Has the correlation of inflation and stock prices changed in the United States over the last two centuries?
Nikolaos Antonakakis, Rangan Gupta, Aviral K. Tiwari
| Year of publication: |
December 2017
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| Authors: | Antonakakis, Nikolaos ; Gupta, Rangan ; Tiwari, Aviral Kumar |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 42.2017, p. 1-8
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| Subject: | Conditional correlation | GARCH | Inflation and stock price comovement | US economy | Schätzung | Estimation | Börsenkurs | Share price | USA | United States | Inflation | Korrelation | Correlation | ARCH-Modell | ARCH model | Volatilität | Volatility | Inflationserwartung | Inflation expectations |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2017.04.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011747216