The stock return-inflation puzzle revisited

Economics Letters

Volumn 75, Issue 2, 2002, Pages 147-156

  Gallagher, Liam A ^a   Taylor, Mark P ^b  

^a UNIVERSITY COLLEGE CORK   (Ireland)

^b UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Decomposition; Inflation; Proxy hypothesis; Stock returns

Indexed keywords

EID: 0036019633     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(01)00613-9     Document Type: Article

References (19)

1. Inflation, asset prices, and the term structure of interest rates in monetary economies
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3. Output, the stock market, and interest rates
4. The dynamic effects of aggregate supply and demand disturbances
5. Stock returns and inflation: A long-horizon perspective
6. Industry returns and the Fisher effect
7. The dividend-price ratio and expectations of future dividends and discount factors
8. Inflation and asset prices in an exchange economy
9. Stock returns, real activity, inflation, and money
10. Long-term contracts, rational expectations, and the optimal money supply rule
11. The fiscal and monetary linkage between stock returns and inflation
12. Multiple Time Series
13. A VARMA analysis of the causal relations among stock returns, real output, and nominal interest rates
14. Monetary regimes and the relation between stock returns and inflationary expectations
15. Inflation and asset returns in a monetary economy
16. Econometric issues in the analysis of regressions with generated regressors
17. Asset pricing and expected inflation
18. Aggregate dynamics and staggered contracts