Equity Returns and Inflation: The Puzzlingly Long Lags
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- James R. Lothian & Cornelia H.. McCarthy, 2001. "Equity Returns and Inflation: The Puzzlingly Long Lags," International Finance 0107003, University Library of Munich, Germany.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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- repec:gam:jrisks:v:4:y:2016:i:2:p:9:d:66628 is not listed on IDEAS
More about this item
KeywordsStock prices; inflation; Fisher effect; neutrality; cointegration.;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-MAC-2003-11-16 (Macroeconomics)
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