The Relationship between Stock Market Returns and Rates of Inflation
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by American Finance Association in its journal Journal of Finance.
Volume (Year): 34 (1979)
Issue (Month): 3 (June)
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Marcus H. Miller & Paul Weller & Lei Zhang, 2002.
"Moral Hazard and the US Stockmarket: Analyzing the "Greenspan Put","
Working Paper Series
WP02-1, Peterson Institute for International Economics.
- Marcus Miller & Paul Weller & Lei Zhang, 2002. "Moral Hazard and the US Stock Market: Analysing the "Greenspan Put"," Economic Journal, Royal Economic Society, vol. 112(478), pages C171-C186, March.
- Madsen, Jakob B., 2002. "The share market boom and the recent disinflation in the OECD countries: the tax-effects, the inflation-illusion and the risk-aversion hypotheses reconsidered1," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(1), pages 115-141.
- Madsen, Jakob B., 2005. "The Fisher hypothesis and the interaction between share returns, inflation and supply shocks," Journal of International Money and Finance, Elsevier, vol. 24(1), pages 103-120, February.
- Miller, Marcus & Weller, Paul & Zhang, Lei, 2001. "Moral Hazard and the US Stock Market: The Idea of a 'Greenspan Put'," CEPR Discussion Papers 3041, C.E.P.R. Discussion Papers.
- Du, Ding, 2006. "Monetary policy, stock returns and inflation," Journal of Economics and Business, Elsevier, vol. 58(1), pages 36-54.
- Sellin, Peter, 1998. "Monetary Policy and the Stock Market: Theory and Empirical Evidence," Working Paper Series 72, Sveriges Riksbank (Central Bank of Sweden).
- SHANMUGAM, K.R. & MISRA, Biswa Swarup, 2009. "Stock Returns-Inflation Relation In India, 1980-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(1).
- Shahbaz, Muhammad & Islam, Faridul, 2010. "Stocks as Hedge against Inflation in Pakistan: Evidence from ARDL Approach," MPRA Paper 30970, University Library of Munich, Germany, revised 23 Mar 2011.
- Martin Hoesli & Colin Lizieri & Bryan MacGregor, .
"The Inflation Hedging Characteristics of US and UK Investments: A Multifactor Error Correction Approach,"
Swiss Finance Institute Research Paper Series
06-04, Swiss Finance Institute.
- Martin Hoesli & Colin Lizieri & Bryan MacGregor, 2008. "The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 36(2), pages 183-206, February.
- Martin Hoesli & Colin Lizieri & Bryan MacGregor, 2006. "The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach," Real Estate & Planning Working Papers rep-wp2006-01, Henley Business School, Reading University.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.