Inflation and stock returns, [part] II
Samih Antoine Azar
| Year of publication: |
2014
|
|---|---|
| Authors: | Azar, Samih Antoine |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 6.2014, 1, p. 208-216
|
| Subject: | S&P 500 | inflation rate | constant growth dividend model | cost of equity | baa corporate bond yield | calendar breaks | Markov switching regressions | EGARCH | conditional heteroscedasticity | non-stationarity | Inflation | Kapitaleinkommen | Capital income | Dividende | Dividend | Unternehmensanleihe | Corporate bond | Schätzung | Estimation | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Inflationsrate | Inflation rate | Regressionsanalyse | Regression analysis | Kapitalmarktrendite | Capital market returns | Heteroskedastizität | Heteroscedasticity | Börsenkurs | Share price | Kapitalkosten | Cost of capital | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010237306