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Stock Prices and Inflation: New Evidence from the Pacific-Basin Countries · Study

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ArticleStock Prices and Inflation: New Evidence from the Pacific-Basin Countries

Osamah M. Al-Khazali2004

Article2004

Stock Prices and Inflation: New Evidence from the Pacific-Basin Countries

Osamah M. Al-Khazali · Chong Soo Pyun

42 citations·0/0 files stored·Review of Quantitative Finance and Accounting

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

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Testing for a Unit Root in Time Series Regression 1988Statistical analysis of cointegration vectors 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1977Asset returns and inflation

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2017Is gold a hedge against inflation? A wavelet time-scale perspective 2010Can common stocks provide a hedge against inflation? Evidence from African countries 2012ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia 2009Common Stocks as a Hedge Against Inflation: Evidence from Century-Long US Data 2023Inflation risk and stock returns: Evidence from US aggregate and sectoral markets

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Year2004

Typearticle

Published2004-02-13

VenueReview of Quantitative Finance and Accounting

ISSN-L0924-865X

Languageen

Citations42

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1023/b:requ.0000015853.16564.e3

openalex_workW2060188846

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2007Political orientation of government and stock market returns

2007Stock returns and expected inflation: evidence from an asymmetric test specification

2008Stock returns, inflation and interest rates in the United Kingdom