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Stock returns and inflation revisited : an evaluation of the inflation illusion hypothesis

Lee, Bong-soo - In: Journal of banking & finance 34 (2010) 6, pp. 1257-1273

Persistent link: https://www.econbiz.de/10003978376

Is mispricing in asset prices due to the inflation illusion?

Lee, Bong-soo - In: Han gug gae bal yeon gu 36 (2014) 3, pp. 25-60

Persistent link: https://www.econbiz.de/10010415767

Asset returns and inflation in response to supply, monetary, and fiscal disturbances

Lee, Bong-soo - In: Review of quantitative finance and accounting 21 (2003) 3, pp. 207-231

Persistent link: https://www.econbiz.de/10001839829

Causal relations among stock returns, interest rates, real activity, and inflation

Lee, Bong-soo - In: The journal of finance : the journal of the American … 47 (1992) 4, pp. 1591-1603

Persistent link: https://www.econbiz.de/10001133680

Solving, estimating, and testing a nonlinear stochastic equilibrium model, with an example of the asset returns and inflation relationship

Lee, Bong-soo - In: Journal of economic dynamics & control 13 (1989) 4, pp. 499-531

Persistent link: https://www.econbiz.de/10001071929

Inflation, stock returns and interest rates

Lee, Bong-soo - 1986

Persistent link: https://www.econbiz.de/10000720307

Stock returns, housing returns and inflation: is there an inflation illusion?

Hong, Gwangheon; Khil, Jaeuk; Lee, Bong-soo - In: Asia-Pacific journal of financial studies 42 (2013) 4, pp. 511-562

Persistent link: https://www.econbiz.de/10010249029

Are common stocks a good hedge against inflation? : Evidence from the Pacific-rim countries

Khil, Jaeuk; Lee, Bong-soo - In: Pacific-Basin finance journal 8 (2000) 3/4, pp. 457-482

Persistent link: https://www.econbiz.de/10001487820

Stock returns and inflation with supply and demand disturbances

Hess, Patrick J.; Lee, Bong-soo - In: The review of financial studies 12 (1999) 5, pp. 1203-1218

Persistent link: https://www.econbiz.de/10001434635

Are Real Estate Investment Trusts (REITs) an Inflation Hedge?

Lee, Bong-Soo - 2011

Given the recent debate on the empirical validity of the inflation illusion hypothesis, recent implosion of REIT prices combined with potential inflationary pressure, and a significant role of the real estate market in the recent financial market meltdown, we examine whether the observed...

Persistent link: https://www.econbiz.de/10013128418