Is it Inflation or Inflation Variability? A Note on the Stock Return-Inflation Puzzle

This paper investigates the effects of inflation and inflation variability on the economic and stock market activity within a VAR framework by using U.S data for the 1988:01-2002:12 period. Our results show that the detrimental effects of inflation come from the inflation variability, not the level of inflation itself

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Year of publication:	[2006]
Authors:	Arin, K. Peren
Other Persons:	Mamun, Abdullah (contributor)
Publisher:	[2006]: [S.l.] : SSRN
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Notes:	In: Finance Letters, Forthcoming Volltext nicht verfügbar
Classification:	E31 - Price Level; Inflation; Deflation ; G10 - General Financial Markets. General
Source:	ECONIS - Online Catalogue of the ZBW

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