Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data
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References listed on IDEAS
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More about this item
Keywordsnominal and real stock returns; inflation; frequency-domain; wavelet analysis;
- C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-05-28 (All new papers)
- NEP-FMK-2017-05-28 (Financial Markets)
- NEP-MAC-2017-05-28 (Macroeconomics)
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