SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Capital asset prices versus time series models as predictors of inflation · Study

ArticleShelves

ArticleCapital asset prices versus time series models as predictors of inflation

Patrick J. Hess1975

Article1975

Capital asset prices versus time series models as predictors of inflation

Patrick J. Hess · James L. Bicksler

85 citations·0/0 files stored·Journal of Financial Economics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Monetary Policy and Economic Impact Economic theories and models

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 85 citations exist upstream.

References

1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 2021Short- Term Interest Rates as Predictors of Inflation 1963Inflation and Real Interest 1972The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy 1974Applied Time Series Analysis for Managerial Forecasting.1972INTEREST RATES ON MONETARY ASSETS AND COMMODITY PRICE INDEX CHANGES 1972Observed Price Expectations and Interest Rates

Cited by

1978On the Efficiency of the Bond Market: Some Canadian Evidence 1995The Fisher effect: Reprise 1979Can the Fed Control Real Interest Rates?1988A Model for Ex Ante Real Interest Rates and Derived Inflation Forecasts 1979Recursive Structure in U.S. Income, Prices, and Output 1996SOME EVIDENCE ON MEAN REVERSION IN EX ANTE REAL INTEREST RATES

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1976THE “FISHER EFFECT” FOR RISKY ASSETS: AN EMPIRICAL INVESTIGATIONarticle · 4 shared references 1979Inflation and the Holding Period Returns on Bondsarticle · 4 shared references 19968 Forecast evaluation and combinationchapter · 3 shared references 2003Chapter 15 Anomalies and market efficiencychapter · 3 shared references 2016Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constantarticle · 3 shared references 2002Anomalies and Market Efficiencyreport · 3 shared references

Details

Year1975

Typearticle

Published1975-12-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations85

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/0304-405x(75)90009-4

openalex_workW1564206443

Links

Imported from OpenAlex (CC0) — nothing here is generated.

1981

Are expectations of inflation rational? or Is variation of the expected real interest rate unpredictable?

1979Inflation and the Holding Period Returns on Bonds