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Inflation and asset returns

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Author Info
Barnes, Michelle
Boyd, John H.
Smith, Bruce D.

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Abstract

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File URL: http://www.sciencedirect.com/science/article/B6V64-3WRBN38-4/2/4f43357ff6a704a0426581129aa39042
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Publisher Info
Article provided by Elsevier in its journal European Economic Review.

Volume (Year): 43 (1999)
Issue (Month): 4-6 (April)
Pages: 737-754
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Handle: RePEc:eee:eecrev:v:43:y:1999:i:4-6:p:737-754

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  1. Bruce D. Smith & Mohsin S. Khan & A. Senhadji Semlali, . "Inflation and Financial Depth," IMF Working Papers 01/44, International Monetary Fund. [Downloadable!]
    Other versions:
  2. Jakob Madsen, 2007. "Pitfalls in estimates of the relationship between stock returns and inflation," Empirical Economics, Springer, vol. 33(1), pages 1-21, July. [Downloadable!] (restricted)
  3. James R. Lothian & Cornelia H.. McCarthy, 2001. "Equity Returns and Inflation: The Puzzlingly Long Lags," International Finance 0107003, EconWPA. [Downloadable!]
    Other versions:
  4. John Boyd & Bruce Champ, 2003. "Inflation and financial market performance: what have we learned in the last ten years," Working Paper 0317, Federal Reserve Bank of Cleveland. [Downloadable!]
  5. 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:
  6. 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!]
  7. L. Vanessa Smith & Takashi Yamagata, 2008. "Firm Level Volatility-Return Analysis using Dynamic Panels," Discussion Papers 08/09, Department of Economics, University of York. [Downloadable!]
  8. 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!]
  9. Nielsen, Steen & Risager, Ole, 2001. "Stock Returns And Bond Yields In Denmark, 1922-99," Working Papers 03-2001, Copenhagen Business School, Department of Economics. [Downloadable!]
  10. Andros Gregoriou & Alexandros Kontonikas, . "The Long Run Relationship Between Stock Prices And Goods Prices: New Evidence From Panel Cointegration," Working Papers 2008_19, Department of Economics, University of Glasgow. [Downloadable!]
  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. Gerald Stuber, 2001. "Implications of Uncertainty about Long-Run Inflation and the Price Level," Working Papers 01-16, Bank of Canada. [Downloadable!]
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