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The relationship between stock returns and inflation: new evidence from wavelet analysis · Study

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ArticleThe relationship between stock returns and inflation: new evidence from wavelet analysis

Sangbae Kim2004

Article2004

The relationship between stock returns and inflation: new evidence from wavelet analysis

Sangbae Kim · Francis In

200 citations·0/0 files stored·Journal of Empirical Finance

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Financial Markets and Investment Strategies Monetary Policy and Economic Impact Market Dynamics and Volatility

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References

1977Asset returns and inflation 1981Stock Returns, Real Activity, Inflation, and Money 2002An Introduction to Wavelets and Other Filtering Methods in Finance and Economics 1976COMMON STOCKS AS A HEDGE AGAINST INFLATION 1993Stock returns and inflation: A long-horizon perspective 1993Stocks, bonds, bills, and inflation yearbook 1998The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income 1998DECOMPOSITION OF ECONOMIC RELATIONSHIPS BY TIMESCALE USING WAVELETS

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Year2004

Typearticle

Published2004-12-14

VenueJournal of Empirical Finance

ISSN-L0927-5398

Languageen

Citations200

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jempfin.2004.04.008

openalex_workW1985471384

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