stander Symposium, School of Business Administration

Institutional Learning Goals

Scholarship

Recommended Citation

"An Analysis of Stock Returns in the Consumer Staples Sector during Periods of Rising Fed Funds Rates: An Empirical Analysis 1999-2023" (2024). Stander Symposium Projects. 3297.
https://ecommons.udayton.edu/stander_posters/3297