Stock prices-inflation puzzle and the predictability of stock market returns

DOI10.1016/j.econlet.2005.08.001zbMath1254.91749OpenAlexW2037358458MaRDI QIDQ1929032

Christophe Boucher

Publication date: 7 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2005.08.001

zbMATH Keywords

stock pricesstock return predictabilityinflation puzzletime-varying expected returns

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Non-Markovian processes: estimation (62M09) Economic time series analysis (91B84)

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Cites Work

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