Inflation, inflation expectations and investment performance volatility : evaluating potential causal interactions
Year of publication: |
2015
|
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Authors: | Abaidoo, Rexford |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 7.2015, 5, p. 50-60
|
Subject: | inflation | inflation expectations | investment performance volatility | causality | Toda-Yamamoto test | Inflationserwartung | Inflation expectations | Volatilität | Volatility | Inflation | Schätzung | Estimation | Kapitaleinkommen | Capital income | Kausalanalyse | Causality analysis |
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