SZodixStudyAcademic Library

Shelves Open access

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

ON THE INFLATION RISK PREMIUM · Study

ArticleShelves

ArticleON THE INFLATION RISK PREMIUM

Quentin C. Chu1995

Article1995

ON THE INFLATION RISK PREMIUM

Quentin C. Chu · Cheng F. Lee · Deborah N. Pittman

16 citations·0/0 files stored·Journal of Business Finance &amp Accounting

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

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

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 — 16 citations exist upstream.

References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1987Stock returns and inflation 1975The Demand for Index Bonds 1991Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data 1976Inflation Uncertainty and Expected Returns on Treasury Bills 1983Real and Nominal Interest Rates under Uncertainty: The Fisher Theorem and the Term Structure

Related works

Explore the map →

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

2012Understanding Asset Correlationspreprint · 4 shared references 2003Forecasting Volatility in Financial Markets: A Reviewarticle · 3 shared references 1996The econometrics of financial marketsarticle · 3 shared references 1995Predicting Volatility in the Foreign Exchange Marketarticle · 3 shared references 1993Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilitiesarticle · 3 shared references 1990A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate marketsarticle · 3 shared references

Details

Year1995

Typearticle

Published1995-09-01

VenueJournal of Business Finance &amp Accounting

ISSN-L0306-686X

Languageen

Citations16

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1111/j.1468-5957.1995.tb00395.x

openalex_workW2142298281

Links

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