Time-varying risk aversion and unexpected inflation

Author:

Brandt Michael W.,Wang Kevin Q.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference46 articles.

1. Asset pricing under habit formation and catching up with the Joneses;Abel;American Economic Review,1990

2. Unexpected inflation and stock returns revisited—evidence from Israel;Amihud;Journal of Money, Credit and Banking,1996

3. Risk premiums in the term structure;Backus;Journal of Monetary Economics,1989

4. Inflation, uncertainty, and investment;Baldwin;Journal of Finance,1986

5. Inflation, real interest rates, and the bond market;Barr;Journal of Monetary Economics,1997

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