Showing 1 - 10 of 8,309
Persistent link: https://www.econbiz.de/10012498408
Persistent link: https://www.econbiz.de/10012225411
Persistent link: https://www.econbiz.de/10012821900
Persistent link: https://www.econbiz.de/10011380206
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 therefore a key determinant of risk in the cross section of stocks. The …
Persistent link: https://www.econbiz.de/10009752802
Persistent link: https://www.econbiz.de/10010201597
Persistent link: https://www.econbiz.de/10010204797
Persistent link: https://www.econbiz.de/10010402599
Persistent link: https://www.econbiz.de/10010419885