Equity Returns and Inflation: The Puzzlingly Long Lags
Year of publication: |
2001-07-31
|
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Authors: | Lothian, James R. ; McCarthy, Cornelia H.. |
Institutions: | EconWPA |
Subject: | Stock prices | inflation | Fisher effect | neutrality | cointegration | Equity Returns | Inflation | Long Lags |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - Acrobat PDF; prepared on PC; to print on HP Deskjet 950C; pages: 25; figures: included . This draft May 2001; first draft December 1997 25 pages |
Classification: | F3 - International Finance ; F4 - Macroeconomic Aspects of International Trade and Finance |
Source: |
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Equity Returns and Inflation: The Puzzlingly Long Lags
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