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Common stock returns, expected inflation, and the rational expectations hypothesis
Loo, Jean C. H. - In: The journal of financial research 11 (1988) 2, pp. 165-171
Persistent link: https://www.econbiz.de/10003619512
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New techniques to extract market expectations from financial instruments
Söderlind, Paul; Svensson, Lars E. O. - 1996
Persistent link: https://www.econbiz.de/10000618379
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New techniques to extract market expectations from financial instruments
Söderlind, Paul; Svensson, Lars E. O. - 1997
Persistent link: https://www.econbiz.de/10000619731
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New techniques to extract market expectations from financial instruments
Söderlind, Paul; Svensson, Lars E. O. - 1996
Persistent link: https://www.econbiz.de/10000955625
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New techniques to extract market expectations from financial instruments
Söderlind, Paul - In: Journal of monetary economics 40 (1997) 2, pp. 383-429
Persistent link: https://www.econbiz.de/10001337017
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Stock prices, expected returns, and inflation
Sharpe, Steven A. - 1999
Persistent link: https://www.econbiz.de/10001355006
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New Techniques to Extract Market Expectations from Financial Instruments
Soderlind, Paul - 1997
expected means of future interest rates, exchange rates and inflation. More recently, these methods have been refined to rely …
Persistent link: https://www.econbiz.de/10012472951
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Time-Varying Expectation Effects of Switching Financial Uncertainty
Chang, Yoosoon; Kim, Hwagyun; Qiu, Shi - 2022
This paper investigates the effects of dynamic capital market conditions in a general equilibrium model, employing a process of switching steady-state levels of the volatility of market conditions (SS-uncertainty). Decision-makers predict SS-uncertainty regimes using past fundamental shocks, but...
Persistent link: https://www.econbiz.de/10013404953
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Anticipated inflation and the stock market
Carmichael, Benoît - In: The Canadian journal of economics 18 (1985) 2, pp. 285-293
Persistent link: https://www.econbiz.de/10001978261
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Explaining Asset Mispricing Using the Resale Option and Inflation Illusion
Hayunga, Darren K. - 2010
We investigate the overconfidence theory and inflation-illusion hypothesis of asset mispricing. Both concepts address … markets. Further, we find that asset turnover subsumes expected inflation in certain specifications; suggesting that …
Persistent link: https://www.econbiz.de/10013146535