Asset returns and inflation

Journal of Financial Economics

Volumn 5, Issue 2, 1977, Pages 115-146

  Fama, Eugene F ^a   Schwert, G William ^b  

^a UNIVERSITY OF CHICAGO   (United States)

^b UNIVERSITY OF ROCHESTER   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 20444481061     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-405X(77)90014-9     Document Type: Article

References (26)

1. Some new bond indexes extended and expanded results
2. Capital market equilibrium with restricted borrowing
3. Common stocks as a hedge against inflation
4. Multiperiod consumption-investment decisions
5. Short-term interest rates as predictors of inflation
6. Inflation uncertainty and expected returns on treasury bills
7. Forward rates as predictors of future spot rates
8. Tests of the multi-period two parameter model
9. Human capital and capital market equilibrium
10. Inflation, interest and relative prices
11. Capital asset prices versus time series models as predictors of inflation: The expected real rate of interest and market efficiency
12. The ‘Fisher effect’ for risky assets An empirical investigation
13. Inflation-caused wealth redistribution: A test of a hypothesis
14. The meaning and validity of the inflation-induced lag of wages behind prices
15. The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets
16. Inflation and security returns
17. Stock prices, inflation and the term structure of interest rates
18. An intertemporal capital asset pricing model
19. Inflation and rates of return on common stocks
20. On testing the hypothesis that the real rate of interest is constant
21. Capital asset prices: A theory of market equilibrium under conditions of risk