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Stock Market Returns and Inflation: Evidence from Other Countries

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Gultekin, N Bulent
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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 38 (1983)
Issue (Month): 1 (March)
Pages: 49-65
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Handle: RePEc:bla:jfinan:v:38:y:1983:i:1:p:49-65

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  1. Z. Sabov & A. Murphy, 1999. "The Relationship between Bond Returns and Inflation in a Controlled Economy," Economic Change and Restructuring, Springer, vol. 32(2), pages 89-102, May. [Downloadable!] (restricted)
  2. A.B. Berkelaar & R. Kouwenberg, 1999. "Investing in a real world with mean-reverting inflation," Econometric Institute Report 182, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:
  3. repec:bep:glecon:6:2007:3:6 is not listed on IDEAS
  4. James R. Lothian & Cornelia H.. McCarthy, 2001. "Equity Returns and Inflation: The Puzzlingly Long Lags," International Finance 0107003, EconWPA. [Downloadable!]
    Other versions:
  5. Bahram Adrangi & Arjun Chatrath & Todd M. Shank, 1999. "Inflation, output and stock prices: evidence from Latin America," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 20(2), pages 63-74.
  6. Ivan Matalík & Michaela Skolkova & Jan Syrovatka, 2005. "Real estate prices and CNB monetary policy," BIS Papers chapters, in: Bank for International Settlements (ed.), Real estate indicators and financial stability, volume 21, pages 184-96 Bank for International Settlements. [Downloadable!]
  7. Jakob B. Madsen, 2004. "Pitfalls in Estimates of Relationship between Share Returns and Inflation," FRU Working Papers 2004/07, University of Copenhagen. Department of Economics. Finance Research Unit. [Downloadable!]
  8. 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). [Downloadable!] (restricted)
  9. Bernard Dumas, 1993. "Partial- Vs. General-Equilibrium Models of the International Capital Market," NBER Working Papers 4446, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  10. James Lothian & Yusif Simaan, 1998. "International Financial Relations Under the Current Float: Evidence from Panel Data," Open Economies Review, Springer, vol. 9(4), pages 293-313, October. [Downloadable!] (restricted)
  11. Cemal Berk O&gcaron;uzsoy & Sibel Güven, 2003. "Stock returns and the day-of-the-week effect in İstanbul Stock Exchange," Applied Economics, Taylor and Francis Journals, vol. 35(8), pages 959-971, January. [Downloadable!] (restricted)
  12. Olesen, Jan Overgaard, 2000. "Stocks Hedge Against Inflation In The Long Run: Evidence From A Coin- Tegration Analysis For Denmark," Working Papers 06-2000, Copenhagen Business School, Department of Economics. [Downloadable!]
  13. Maik Schmeling & Andreas Schrimpf, 2008. "Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations?," SFB 649 Discussion Papers SFB649DP2008-036, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  14. Anindya Banerjee & Lynne Cockerell & Bill Russell, 2001. "An I(2) analysis of inflation and the markup," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 221-240. [Downloadable!]
  15. Jovanovic, B. & Ueda, M., 1998. "Stock-Returns and Inflation in a Principal-Agent Economy," Working Papers 98-15, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    Other versions:
  16. John Ammer, 1994. "Inflation, inflation risk, and stock returns," International Finance Discussion Papers 464, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  17. Javier Nievas López & Eduardo Pozo Remiro, 1996. "Determinantes del tipo de interés a largo plazo: Un estudio VAR," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 6, pages 149-170, Diciembre. [Downloadable!] (restricted)
  18. Nicole Davis & Ali M. Kutan, 2003. "Inflation and output as predictors of stock returns and volatility: international evidence," Applied Financial Economics, Taylor and Francis Journals, vol. 13(9), pages 693-700, September. [Downloadable!] (restricted)
  19. Paul, Satya & Mallik, Girijasankar, 2003. "Macroeconomic Factors and Bank and Finance Stock Prices: The Australian Experience," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, vol. 33(1), pages 23-30, March. [Downloadable!]
  20. Robert E. Cumby, 1987. "Consumption Risk and International Asset Returns: Some Empirical Evidence," NBER Working Papers 2383, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  21. Bill RUSSELL & Jonathan EVANS & Bruce PRESTON, 2002. "The Impact of Inflation and Uncertainty on the Optimum Markup Set by Firms," Economics Working Papers ECO2002/02, European University Institute. [Downloadable!]
  22. Geert Bekaert & Robert J. Hodrick, 1992. "Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets," NBER Working Papers 3790, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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