Citations for " Relative Price Variability, Real Shocks, and the Stock Market"
by Kaul, Gautam & Seyhun, H Nejat
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- Gupta, Rangan & Modise, Mampho P., 2013.
"Does the source of oil price shocks matter for South African stock returns? A structural VAR approach,"
Elsevier, vol. 40(C), pages 825-831.
- Aktham Maghyereh, 2006.
"The long-run relationship between stock returns and inflation in developing countries: further evidence from a nonparametric cointegration test,"
Applied Financial Economics Letters,
Taylor and Francis Journals, vol. 2(4), pages 265-273, July.
- Martin Hoesli & Colin Lizieri & Bryan MacGregor, 2008.
"The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach,"
The Journal of Real Estate Finance and Economics,
Springer, vol. 36(2), pages 183-206, February.
- Nicholas Apergis & Stephen M. Miller, 2008.
"Do Structural Oil-Market Shocks Affect Stock Prices?,"
2008-51, University of Connecticut, Department of Economics.
- Lizardo, Radhamés A. & Mollick, André V., 2009.
"Do foreign purchases of U.S. stocks help the U.S. stock market?,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 19(5), pages 969-986, December.
- Luo, Robin & Visaltanachoti, Nuttawat, 2010.
"Real exchange rates, asset prices and terms of trade: A theoretical analysis,"
Elsevier, vol. 27(1), pages 143-151, January.
- Yen-Hsien Lee & Fang Hao, 2012.
"Oil and S&P 500 Markets: Evidence from the Nonlinear Model,"
International Journal of Economics and Financial Issues,
Econjournals, vol. 2(3), pages 272-280.
- Du, Ding, 2006.
"Monetary policy, stock returns and inflation,"
Journal of Economics and Business,
Elsevier, vol. 58(1), pages 36-54.
- Khil, Jaeuk & Lee, Bong-Soo, 2000.
"Are common stocks a good hedge against inflation? Evidence from the Pacific-rim countries,"
Pacific-Basin Finance Journal,
Elsevier, vol. 8(3-4), pages 457-482, July.
- Lutz Kilian, 2008.
"The Economic Effects of Energy Price Shocks,"
Journal of Economic Literature,
American Economic Association, vol. 46(4), pages 871-909, December.
- Madsen, Jakob B., 2002.
"The share market boom and the recent disinflation in the OECD countries: the tax-effects, the inflation-illusion and the risk-aversion hypotheses reconsidered1,"
The Quarterly Review of Economics and Finance,
Elsevier, vol. 42(1), pages 115-141.
- Naccache, Théo, 2011.
"Oil price cycles and wavelets,"
Elsevier, vol. 33(2), pages 338-352, March.
- Rushdi, Mustabshira & Kim, Jae H. & Silvapulle, Param, 2012.
"ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia,"
Elsevier, vol. 29(3), pages 535-543.
- 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.
- Kilian, Lutz & Park, Cheolbeom, 2007.
"The Impact of Oil Price Shocks on the U.S. Stock Market,"
CEPR Discussion Papers
6166, C.E.P.R. Discussion Papers.
- Cameron, Ken & Schnusenberg, Oliver, 2009.
"Oil prices, SUVs, and Iraq: An investigation of automobile manufacturer oil price sensitivity,"
Elsevier, vol. 31(3), pages 375-381, May.
- Marc Gronwald, 2009.
"Reconsidering the macroeconomics of the oil price in Germany: testing for causality in the frequency domain,"
Springer, vol. 36(2), pages 441-453, May.
- Bradford, Bruce M. & Robison, H. David, 1997.
"Abnormal returns, risk, and financial statement data: The case of the Iraqi invasion of Kuwait,"
Journal of Economics and Business,
Elsevier, vol. 49(2), pages 193-204.
- Fang, Chung-Rou & You, Shih-Yi, 2014.
"The impact of oil price shocks on the large emerging countries' stock prices: Evidence from China, India and Russia,"
International Review of Economics & Finance,
Elsevier, vol. 29(C), pages 330-338.
- Acker, Daniella & Duck, Nigel W., 2013.
"Inflation illusion and the US dividend yield: Some further evidence,"
Journal of International Money and Finance,
Elsevier, vol. 33(C), pages 235-254.
- Virjinia Jeliazkova, 2010.
"Effects of the Dynamics of the Oil Price – Theoretical and Empirical Bases,"
Economic Studies journal,
Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 127-165.
- George Filis & Ioannis Chatziantoniou, 2014.
"Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries,"
Review of Quantitative Finance and Accounting,
Springer, vol. 42(4), pages 709-729, May.