Inflation and rates of return on stocks: Evidence from high inflation countries

Journal of International Financial Markets, Institutions and Money

Volumn 11, Issue 1, 2001, Pages 75-96

  Choudhry, Taufiq ^a  

^a UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

Author keywords

ARIMA; E31; Fisher effect; Fractional integration; G1; G15

Indexed keywords

EID: 0008196444     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1042-4431(00)00037-8     Document Type: Article

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