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Korrelation zwischen Aktienrenditen und Inflationsrate zu untersuchen, das in der Literatur als Rätsel der Aktienrendite …, Inflationsrate und Wachstumsrate des Inlandsprodukts, dass die Proxy-Kausalität zwischen Aktienrenditen und Inflationsrate als eine …
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In this paper, we use a modified concept of Granger-(non)causality in reconsidering the negative correlation between stock returns and inflation known in the literature as stock return-inflation puzzle. Based on the quarterly data for Germany including stock returns, inflation rates and growth...
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Purpose - This paper aims to examine the effect of both inflation rate and interest rate on stock prices using quarterly data on non-financial firms listed in DJIA30 and NASDAQ100 for the period 1999-2016. The stock duration model is used to measure the sensitivity in variations in inflation...
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