Showing 1 - 10 of 631
Persistent link: https://www.econbiz.de/10012267176
Persistent link: https://www.econbiz.de/10011539290
Persistent link: https://www.econbiz.de/10012619733
Persistent link: https://www.econbiz.de/10012207046
Persistent link: https://www.econbiz.de/10012025064
I establish that inflation risk is priced in the cross section of stock returns: Stocks that have low returns during inflationary times command a risk premium. I estimate a market price of inflation risk that is comparable in magnitude to the price of risk for the aggregate market. Inflation is...
Persistent link: https://www.econbiz.de/10009752802
Persistent link: https://www.econbiz.de/10011999465
Persistent link: https://www.econbiz.de/10011924713
Persistent link: https://www.econbiz.de/10012196579
Persistent link: https://www.econbiz.de/10011824322