The spurious relation between inflation uncertainty and stock returns : evidence from the US
Samih Antoine Azar
| Year of publication: |
2013
|
|---|---|
| Authors: | Azar, Samih Antoine |
| Published in: |
Review of economics & finance. - Toronto : Better Advances Press, ISSN 1923-7529, ZDB-ID 2637191-1. - 2013, 4, p. 99-109
|
| Subject: | S&P 500 log returns | Inflation | Inflation uncertainty | Gordon constant growth dividend model | Cost of equity | Corporate bond yields | Earnings | Industrial production | Kapitaleinkommen | Capital income | USA | United States | Risiko | Risk | Dividende | Dividend | Inflationserwartung | Inflation expectations | Schätzung | Estimation | Unternehmensanleihe | Corporate bond | ARCH-Modell | ARCH model | Risikoprämie | Risk premium | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010225909