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Inflation uncertainty and stock market fluctuations : an intertemporal CAPM approach

Dokko, Yoon - In: Research in finance 9 (1991), pp. 1-20

Persistent link: https://www.econbiz.de/10001120698

Common Stocks as a Hedge Against Inflation : Evidence from Century-Long US Data

Kim, Jae H. - 2009

We find strong evidence that U.S. common stocks have been a hedge against inflation from the early 1980's. We use … return and inflation showing asymmetric adjustments to the long run equilibrium …

Persistent link: https://www.econbiz.de/10013153024

Did Quantitative Easing Only Inflate Stock Prices? Macroeconomic Evidence from the US and UK

Balatti, Mirco - 2018

monetary stimulus. Output and inflation, in contrast with some previous studies, show an insignificant impact providing …

Persistent link: https://www.econbiz.de/10012935554

The relationship of liquid money and selected price indices in the USA

Černohorský, Jan - In: International journal of monetary economics and finance … 14 (2021) 1, pp. 69-90

Persistent link: https://www.econbiz.de/10012515378

Quantitative easing, stock exchange, inflation and monetary paradigm in the US : lessons for emerging economies

Škare, Marinko; Sinković, Dean - In: Macroeconomic responses to the COVID-19 pandemic : …, (pp. 157-186). 2021

The aim of this study is to analyze the role and explain the relationship between quantitative easing (and) the US stock market growth 1870-2020. We use spectral analysis and spectral Granger causality to explore the link. Empirical results show a high degree of coherence between quantitative...

Persistent link: https://www.econbiz.de/10012608993

Aktien als Inflationsschutz : ein internationaler Vergleich

Schuster, Stephanie; Röder, Klaus - In: Corporate finance / Biz 4 (2013) 7, pp. 422-427

Persistent link: https://www.econbiz.de/10010190782

Explaining international equity valuation ratios : the roles of commodity price inflation and relative asset volatilities

Clare, Andrew D.; Ap Gwilym, Owain; Seaton, James; … - In: The journal of asset management 12 (2011/12) 1, pp. 11-29

Persistent link: https://www.econbiz.de/10009127825

Hedging inflation with individual US stocks : a long-run portfolio analysis

Bampinas, Georgios; Panagiōtidēs, Theodōros - In: The North American journal of economics and finance : a … 37 (2016), pp. 374-392

Persistent link: https://www.econbiz.de/10011672984

The US stock market at sector level : inflation news, 1990-2013

Jareño, Francisco; Tolentino, Marta; González Pérez, … - In: Applied econometrics and international development 18 (2018) 1, pp. 71-86

Persistent link: https://www.econbiz.de/10012000540

The financial crisis impact : an industry level analysis of the US stock market

Barroso, María de la O; Jareño, Francisco; Skinner, … - In: Applied econometrics and international development 17 (2017) 2, pp. 61-74

Persistent link: https://www.econbiz.de/10011948462