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Volumn 6, Issue 1, 1996, Pages 29-35

Inflation, real stock returns, and monetary policy

Author keywords

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Indexed keywords


EID: 0002813926     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/096031096334448     Document Type: Article
Times cited : (35)

References (17)
  • 1
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    • Bernanke, B. and Blinder, A. (1992) The federal funds rate and the channels of monetary transmission, American Economic Review, 82, 901-21.
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    • Bernanke, B.1    Blinder, A.2
  • 2
    • 0009955751 scopus 로고
    • Determinants of the federal funds rate: 1979-82
    • Cook, T. (1989) Determinants of the federal funds rate: 1979-82, Federal Reserve Bank of Richmond Review, 75, 3-19.
    • (1989) Federal Reserve Bank of Richmond Review , vol.75 , pp. 3-19
    • Cook, T.1
  • 3
    • 45349110134 scopus 로고
    • The effect of changes in the Federal funds rate target on market interest rates in the 1970s
    • Cook, T. and Hahn T. (1989) The effect of changes in the Federal funds rate target on market interest rates in the 1970s, Journal of Monetary Economics, 24.
    • (1989) Journal of Monetary Economics , vol.24
    • Cook, T.1    Hahn, T.2
  • 4
    • 33749009107 scopus 로고
    • Stock returns, real activity, inflation and money
    • Fama, E. (1981) Stock returns, real activity, inflation and money, American Economic Review, 71, 545-65.
    • (1981) American Economic Review , vol.71 , pp. 545-565
    • Fama, E.1
  • 5
    • 0000598359 scopus 로고
    • Inflation, output, and money
    • Fama, E. (1982) Inflation, output, and money, Journal of Business, 55, 201-31.
    • (1982) Journal of Business , vol.55 , pp. 201-231
    • Fama, E.1
  • 7
    • 84944830931 scopus 로고
    • The fiscal and monetary linkage between stock returns and inflation
    • Geske, R. and Roll, R. (1983) The fiscal and monetary linkage between stock returns and inflation. Journal of Finance, 38, 1-31.
    • (1983) Journal of Finance , vol.38 , pp. 1-31
    • Geske, R.1    Roll, R.2
  • 8
    • 5844366642 scopus 로고
    • Interest rates and the conduct of monetary policy
    • Working Paper
    • Goodfriend, M. (1990) Interest rates and the conduct of monetary policy. Federal Reserve Bank of Richmond, Working Paper 90-6.
    • (1990) Federal Reserve Bank of Richmond , pp. 90-96
    • Goodfriend, M.1
  • 10
    • 0000645110 scopus 로고
    • A VARMA analysis of the causal relations among stock returns, real output, and nominal interest rates
    • James, C., Koreisha, S. and Partch, M. (1985) A VARMA analysis of the causal relations among stock returns, real output, and nominal interest rates. Journal of Finance, 40, 1375-84.
    • (1985) Journal of Finance , vol.40 , pp. 1375-1384
    • James, C.1    Koreisha, S.2    Partch, M.3
  • 12
    • 0001715015 scopus 로고
    • Stock returns and inflation: The role of the monetary sector
    • Kaul, G. (1987) Stock returns and inflation: the role of the monetary sector. Journal of Financial Economics, 18, 253-76.
    • (1987) Journal of Financial Economics , vol.18 , pp. 253-276
    • Kaul, G.1
  • 13
    • 84971896348 scopus 로고
    • Monetary regimes and the relation between stock returns and inflationary expectations
    • Kaul, G. (1990) Monetary regimes and the relation between stock returns and inflationary expectations. Journal of Financial and Quantitative Analysis. 25, 307-21.
    • (1990) Journal of Financial and Quantitative Analysis , vol.25 , pp. 307-321
    • Kaul, G.1
  • 14
    • 84977732134 scopus 로고
    • Inflation and asset returns in a monetary-economy
    • Marshall, D. (1992) Inflation and asset returns in a monetary-economy. Journal of Finance, 57, 1315-42.
    • (1992) Journal of Finance , vol.57 , pp. 1315-1342
    • Marshall, D.1
  • 16
    • 84945789945 scopus 로고
    • The estimation of parameters of a linear regression system obeying two separate regimes
    • Quandt, R. (1958) The estimation of parameters of a linear regression system obeying two separate regimes. Journal of the American Statistical Association, 53, 873-80.
    • (1958) Journal of the American Statistical Association , vol.53 , pp. 873-880
    • Quandt, R.1
  • 17
    • 84947392504 scopus 로고
    • Tests of hypotheses that the linear regression obeys two separate regimes
    • Quandt, R. (1960) Tests of hypotheses that the linear regression obeys two separate regimes. Journal of the American Statistical Association, 55, 324-30.
    • (1960) Journal of the American Statistical Association , vol.55 , pp. 324-330
    • Quandt, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.