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Stock returns and inflation in Sweden : do stocks hedge against inflation?

Frennberg, Per; Hansson, Björn A. - 1993

Persistent link: https://www.econbiz.de/10000866791

Monetary stability and stock returns : a bivariate generalized autoregressive conditional heteroscedasticity modelling study

Zeng, Ning - In: Inventi impact: emerging economies (2015) 4, pp. 234-255

Persistent link: https://www.econbiz.de/10011455725

How do economic growth asymmetry and inflation expectations affect Fisher hypothesis and Fama's proxy hypothesis?

Lee, Yuan-Ming; Wang, Kuan Min - In: Quantitative finance and economics 1 (2017) 4, pp. 428-453

Persistent link: https://www.econbiz.de/10012137887

Inflation and stock returns at B3

Chaves, Carlos; Silva, André C. - In: Revista Brasileira de Finanças : RBFin 16 (2018) 4, pp. 521-544

Persistent link: https://www.econbiz.de/10012125437

The variability of inflation and real stock returns

Hu, Xiaoqiang; Willett, Thomas D. - 1999

Persistent link: https://www.econbiz.de/10011569414

Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators

Audrino, Francesco; Corsi, Fulvio; Filipova, Kameliya - In: Econometric reviews 35 (2016) 1/4, pp. 232-256

Persistent link: https://www.econbiz.de/10011549916

Stock returns, inflation, and real activity in developing countries : a Markov-switching approach

Cifter, Atilla - In: Panoeconomicus 62 (2015) 1, pp. 55-76

Persistent link: https://www.econbiz.de/10010516698

Infrastructure: real assets and real returns

Bird, Ron; Liem, Harry; Thorp, Susan - In: European financial management : the journal of the … 20 (2014) 4, pp. 802-824

Persistent link: https://www.econbiz.de/10010503539

Inflation uncertainty and disagreement in bond risk premia

D'Amico, Stefania; Orphanides, Athanasios - 2014

This paper examines the relation between variations in perceived inflation uncertainty and bond premia. Using the … average individual uncertainty about inflation forecasts since 1968. We show that this ex-ante measure of inflation … uncertainty differs importantly from measures of disagreement regarding inflation forecasts and other proxies, such as model …

Persistent link: https://www.econbiz.de/10010441139

Stock vs. Bond yields and demographic fluctuations

Gozluklu, Arie; Morin, Annaïg - In: Journal of banking & finance 109 (2019), pp. 1-25

Persistent link: https://www.econbiz.de/10012225000