Stock returns and expected inflation : evidence from an asymmetric test specification
Year of publication: |
2008
|
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Authors: | Kolluri, Bharat R. ; Wahab, Mamoud S. |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 30.2008, 4, p. 371-395
|
Subject: | Wertpapierhandel | Securities trading | Kapitaleinkommen | Capital income | Inflationserwartung | Inflation expectations | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis | USA | United States | 1960-2004 |
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