Inflation and stock returns, [part] II
Year of publication: |
2014
|
---|---|
Authors: | Azar, Samih Antoine |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 6.2014, 1, p. 208-216
|
Subject: | S&P 500 | inflation rate | constant growth dividend model | cost of equity | baa corporate bond yield | calendar breaks | Markov switching regressions | EGARCH | conditional heteroscedasticity | non-stationarity | Inflation | Kapitaleinkommen | Capital income | Unternehmensanleihe | Corporate bond | Dividende | Dividend | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Börsenkurs | Share price | Heteroskedastizität | Heteroscedasticity | ARCH-Modell | ARCH model |
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