Inflation Risk and Capital Market Equilibrium
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References listed on IDEAS
- Bodie, Zvi, 1976. "Common Stocks as a Hedge against Inflation," Journal of Finance, American Finance Association, vol. 31(2), pages 459-470, May.
- Manaster, Steven, 1979. "Real and Nominal Efficient Sets," Journal of Finance, American Finance Association, vol. 34(1), pages 93-102, March.
- Solnik, Bruno H., 1978. "Inflation and Optimal Portfolio Choices," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(05), pages 903-925, December.
- Black, Fischer, 1972. "Capital Market Equilibrium with Restricted Borrowing," The Journal of Business, University of Chicago Press, vol. 45(3), pages 444-455, July.
- Friend, Irwin & Landskroner, Yoram & Losq, Etienne, 1976. "The Demand for Risky Assets under Uncertain Inflation," Journal of Finance, American Finance Association, vol. 31(5), pages 1287-1297, December.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Martin Feldstein, 1983. "Should Private Pensions Be Indexed?," NBER Chapters,in: Financial Aspects of the United States Pension System, pages 211-230 National Bureau of Economic Research, Inc.
- J. Benson Durham, 2006. "An estimate of the inflation risk premium using a three-factor affine term structure model," Finance and Economics Discussion Series 2006-42, Board of Governors of the Federal Reserve System (U.S.).
- Zvi Bodie & Alex Kane & Robert L. McDonald, 1983. "Why Are Real Interest Rates So High?," NBER Working Papers 1141, National Bureau of Economic Research, Inc.
- Zvi Bodie & Alex Kane & Robert McDonald, 1985.
"Inflation and the Role of Bonds in Investor Portfolios,"
NBER Chapters,in: Corporate Capital Structures in the United States, pages 167-196
National Bureau of Economic Research, Inc.
- Zvi Bodie & Alex Kane & Robert L. McDonald, 1983. "Inflation and the Role of Bonds in Investor Portfolios," NBER Working Papers 1091, National Bureau of Economic Research, Inc.
- Zvi Bodie, 1980. "Purchasing-Power Annuities: Financial Innovation for Stable Real Retirement Income in an Inflationary Environment," NBER Working Papers 0442, National Bureau of Economic Research, Inc.
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