The stock return--inflation puzzle revisited

DOI10.1016/S0165-1765(01)00613-9zbMath1007.91510MaRDI QIDQ5958443

Mark P. Taylor, Liam A. Gallagher

Publication date: 3 March 2002

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

zbMATH Keywords

decompositioninflationstock returnsproxy hypothesis

Mathematics Subject Classification ID

Related Items (2)

Stock Return and Inflation: An Analysis Based on the State-Space Framework ⋮ Generalized Fama proxy hypothesis: impact of shocks on Phillips curve and relation of stock returns with inflation

Cites Work

• Unnamed Item
• Stock returns, inflation, and the `proxy hypothesis':
• Econometric Issues in the Analysis of Regressions with Generated Regressors
• Inflation and Asset Prices in an Exchange Economy

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