Stock returns and Inflation:Evidence from Quantile Regressions

The relationship between stock returns and inflation is examined for the G7 countries and some positive coefficients in the distribution for Italy and the UK were revealed. A positive one-for-one relationship is found once a GARCH filter is employed in all cases except Canada..

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Year of publication:	2012-04
Authors:	Alagidede, Paul ; Panagiotidis, Theodore
Subject:	Stock Returns \| Inflation \| Hedging \| quantile regression

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Series:	Discussion Paper Series.
Type of publication:	Book / Working Paper
Classification:	G10 - General Financial Markets. General ; G15 - International Financial Markets ; C32 - Time-Series Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010729123