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Good times, bad times: inflation uncertainty and equity returns

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  • Victoria Galsband

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  • Victoria Galsband, 2013. "Good times, bad times: inflation uncertainty and equity returns," Quantitative Finance, Taylor & Francis Journals, vol. 13(9), pages 1331-1342, September.
    • Handle: RePEc:taf:quantf:v:13:y:2013:i:9:p:1331-1342
    DOI: 10.1080/14697688.2013.789545
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    References listed on IDEAS

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    1. Henrik Hasseltoft & Dominic Burkhardt, 2012. "Understanding Asset Correlations," Swiss Finance Institute Research Paper Series 12-38, Swiss Finance Institute.
    2. Craig Burnside, 2011. "Carry Trades and Risk," NBER Working Papers 17278, National Bureau of Economic Research, Inc.
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