Sensitivity of Equity Returns to Inflation and Inflation Uncertainty: A Cross-country Evidence

Author:

Kamal Javed Bin

Publisher

Elsevier BV

Reference91 articles.

1. The Costs of Inflation;Gardner Ackley;The American Economic Review,1978

2. Can Common Stocks Provide a Hedge against Inflation? Evidence from African Countries;Paul Alagidede;Review of Financial Economics,2010

3. Stock Prices, Inflation and Inflation Uncertainty in the Us: Testing the Long-Run Relationship Considering Dow Jones Sector Indexes;Claudiu Albulescu;Applied Economics,2017

4. Inflation Volatility and Stock Prices: Evidence from Arch Effects;Panayotis Alexakis;International Advances in Economic Research,1996

5. Unexpected Inflation and Stock Returns Revisited--Evidence from Israel;Yakov Amihud;Journal of Money, Credit and Banking,1996

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