variance premium, an increase in the 10-year term premium, an increase in short-run inflation expectations, as well as a dollar …

solutions, all have failed as these attempts implicitly assume perfectly-correct inflation statistics. Examining these … assumptions, we discover that not only are the inflation numbers materially flawed, but more so, there are significant incentives … for government entities to under-report inflation. With this, we find that to explain the Equity Premium Puzzle, inflation …

and beyond their information content on future inflation and future activity. This result, obtained in a GMM framework, is … error in forecasting output and inflation increases. In this sense, the Fed's preemptive easings - despite their short …

(Applied Financial Economics, 13, 693-700, 2003) on inflation and output on stock returns and volatility is extended by … including interest rate to compare the effect between three mature markets (US, Japan and Singapore) and four crisis experienced … inflation, output growth, and interest rate, has weak predictor power on stock market volatility and returns. In line with the …

evidence for monetary policy and inflation expectations with a special emphasis on market-specific characteristics that …

Classical theories of monetary economics predict that real stock returns are negatively correlated with inflation when … countries with hyperinflation. In this paper, I examine the stock return-inflation relation under different monetary policy … regimes and conditions using an expanded dataset of 71 economies. Empirical evidence suggests that the stock return-inflation …