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Generalized Fama proxy hypothesis: Impact of shocks on Phillips curve and relation of stock returns with inflation

  • Published:2009-06 Issue:3 Volume:103 Page:135-137
  • ISSN:0165-1765
  • Container-title:Economics Letters
  • language:en
  • Short-container-title:Economics Letters

Author:

Kryzanowski Lawrence,Rahman Abdul H.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference21 articles.

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

2. Nonmonetary effects of the financial crisis in the Great Depression;Anari;Journal of Economics and Business,1999

3. Common stocks as a hedge against inflation;Bodie;Journal of Finance,1976

4. Stock returns and inflation: a long-horizon perspective;Boudoukh;American Economic Review,1993

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1. Inflation risk and stock returns: Evidence from US aggregate and sectoral markets;The North American Journal of Economics and Finance;2023-09

2. Stock returns and inflation expectations: Evidence from 20 major countries;Quantitative Finance and Economics;2023

3. Stock returns-inflation nexus in Indonesia: Evidence from conventional and Islamic stocks;Entrepreneurial Business and Economics Review;2021

4. Stock Returns and Inflation in US: A MS-FITGARCH Model;ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH;2019-09-21

5. The puzzling relationship between stocks return and inflation: a review article;International Review of Economics;2019-02-28
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