THE RELATIONSHIP BETWEEN THE VARIABILITY OF INFLATION AND STOCK RETURNS: AN EMPIRICAL INVESTIGATION-Reference-Cited by-同舟云学术

THE RELATIONSHIP BETWEEN THE VARIABILITY OF INFLATION AND STOCK RETURNS: AN EMPIRICAL INVESTIGATION

Published:1989-12 Issue:4 Volume:12 Page:329-339
ISSN:0270-2592
Container-title:Journal of Financial Research
language:en
Short-container-title:Journal of Financial Research

Author:

Buono Mark J.¹

Affiliation:

1. Rutgers University; Camden

Publisher

Wiley

Subject

Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1475-6803.1989.tb00526.x/fullpdf

Reference20 articles.

1. “Common Stocks as a Hedge Against Inflation.”;Bodie;Journal of Finance,1976

2. “Differential Inflationary Expectations and the Variability of the Rate of Inflation: Theory and Evidence.”;Cukierman;American Economic Review,1979

3. “Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation.”;Engle;Econometrica,1982

4. “Estimates of the Variance of U.S. Inflation Based Upon the ARCH Model.”;Engle;Journal of Money, Credit, and Banking,1983

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