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Extracting inflation from stock returns to test purchasing power parity

Chowdhry, Bhagwan; Roll, Richard; Xia, Yihong - In: The American economic review 95 (2005) 1, pp. 255-276

Persistent link: https://www.econbiz.de/10002878423

Extracting inflation from stock returns to test purchasing power parity

Chowdhry, Bhagwan (contributor); Roll, Richard (contributor) - 2003 - Rev.: June 2003

Persistent link: https://www.econbiz.de/10003732465

Extracting inflation from stock returns to test purchasing power parity

Chowdhry, Bhagwan (contributor); Roll, Richard (contributor) - 2004 - Rev.: June 1, 2004

Persistent link: https://www.econbiz.de/10003732597

Extracting Inflation from Stock Returns to Test Purchasing Power Parity

Xia, Yihong - 2008

Relative purchasing power parity (PPP) holds for pure price inflations, which affect prices of all goods and services by the same proportion, while leaving relative prices unchanged. Pure price inflations also affect nominal returns of all traded financial assets by exactly the same amount....

Persistent link: https://www.econbiz.de/10012727974