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Volumn 7, Issue 4, 2000, Pages 233-237

Stock returns and inflation: A covariance decomposition

Author keywords

[No Author keywords available]

Indexed keywords

INFLATION; MONETARY POLICY; STOCK MARKET;

EID: 0034029607     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/135048500351573     Document Type: Article
Times cited : (3)

References (12)
  • 1
    • 85016834058 scopus 로고
    • The federal funds rate and the channels of monetary transmission mechanism
    • Bernanke, B. and Blinder, A. (1992) The federal funds rate and the channels of monetary transmission mechanism, The American Economic Review, 901-21.
    • (1992) The American Economic Review , pp. 901-921
    • Bernanke, B.1    Blinder, A.2
  • 2
    • 0006816814 scopus 로고
    • Identification and the liquidity effect of a monetary policy shock
    • Cristiano, L. and Eichenbaum, M. (1992) Identification and the liquidity effect of a monetary policy shock. NBER Working Paper No. 3920.
    • (1992) NBER Working Paper , vol.3920
    • Cristiano, L.1    Eichenbaum, M.2
  • 3
    • 0000341126 scopus 로고
    • Inflation and asset prices in an exchange economy
    • Danthine, J. and Donaldson, J. (1986) Inflation and asset prices in an exchange economy, Econometrica, 54, 585-606.
    • (1986) Econometrica , vol.54 , pp. 585-606
    • Danthine, J.1    Donaldson, J.2
  • 4
    • 85036258669 scopus 로고
    • Distributions of the estimators for autoregressive time series with a unit root
    • Dickey, A. and Fuller, W. (1979) Distributions of the estimators for autoregressive time series with a unit root, Journal of the American Statistical Association, 427-31.
    • (1979) Journal of the American Statistical Association , pp. 427-431
    • Dickey, A.1    Fuller, W.2
  • 6
    • 84925929029 scopus 로고
    • Stock returns, real activity, inflation, and money
    • Fama, E. (1981) Stock returns, real activity, inflation, and money, The American Economic Review, 71, 545-65.
    • (1981) The American Economic Review , vol.71 , pp. 545-565
    • Fama, E.1
  • 7
    • 84920650577 scopus 로고
    • Stock market returns and inflation
    • Gultekin, N. B. (1983) Stock market returns and inflation, Journal of Finance, 38, 49-65.
    • (1983) Journal of Finance , vol.38 , pp. 49-65
    • Gultekin, N.B.1
  • 8
    • 0001715015 scopus 로고
    • Stock returns and inflation: The role of monetary sector
    • Kaul, G. (1987) Stock returns and inflation: the role of monetary sector, Journal of Financial Economics, 18, 329-52.
    • (1987) Journal of Financial Economics , vol.18 , pp. 329-352
    • Kaul, G.1
  • 9
    • 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, 47, 1315-42.
    • (1992) Journal of Finance , vol.47 , pp. 1315-1342
    • Marshall, D.1
  • 10
    • 0000994208 scopus 로고
    • Sources of business cycle fluctuations
    • S. Fisher (ed.), Cambridge, MA
    • Shapiro, M. and Watson, M. (1988) Sources of business cycle fluctuations, in Macroeconomics Annual 1988, S. Fisher (ed.), Cambridge, MA.
    • (1988) Macroeconomics Annual 1988
    • Shapiro, M.1    Watson, M.2
  • 11
    • 45549119048 scopus 로고
    • Bayesian skepticism on unit root econometrics
    • Sims, C. (1988) Bayesian skepticism on unit root econometrics, Journal of Economic Dynamics and Control, 12, 463-75.
    • (1988) Journal of Economic Dynamics and Control , vol.12 , pp. 463-475
    • Sims, C.1
  • 12
    • 44049115762 scopus 로고
    • Interpreting the macroeconomic time series facts
    • Sims, C. (1992) Interpreting the macroeconomic time series facts, European Economic Review, 36, 975-1000.
    • (1992) European Economic Review , vol.36 , pp. 975-1000
    • Sims, C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.