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Volumn 12, Issue 5, 1999, Pages 1203-1218

Stock returns and inflation with supply and demand disturbances

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0033442008     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/12.5.1203     Document Type: Article
Times cited : (105)

References (8)
  • 1
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    • A new look at the statistical identification model
    • Akaike, H., 1974, "A New Look at the Statistical Identification Model," IEEE Transactions on Automatic Control, 19, 716-723.
    • (1974) IEEE Transactions on Automatic Control , vol.19 , pp. 716-723
    • Akaike, H.1
  • 2
    • 0030534914 scopus 로고    scopus 로고
    • Inflation, asset prices, and the term structure of interest rates in monetary economics
    • Bakshi, G. S., and Z. Chen, 1996, " Inflation, Asset Prices, and the Term Structure of Interest Rates in Monetary Economics," Review of Financial Studies, 9, 241-276.
    • (1996) Review of Financial Studies , vol.9 , pp. 241-276
    • Bakshi, G.S.1    Chen, Z.2
  • 3
    • 85016078433 scopus 로고
    • The dynamic effects of aggregate demand and supply disturbances
    • Blanchard, O. J., and D. Quah, 1989, " The Dynamic Effects of Aggregate Demand and Supply Disturbances," American Economic Review, 79, 655-673.
    • (1989) American Economic Review , vol.79 , pp. 655-673
    • Blanchard, O.J.1    Quah, D.2
  • 4
    • 84944832471 scopus 로고
    • Common stocks as a hedge against inflation
    • Bodie, Z., 1976, " Common Stocks as a Hedge Against Inflation," Journal of Finance, 31, 459-470.
    • (1976) Journal of Finance , vol.31 , pp. 459-470
    • Bodie, Z.1
  • 6
    • 84977717068 scopus 로고
    • Stock prices, earnings and expected dividends
    • Campbell, J. Y., and R. J. Shiller, 1988, " Stock Prices, Earnings and Expected Dividends," Journal of Finance, 43, 661-676.
    • (1988) Journal of Finance , vol.43 , pp. 661-676
    • Campbell, J.Y.1    Shiller, R.J.2
  • 7
    • 84944833518 scopus 로고
    • The relation between stock prices and inflationary expectations: The international evidence
    • Solnik, B., 1983, " The Relation Between Stock Prices and Inflationary Expectations: The International Evidence," Journal of Finance, 38, 35-48.
    • (1983) Journal of Finance , vol.38 , pp. 35-48
    • Solnik, B.1
  • 8
    • 84930007173 scopus 로고
    • Asset pricing and expected inflation
    • Stulz, R. M., 1986, " Asset Pricing and Expected Inflation," Journal of Finance, 41, 209-223.
    • (1986) Journal of Finance , vol.41 , pp. 209-223
    • Stulz, R.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.