The Decline of Inflation and the Bull Market of 1982–1999
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Article provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.
Volume (Year): 37 (2002)
Issue (Month): 01 (March)
Pages: 29-61
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Ritter, Jay R., 2003. "Behavioral finance," Pacific-Basin Finance Journal, Elsevier, vol. 11(4), pages 429-437, September.
- Marie Brière & Ombretta Signori, 2011.
"Inflation hedging portfolios in different regimes,"
BIS Papers chapters,
in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 139-163
Bank for International Settlements.
- Brière, Marie & Signori, Ombretta, 2011. "Inflation-hedging Portfolios in Different Regimes," Open Access publications from Université Paris-Dauphine urn:hdl:123456789/7744, Université Paris-Dauphine.
- Marie Brière & Ombretta Signori, 2009. "Inflation-hedging portfolios in Different Regimes," Working Papers CEB 09-047.RS, ULB -- Universite Libre de Bruxelles.
- Salomons, Roelof & Sterken, Elmer, 2009. "Corporate control rights and the long-run equity risk premium," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(1), pages 63-76, February.
- Harris, Oneil & Madura, Jeff, 2011. "Why are proposed spinoffs withdrawn?," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(1), pages 69-81, February.
- Polk, Christopher & Thompson, Samuel & Vuolteenaho, Tuomo, 2006. "Cross-sectional forecasts of the equity premium," Journal of Financial Economics, Elsevier, vol. 81(1), pages 101-141, July.
- Geert Bekaert & Eric Engstrom, 2009.
"Inflation and the Stock Market:Understanding the "Fed Model","
NBER Working Papers
15024, National Bureau of Economic Research, Inc.
- Bekaert, Geert & Engstrom, Eric, 2010. "Inflation and the stock market: Understanding the "Fed Model"," Journal of Monetary Economics, Elsevier, vol. 57(3), pages 278-294, April.
- Geert Bekaert & Eric Engstrom, 2009. "Inflation and the stock market: Understanding the “Fed Model”," Proceedings, Federal Reserve Bank of San Francisco, issue Jan.
- Estrada, Javier, 2009. "The fed model: The bad, the worse, and the ugly," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 214-238, May.
- Fernandez, Pablo, 2009. "Market risk premium used in 2008 by Professors: A survey with 1,400 answers," IESE Research Papers D/796, IESE Business School.
- Ferreira, Miguel A. & Santa-Clara, Pedro, 2011. "Forecasting stock market returns: The sum of the parts is more than the whole," Journal of Financial Economics, Elsevier, vol. 100(3), pages 514-537, June.
- John Y. Campbell, 2002.
"Consumption-Based Asset Pricing,"
Harvard Institute of Economic Research Working Papers
1974, Harvard - Institute of Economic Research.
- Campbell, John Y., 2003. "Consumption-based asset pricing," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 13, pages 803-887 Elsevier.
- Rhodes-Kropf, Matthew & Robinson, David T. & Viswanathan, S., 2005. "Valuation waves and merger activity: The empirical evidence," Journal of Financial Economics, Elsevier, vol. 77(3), pages 561-603, September.
- Lee, Bong Soo, 2010. "Stock returns and inflation revisited: An evaluation of the inflation illusion hypothesis," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1257-1273, June.
- Kaliva, Kasimir & Koskinen, Lasse, 2008. "Stock market bubbles, inflation and investment risk," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 592-603, June.
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