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Augmenting the intertemporal CAPM with inflation : further evidence from alternative models

Shi, Qi; Li, Bin; Cheung, Adrian Wai Kong; Chung, Richard - In: Australian journal of management 42 (2017) 4, pp. 653-672

Persistent link: https://www.econbiz.de/10011819083

Augmenting the Intertemporal CAPM with Inflation : Further Evidence from Alternative Models

Shi, Qi; Li, Bin; Cheung, Adrian (Wai‐Kong); Chung, … - 2020

Studies consistently find that inflation is an important augmented factor for intertemporal capital asset pricing models (ICAPMs) when pricing the Fama–French 25 size and book-to-market portfolios. We extend this line of research by investigating two alternative ICAPM models (from Michel; Hahn...

Persistent link: https://www.econbiz.de/10014098402

Domestic and international sources of inflation in developing countries : some evidence from the monetary approach

Darrat, Ali F. - In: International economic journal 4 (1990) 4, pp. 55-69

Persistent link: https://www.econbiz.de/10001096031

Inflation and federal budget deficits : some empirical results

Darrat, Ali F. - In: Public finance quarterly : PFQ 13 (1985) 2, pp. 206-215

Persistent link: https://www.econbiz.de/10001017890

Rational expectations and the role of monetary policy : some tests based on the Fisher equation

Darrat, Ali F. - In: Eastern economic journal 14 (1988) 3, pp. 211-219

Persistent link: https://www.econbiz.de/10001064250

Does inflation inhibit or promote growth? : some time series evidence

Darrat, Ali F. - In: Quarterly journal of business and economics : QJBE 27 (1988) 4, pp. 113-134

Persistent link: https://www.econbiz.de/10001076786

Domestic and international sources of inflation in some Muslim countries : an empirical inquiry

Darrat, Ali F. - In: The Middle East business and economic review 9 (1997) 1, pp. 14-24

Persistent link: https://www.econbiz.de/10015177343

Money, inflation, and causality in the North African countries : an empirical investigation

Darrat, Ali F. - In: Journal of macroeconomics 8 (1986) 1, pp. 87-103

Persistent link: https://www.econbiz.de/10015153722

The monetary explanation of inflation : the experience of three major OPEC economies

Darrat, Ali F. - In: Journal of economics & business 37 (1985) 3, pp. 209-221

Persistent link: https://www.econbiz.de/10015167875

Inflationary expectations and interest rates a'la Patinkin's general equilibrium model

Darrat, Ali F. - In: The American economist : journal of Omnicron Delta … 29 (1985) 2, pp. 55-56

Persistent link: https://www.econbiz.de/10001022094

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