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Unexpected inflation and bank stock returns: The case of France 1977-1991

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  • Lajeri, Fatma
  • Dermine, Jean

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  • Lajeri, Fatma & Dermine, Jean, 1999. "Unexpected inflation and bank stock returns: The case of France 1977-1991," Journal of Banking & Finance, Elsevier, vol. 23(6), pages 939-953, June.
    • Handle: RePEc:eee:jbfina:v:23:y:1999:i:6:p:939-953
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    Cited by:

    1. Sellin, Peter, 1998. "Monetary Policy and the Stock Market: Theory and Empirical Evidence," Working Paper Series 72, Sveriges Riksbank (Central Bank of Sweden).
    2. Baele, Lieven & De Bruyckere, Valerie & De Jonghe, Olivier & Vander Vennet, Rudi, 2015. "Model uncertainty and systematic risk in US banking," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 49-66.
    3. Aloui Mouna & Jarboui Anis, 2016. "Market, interest rate, and exchange rate risk effects on financial stock returns during the financial crisis: AGARCH-M approach," Cogent Economics & Finance, Taylor & Francis Journals, vol. 4(1), pages 1125332-112, December.
    4. Elisabetta D¡¯Apolito & Vincenzo Pacelli, 2017. "What Influences Bank Stock Prices in Times of Crisis? An International Survey," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(6), pages 1-14, June.
    5. Peter Sellin, 2001. "Monetary Policy and the Stock Market: Theory and Empirical Evidence," Journal of Economic Surveys, Wiley Blackwell, vol. 15(4), pages 491-541, September.
    6. Aloui Mouna & Jarboui Anis, 2017. "Stock Market, Interest Rate and Exchange Rate Risk Effects on non Financial Stock Returns During the Financial Crisis," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 8(3), pages 898-915, September.

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