-
1
-
-
3142559967
-
Inflation, inflation risk, and stock returns
-
Board of Governors of the Federal Reserve System
-
Ammer, J. (1994) Inflation, inflation risk, and stock returns, International Finance Discussion Papers 464, Board of Governors of the Federal Reserve System.
-
(1994)
International Finance Discussion Papers 464
-
-
Ammer, J.1
-
2
-
-
38249016136
-
Why does high inflation raise inflation uncertainty?
-
Ball, L. (1992) Why does high inflation raise inflation uncertainty? Journal of Monetary Economics, 29, 371-88.
-
(1992)
Journal of Monetary Economics
, vol.29
, pp. 371-388
-
-
Ball, L.1
-
4
-
-
0001672932
-
Unanticipated money, output, and the price level in the United States
-
Barro, R. J. 1(978) Unanticipated money, output, and the price level in the United States, Journal of Political Economy, 86, 549-80.
-
(1978)
Journal of Political Economy
, vol.86
, pp. 549-580
-
-
Barro, R.J.1
-
5
-
-
84986490646
-
The relationship between the variability of inflation and stock returns: An empirical investigation
-
Buono, M. J. (1989) The relationship between the variability of inflation and stock returns: an empirical investigation, Journal of Financial Research, 12, 329-39.
-
(1989)
Journal of Financial Research
, vol.12
, pp. 329-339
-
-
Buono, M.J.1
-
6
-
-
84952171426
-
Are higher levels of inflation less predictable? A state dependent conditional heteroscedasticity approach
-
Brunner, A. D. and Hess, G. D. (1993) Are higher levels of inflation less predictable? A state dependent conditional heteroscedasticity approach, Journal of Business and Economic Statistics, 11, 187-97.
-
(1993)
Journal of Business and Economic Statistics
, vol.11
, pp. 187-197
-
-
Brunner, A.D.1
Hess, G.D.2
-
7
-
-
0346443508
-
The return of the liquidity effect: A study of the short-run relationship between money growth and interest rates
-
Cochrane, J. H. (1989) The return of the liquidity effect: a study of the short-run relationship between money growth and interest rates, Journal of Business and Economic Statistics, 7, 75-83.
-
(1989)
Journal of Business and Economic Statistics
, vol.7
, pp. 75-83
-
-
Cochrane, J.H.1
-
8
-
-
0001224089
-
Estimates of the variance of US inflation based upon the ARCH model
-
Cosimano, T. F. and Jansen, D. W. (1988) Estimates of the variance of US inflation based upon the ARCH model, Journal of Money, Credit, and Banking, 20, 409-21.
-
(1988)
Journal of Money, Credit, and Banking
, vol.20
, pp. 409-421
-
-
Cosimano, T.F.1
Jansen, D.W.2
-
9
-
-
0011413896
-
Aggregate economic activity and the variance of inflation
-
Coulson, E. E. and Robins, R. P. (1985) Aggregate economic activity and the variance of inflation, Economics Letters, 17, 71-75.
-
(1985)
Economics Letters
, vol.17
, pp. 71-75
-
-
Coulson, E.E.1
Robins, R.P.2
-
10
-
-
84977402535
-
Differential inflationary expectations and the variability of the rate of inflation: Theory and evidence
-
Cukierman, A. and Wachtel, P. (1979) Differential inflationary expectations and the variability of the rate of inflation: theory and evidence, American Economic Review, 69, 595-609.
-
(1979)
American Economic Review
, vol.69
, pp. 595-609
-
-
Cukierman, A.1
Wachtel, P.2
-
11
-
-
0000341126
-
Inflation and asset prices in an exchange economy
-
Danthine, J.-P. and Donalson, J. B. (1986) Inflation and asset prices in an exchange economy, Econometrica, 54, 585-605.
-
(1986)
Econometrica
, vol.54
, pp. 585-605
-
-
Danthine, J.-P.1
Donalson, J.B.2
-
12
-
-
0041619326
-
The empirical interrelationships among the Mundell and Darby hypothesis and expected stock market returns
-
Dokko, Y. and Edelstein, R. H. (1987) The empirical interrelationships among the Mundell and Darby hypothesis and expected stock market returns, Review of Economics and Statistics, 69, 161-66.
-
(1987)
Review of Economics and Statistics
, vol.69
, pp. 161-166
-
-
Dokko, Y.1
Edelstein, R.H.2
-
13
-
-
3142521844
-
Inflation uncertainty and stock market fluctuations: An intertemporal CAPM approach
-
ed. A. Chen, JAI Press, Greenwich, Conn.
