SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The role of asset prices in Indian inflation in recent years: some conjectures
16 references·0 citing·53 second hop
The role of asset prices in Indian inflation in recent years: some conjectures (2001)The role of asset prices in Indian inflat…Financial Asset Prices and Monetary Policy: Theory and Evidence (2005)Financial Asset Prices and Mo…Monetary Policy and Asset Prices (2000)Monetary Policy and Asset Pri…Monetary Policy and Asset Prices (2000)Monetary Policy and Asset Pri…Monetary Policy and Asset Price Volatility (2000)Monetary Policy and Asset Pri…Do Asset Prices Help to Predict Consumer Price Inflation? (2000)Do Asset Prices Help to Predi…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Generalised Impulse Response Analysis in Linear Multivariate Models (1997)Generalised Impulse Response …ASSET-PRICE BUBBLES AND MONETARY POLICY (1997)ASSET-PRICE BUBBLES AND MONET…Exploring aggregate asset price fluctuations across countries: measurement, determinants and monetary policy implications (1994)Exploring aggregate asset pri…The effect of seasonal adjustment filters on tests for a unit root (1993)The effect of seasonal adjust…Stock returns and inflation: A long-horizon perspective (1993)Stock returns and inflation: …Introduction to Multiple Time Series Analysis (1993)Introduction to Multiple Time…Inflation and Asset Returns in a Monetary Economy (1992)Inflation and Asset Returns i…What does the term structure tell us about future inflation? (1990)What does the term structure …Macroeconomics and Reality (1980)Macroeconomics and RealityAsset returns and inflation (1977)Asset returns and inflationExpectations and Exchange Rate Dynamics (1976)Inflation, Rational Valuation and the Market (1979)Lectures on Macroeconomics. (1990)Asset prices and central bank policy (2000)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Risk, Uncertainty and Monetary Policy (2011)Why Does Stock Market Volatility Change Over Time? (1989)Why Does Stock Market Volatility Change Over Time? (1989)Long-Term Global Market Correlations (2001)The impact of inflation on financial sector performance (2001)Tail Risk and Asset Prices (2014)Short- Term Interest Rates as Predictors of Inflation (2021)Staggered prices in a utility-maximizing framework (1983)Credit Cycles (1997)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Should Central Banks Respond to Movements in Asset Prices? (2001)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Expected stock returns and volatility (1987)Efficient Capital Markets: II (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)The Band Pass Filter (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)Asset Prices in an Exchange Economy (1978)Time to Build and Aggregate Fluctuations (1982)On Stock Market Returns and Monetary Policy (1997)The Term Structure of Real Rates and Expected Inflation (2007)A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets (2012)Book Review: Time Series Analysis: Forecasting and Control (1977)Introductory Econometrics for Finance (2008)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Cointegration and speed of convergence to equilibrium (1996)Impulse response analysis in nonlinear multivariate models (1996)An Empirical Analysis of Stock and Bond Market Liquidity (2004)Energy consumption, income, and carbon emissions in the United States (2006)Energy consumption, economic growth, and carbon emissions: Challenges faced by an EU candidate member (2007)Econometric policy evaluation: A critique (1976)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Cointegration and Tests of Present Value Models (1987)The Term Structure as a Predictor of Real Economic Activity (1991)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Forecasting Output and Inflation: The Role of Asset Prices (2003)
this work references cited by second hop

References

  • 1980Macroeconomics and Reality12,826 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1977Asset returns and inflation2,706 cited
  • 1993Introduction to Multiple Time Series Analysis1,926 cited
  • 2000Monetary Policy and Asset Price Volatility1,274 cited
  • 1990What does the term structure tell us about future inflation?428 cited
  • 1993Stock returns and inflation: A long-horizon perspective426 cited
  • 1997Generalised Impulse Response Analysis in Linear Multivariate Models417 cited
  • 1992Inflation and Asset Returns in a Monetary Economy277 cited
  • 1997ASSET-PRICE BUBBLES AND MONETARY POLICY252 cited
  • 1993The effect of seasonal adjustment filters on tests for a unit root240 cited
  • 1994Exploring aggregate asset price fluctuations across countries: measurement, determinants and monetary policy implications209 cited
  • 2005Financial Asset Prices and Monetary Policy: Theory and Evidence124 cited
  • 2000Do Asset Prices Help to Predict Consumer Price Inflation?109 cited
  • 2000Monetary Policy and Asset Prices98 cited
  • 2000Monetary Policy and Asset Prices

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

88 cited

Cited by

No citing works inside the corpus for this window.