Non-linear Threshold Relationships between Inflation and Nominal Returns: A Time Series Approach to 39 Different Countries
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Keywordsfinancial market; inflation; linear model;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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