-
Dokko, Y. and Edelstein, R. H. (1991) Inflation uncertainty and stock market fluctuations: an intertemporal CAPM approach, in Research in Finance, Vol. 9, ed. A. Chen, JAI Press, Greenwich, Conn., pp. 1-20.
-
(1991)
Research in Finance
, vol.9
, pp. 1-20
-
-
Dokko, Y.1
Edelstein, R.H.2
-
14
-
-
0001005120
-
Estimates of the variance of US inflation based upon the ARCH model
-
Engle, R. F. (1983) Estimates of the variance of US inflation based upon the ARCH model. Journal of Money, Credit, and Banking, 15, 286-301.
-
(1983)
Journal of Money, Credit, and Banking
, vol.15
, pp. 286-301
-
-
Engle, R.F.1
-
15
-
-
85005321249
-
Price-level instability and output in the US
-
Evans, P. (1983) Price-level instability and output in the US, Economic Inquiry, 31, 172-87.
-
(1983)
Economic Inquiry
, vol.31
, pp. 172-187
-
-
Evans, P.1
-
16
-
-
21144474215
-
Inflation regimes and the sources of inflation uncertainty
-
Evans, M. and Wachtel, P. (1993) Inflation regimes and the sources of inflation uncertainty, Journal of Money, Credit, and Banking, 25, 475-511.
-
(1993)
Journal of Money, Credit, and Banking
, vol.25
, pp. 475-511
-
-
Evans, M.1
Wachtel, P.2
-
17
-
-
33749009107
-
Stock returns, real activity, inflation, and money
-
Fama, E. F. (1981) Stock returns, real activity, inflation, and money, American Economic Review, 71, 545-65.
-
(1981)
American Economic Review
, vol.71
, pp. 545-565
-
-
Fama, E.F.1
-
18
-
-
0001492519
-
Inflation and the stock market
-
Feldstein, M. (1980) Inflation and the stock market, American Economic Review, 70, 839-47.
-
(1980)
American Economic Review
, vol.70
, pp. 839-847
-
-
Feldstein, M.1
-
19
-
-
0000962629
-
Nobel lecture: Inflation and unemployment
-
Friedman, M. (1977) Nobel lecture: inflation and unemployment, Journal of Political Economy, 85, 451-72.
-
(1977)
Journal of Political Economy
, vol.85
, pp. 451-472
-
-
Friedman, M.1
-
20
-
-
3142552732
-
Effect of inflation of savings, investment, and capital markets
-
eds M. Blume and P. Taubman, Ballinger, Cambridge
-
Friend, I. (1981) Effect of inflation of savings, investment, and capital markets, in Economic Activity and Finance, eds M. Blume and P. Taubman, Ballinger, Cambridge.
-
(1981)
Economic Activity and Finance
-
-
Friend, I.1
-
21
-
-
0038601401
-
An examination of aggregate price uncertainty in four countries and some implications to output
-
Froyen, R. and Waud, R. N. (1987) An examination of aggregate price uncertainty in four countries and some implications to output, International Economic Review, 28, 353-73.
-
(1987)
International Economic Review
, vol.28
, pp. 353-373
-
-
Froyen, R.1
Waud, R.N.2
-
23
-
-
84944830931
-
The fiscal and monetary links between stock returns and inflation
-
Geske, R. and Roll, R. (1983) The fiscal and monetary links between stock returns and inflation, Journal of Finance, 38, 1-30.
-
(1983)
Journal of Finance
, vol.38
, pp. 1-30
-
-
Geske, R.1
Roll, R.2
-
24
-
-
84928440780
-
Asset prices and interest rates in cash-in-advance model
-
Giovannini, A. and Labadie, P. (1991) Asset prices and interest rates in cash-in-advance model, Journal of Political Economy, 99, 1215-51.
-
(1991)
Journal of Political Economy
, vol.99
, pp. 1215-1251
-
-
Giovannini, A.1
Labadie, P.2
-
25
-
-
0040999745
-
Comments on inflation regimes and the sources of inflation uncertainty
-
Holland, S. A. (1993a) Comments on inflation regimes and the sources of inflation uncertainty, Journal of Money, Credit, and Banking, 25, 514-20.
-
(1993)
Journal of Money, Credit, and Banking
, vol.25
, pp. 514-520
-
-
Holland, S.A.1
-
26
-
-
84977314900
-
Uncertainty effect of money and the link between inflation rate and inflation uncertainty
-
Holland, S. A. (1993b) Uncertainty effect of money and the link between inflation rate and inflation uncertainty, Economic Inquiry, 31, 39-51.
