Arouri, Mohamed; Tiwari, Aviral Kumar; Dar, Arif Billah; … - Institut de Préparation à l'Administration et à la … - 2014
The nexus between stock return and inflation is assessed for Pakistan using the methodology of frequency based … the frequency based causality suggests interdependence of stock return and inflation. Our deeper investigation using the … dependency between stock returns and inflation over certain time periods; especially for lower time scales. For higher time …