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Stock returns and inflation · Study

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ArticleStock returns and inflation

Gautam Kaul1987

OA

Articlegreen1987

Stock returns and inflation

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

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

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

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 426 citations exist upstream.

References

1977Time Series Analysis: Forecasting and Control 1977Asset returns and inflation 1981Stock Returns, Real Activity, Inflation, and Money 2017A Monetary History of the United States, 1867-1960 1983The Fiscal and Monetary Linkage Between Stock Returns and Inflation 1979Inflation, Rational Valuation and the Market 1976Unanticipated Money Growth and Unemployment in the United States 1976COMMON STOCKS AS A HEDGE AGAINST INFLATION

Cited by

1989Economic Significance of Predictable Variations in Stock Index Returns 2003The Presidential Puzzle: Political Cycles and the Stock Market 1994Time Variations and Covariations in the Expectation and Volatility of Stock Market Returns 1988Time-Variation in Expected Returns 2001Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation 2008Identifying the interdependence between US monetary policy and the stock market 1993Stock returns and inflation: A long-horizon perspective 2005Stock returns, aggregate earnings surprises, and behavioral finance

Details

Year1987

Typearticle

Published1987-06-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations426

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/0304-405x(87)90041-9

openalex_workW2108311456

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