Inflation's negative effects on real stock prices: new evidence and a test of the proxy effect hypothesis
Author:
Affiliation:
1. a Department of Finance
2. b Department of Economics , College of Commerce and Finance, Villanova University , Villanova , Pennsylvania , 19085 , USA
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/00036849300000032
Reference36 articles.
1. Common nonstationary components of asset prices
2. Cointegration and Tests of Present Value Models
3. Interpreting cointegrated models
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