Are stock returns an inflation hedge for the UK? : evidence from a wavelet analysis using over three centuries of data
Aviral Kumar Tiwari, Juncal Cunado, Rangan Gupta, Mark E. Wohar
| Year of publication: |
2019
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|---|---|
| Authors: | Tiwari, Aviral Kumar ; Cuñado Eizaguirre, Juncal ; Gupta, Rangan ; Wohar, Mark E. |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 23.2019, 3, p. 1-17
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| Subject: | frequency-domain | inflation | nominal and real stock returns | wavelet analysis | Inflation | Kapitaleinkommen | Capital income | Zustandsraummodell | State space model | Schätzung | Estimation | Großbritannien | United Kingdom | Hedging |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2017-0049 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012054891