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The Fisher effect: Evidence from the Romanian Stock Market

Oprea, Dragos Stefan - In: International Journal of Academic Research in Business … 4 (2014) 5, pp. 637-644

nominal return on stocks move in one to one correspondence with the expected rate of inflation. The relationship between … nominal stock return and inflation is examined for four stock indices. The empirical results suggest that the Fisher effect …

Persistent link: https://www.econbiz.de/10010783665

A STUDY OF SIZE EFFECT AND MACROECONOMICS FACTORS IN NEW YORK STOCK EXCHANGE STOCK RETURNS

SHUBITA, Moade Fawzi; AL-SHARKAS, Adel A. - In: Applied Econometrics and International Development 10 (2010) 2

negative relations between asset returns and inflation are addressed. The generalized impulse response functions are adopted … negative relationship between stock prices and inflation. The level of real economic activity affects stock prices positively …

Persistent link: https://www.econbiz.de/10008642427

Predictive Content of Output and Inflation For Stock Returns and Volatility: Evidence from Selected Asian Countries

Habibullah, M.S.; Baharom, A.H.; Fong, Kin Hing - Volkswirtschaftliche Fakultät, … - 2009

This study examines the impact of inflation and output growth on stock market returns and volatility in selected Asian … (1, 1) model, it is found that macroeconomic volatility, which is measured by movement in inflation and output growth …, have a weak predictive power for stock market returns and volatility in these countries. The movements of the inflation …

Persistent link: https://www.econbiz.de/10005789390

Stock Returns, the Interest Rate and Inflation in the Italian Stock Market: A Long-Run Perspective

Bagliano, Fabio C.; Beltratti, Andrea - In: Giornale degli Economisti 56 (1997) 3-4, pp. 139-167

evidence of a long-run equilibrium negative relation between the inflation rate and a real stock price index. The Dynamic …

Persistent link: https://www.econbiz.de/10005827645

How inflation affects macroeconomic performance: An agent-based computational investigation

Ashraf, Quamrul; Gershman, Boris; Howitt, Peter - 2012

We use an agent-based computational approach to show how inflation can worsen macroeconomic performance by disrupting … the mechanism of exchange in a decentralized market economy. We find that increasing the trend rate of inflation above 3 …

Persistent link: https://www.econbiz.de/10010284044

Using sentiment surveys to predict GDP growth and stock returns

Guzman, Giselle C. - Volkswirtschaftliche Fakultät, … - 2008

This study sheds new light on the question of whether or not sentiment surveys, and the expectations derived from them, are relevant to forecasting economic growth and stock returns, and whether they contain information that is orthogonal to macroeconomic and financial data. I examine 16...

Persistent link: https://www.econbiz.de/10009647399

Disinflations in Latin America and the Caribbean: A free lunch?

Hofstetter, Marc - 2004

-have been carried out at no cost to output. After suggesting a new methodology that allows for long-lived effects and inflation … combination of circumstances-i.e. capital inflows, structural reforms and the peculiar recent inflation history-can explain that …

Persistent link: https://www.econbiz.de/10010293509