The Relationship between Bond Returns and Inflation in a Controlled Economy
This research finds empirical evidence indicating that smoothed real asset prices lead security prices in a controlled economy. The results are important for illustrating the effect controlled inflation can have on controlled security prices. Copyright Kluwer Academic Publishers 1999
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- Jeffrey F. Jaffe & Gershon Mandelker, .
"Inflation and the Holding Period Returns on Bonds,"
Rodney L. White Center for Financial Research Working Papers
08-75, Wharton School Rodney L. White Center for Financial Research.
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- Kaul, Gautam, 1987. "Stock returns and inflation : The role of the monetary sector," Journal of Financial Economics, Elsevier, vol. 18(2), pages 253-276, June.
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