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Volumn 94, Issue 2, 2004, Pages 19-23

Inflation illusion and stock prices

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EID: 4043109866     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: 10.1257/0002828041301533     Document Type: Conference Paper
Times cited : (255)

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  • 2
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  • 3
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    • Stock returns and inflation: A long-horizon perspective
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    • Boudoukh, Jacob and Richardson, Matthew. "Stock Returns and Inflation: A Long-Horizon Perspective." American Economic Review, December 1993, 83(5), pp. 1346-55.
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    • Boudoukh, J.1    Richardson, M.2
  • 4
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    • A variance decomposition for stock returns
    • March
    • Campbell, John Y. "A Variance Decomposition for Stock Returns." Economic Journal, March 1991, 101(405), pp. 157-79.
    • (1991) Economic Journal , vol.101 , Issue.405 , pp. 157-179
    • Campbell, J.Y.1
  • 5
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    • The dividend-price ratio and expectations of future dividends and discount factors
    • Autumn
    • Campbell, John Y. and Shiller, Robert J. "The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors." Review of Financial Studies, Autumn 1988, 1(3), pp. 195-228.
    • (1988) Review of Financial Studies , vol.1 , Issue.3 , pp. 195-228
    • Campbell, J.Y.1    Shiller, R.J.2
  • 7
    • 0001270892 scopus 로고
    • Short-term interest rates as predictors of inflation
    • June
    • Fama, Eugene F. "Short-Term Interest Rates as Predictors of Inflation." American Economic Review, June 1975, 65(3), pp. 269-82.
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    • Fama, E.F.1
  • 8
    • 0003167344 scopus 로고
    • Term-structure forecasts of interest rates, inflation, and real returns
    • January
    • _. "Term-Structure Forecasts of Interest Rates, Inflation, and Real Returns." Journal of Monetary Economics, January 1990, 25(1), pp. 59-76.
    • (1990) Journal of Monetary Economics , vol.25 , Issue.1 , pp. 59-76
  • 9
    • 20444481061 scopus 로고
    • Asset returns and inflation
    • November
    • Fama, Eugene F. and Schwert, G. William. "Asset Returns and Inflation." Journal of Financial Economics, November 1977, 5(2), pp. 115-46.
    • (1977) Journal of Financial Economics , vol.5 , Issue.2 , pp. 115-146
    • Fama, E.F.1    Schwert, G.W.2
  • 11
    • 0001080109 scopus 로고
    • The information in the longer-maturity term structure about future inflation
    • August
    • Mishkin, Frederic. "The Information in the Longer-Maturity Term Structure about Future Inflation." Quarterly Journal of Economics, August 1990a, 105(3), pp. 815-21.
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    • Mishkin, F.1
  • 12
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    • What does the term structure tell us about future inflation?
    • January
    • _. "What Does the Term Structure Tell Us About Future Inflation?" Journal of Monetary Economics, January 1990b, 25(1), pp. 77-95.
    • (1990) Journal of Monetary Economics , vol.25 , Issue.1 , pp. 77-95
  • 13
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    • Inflation, rational valuation, and the market
    • March/April
    • Modigliani, Franco and Cohn, Richard. "Inflation, Rational Valuation, and the Market." Financial Analysts Journal, March/April 1979, 37(3), pp. 24-44.
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    • Modigliani, F.1    Cohn, R.2
  • 15
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    • The decline of inflation and the bull market of 1982-1999
    • March
    • Ritter, Jay R. and Warr, Richard S. "The Decline of Inflation and the Bull Market of 1982-1999." Journal of Financial and Quantitative Analysis, March 2002, 37(1), pp. 29-61.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.