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Stock return-inflation nexus; revisited evidence based on nonlinear ARDL
16 references·1 citing·53 second hop
Stock return-inflation nexus; revisited evidence based on nonlinear ARDL (2020)Stock return-inflation nexus; revisited e…Oil price volatility and stock returns in the G7 economies (2016)Oil price volatility and stoc…The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach (2015)The Causal Relationship Betwe…Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Modelling Asymmetric Cointegr…Can macroeconomic variables explain long-term stock market movements? A comparison of the US and Japan (2008)Can macroeconomic variables e…Wavelet analysis of stock returns and aggregate economic activity (2007)Wavelet analysis of stock ret…Gold investment as an inflationary hedge: cointegration evidence with allowance for endogenous structural breaks (2007)Gold investment as an inflati…Dynamic analysis between the US stock returns and the macroeconomic variables (2007)Dynamic analysis between the …Behavioral heterogeneity in stock prices (2007)Behavioral heterogeneity in s…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Heterogeneous beliefs and routes to chaos in a simple asset pricing model (1998)Heterogeneous beliefs and rou…Stock returns and inflation: A long-horizon perspective (1993)Stock returns and inflation: …BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK (1993)BUSINESS CYCLE ASYMMETRY: A D…Stock returns and inflation (1987)Stock returns and inflationEconomic Forces and the Stock Market (1986)Economic Forces and the Stock…Stock market seasonality (1983)Stock market seasonalityStock Returns, Real Activity, Inflation, and Money (1981)Stock Returns, Real Activity,…Macroeconomic variables and long-term stock market performance. 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References

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  • 2007Dynamic analysis between the US stock returns and the macroeconomic variables256 cited
  • 2016Oil price volatility and stock returns in the G7 economies247 cited
  • 2007Gold investment as an inflationary hedge: cointegration evidence with allowance for endogenous structural breaks

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235 cited
  • 2007Wavelet analysis of stock returns and aggregate economic activity200 cited
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    • 2020Macroeconomic variables and long-term stock market performance. A panel ARDL cointegration approach for G7 countries28 cited