Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Thomas C. Chiang, Pei-Ying Chen
| Year of publication: |
2023
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|---|---|
| Authors: | Chiang, Thomas C. ; Chen, Pei-Ying |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 68.2023, p. 1-22
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| Subject: | Equity market volatility | Fisher hypothesis | Inflation | Monetary policy uncertainty | Stock return | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | USA | United States | Fisher-Effekt | Fisher effect | Volatilität | Volatility | Börsenkurs | Share price | Geldpolitik | Monetary policy | Risikoprämie | Risk premium | Zins | Interest rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2023.101986 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014485580