Horizon sensitivity of the inflation hedge of stocks

Journal of Empirical Finance

Volumn 7, Issue 3-4, 2000, Pages 301-315

  Schotman, Peter C ^a   Schweitzer, Mark ^a  

^a MAASTRICHT UNIVERSITY   (Netherlands)

Author keywords

E31; E44; G11; G23; Hedge ratio; Inflation; Risk management; Stock returns

Indexed keywords

EID: 0042283663     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(00)00013-X     Document Type: Article

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