-
(1993)
Economic Inquiry
, vol.31
, pp. 39-51
-
-
Holland, S.A.1
-
27
-
-
84977738102
-
Causal relations among stock returns, interest rates, real activity, and inflation
-
Lee, B.-S. (1992) Causal relations among stock returns, interest rates, real activity, and inflation, Journal of Finance, 47, 1591-1603.
-
(1992)
Journal of Finance
, vol.47
, pp. 1591-1603
-
-
Lee, B.-S.1
-
28
-
-
0039412092
-
An economic application of time-domain Chebyshev filters: A test of the permanent income hypothesis
-
Lee, K. (1996a) An economic application of time-domain Chebyshev filters: a test of the permanent income hypothesis, The Statistician, 45, 65-76.
-
(1996)
The Statistician
, vol.45
, pp. 65-76
-
-
Lee, K.1
-
29
-
-
85033806952
-
-
Unpublished manuscript, University of Missouri, Columbia, Missouri, USA
-
Lee, K. (1996b) Unexpected inflation, inflation uncertainity and stock returns, Unpublished manuscript, University of Missouri, Columbia, Missouri, USA.
-
(1996)
Unexpected Inflation, Inflation Uncertainity and Stock Returns
-
-
Lee, K.1
-
30
-
-
0038771397
-
Inflation uncertainty and real economic activities
-
Lee, K. and Ni, S. (1995) Inflation uncertainty and real economic activities, Applied Economics Letters, 2, 460-62.
-
(1995)
Applied Economics Letters
, vol.2
, pp. 460-462
-
-
Lee, K.1
Ni, S.2
-
31
-
-
0000878182
-
Nominal prices and interest rates in general equilibrium: Endowment shocks
-
LeRoy, S. F. (1984) Nominal prices and interest rates in general equilibrium: endowment shocks. Journal of Business, 57, 197-213.
-
(1984)
Journal of Business
, vol.57
, pp. 197-213
-
-
LeRoy, S.F.1
-
32
-
-
0011473486
-
Inflation uncertainty and the Phillips curve: Some empirical evidence
-
Levi, M. D. and Makin, J. H. (1980) Inflation uncertainty and the Phillips curve: some empirical evidence, American Economic Review, 70, 1022-27.
-
(1980)
American Economic Review
, vol.70
, pp. 1022-1027
-
-
Levi, M.D.1
Makin, J.H.2
-
33
-
-
49649131398
-
Expectations and the neutrality of money
-
Lucas, R. E. (1972) Expectations and the neutrality of money, Journal of Economic Theory 4, 103-24.
-
(1972)
Journal of Economic Theory
, vol.4
, pp. 103-124
-
-
Lucas, R.E.1
-
35
-
-
84977351156
-
The capital formation problem in the United States
-
Malkiel, B. G. (1979) The capital formation problem in the United States, Journal of Finance, 39, 291-306.
-
(1979)
Journal of Finance
, vol.39
, pp. 291-306
-
-
Malkiel, B.G.1
-
36
-
-
84977732134
-
Inflation and asset returns in a monetary economy
-
Marshall, D. A. (1992) Inflation and asset returns in a monetary economy, Journal of Finance, 52, 1315-42.
-
(1992)
Journal of Finance
, vol.52
, pp. 1315-1342
-
-
Marshall, D.A.1
-
37
-
-
0000849928
-
Long- and short-term interest rates in a risky world
-
Mascaro, A. and Meltzer, A. H. (1983) Long- and short-term interest rates in a risky world, Journal of Monetary Economics, 12, 485-518.
-
(1983)
Journal of Monetary Economics
, vol.12
, pp. 485-518
-
-
Mascaro, A.1
Meltzer, A.H.2
-
38
-
-
0002962533
-
Inflation, rational valuation and the market
-
Modigliani, F. and Cohn, R. (1979) Inflation, rational valuation and the market, Financial Analysts Journal, 35, 24-44.
-
(1979)
Financial Analysts Journal
, vol.35
, pp. 24-44
-
-
Modigliani, F.1
Cohn, R.2
-
39
-
-
0011497745
-
Unemployment, industrial production, and inflation uncertainty in the United States
-
Mullineaux, D. J. (1980) Unemployment, industrial production, and inflation uncertainty in the United States, Review of Economics and Statistics, 163-69.
-
(1980)
Review of Economics and Statistics
, pp. 163-169
-
-
Mullineaux, D.J.1
-
41
-
-
0003579022
-
Stock returns, real activity, inflation, and money: Comment
-
Ram, R. and Spencer, D. E. (1983) Stock returns, real activity, inflation, and money: comment, American Economic Review, 73, 463-70.
-
(1983)
American Economic Review
, vol.73
, pp. 463-470
-
-
Ram, R.1
Spencer, D.E.2
|