A time varying approach to the stock return-inflation puzzle

DOI10.1111/RSSC.12372MaRDI QIDQ6642144

Zhibiao Zhao, Xiaoye Li

Publication date: 21 November 2024

Published in: Journal of the Royal Statistical Society. Series C. Applied Statistics (Search for Journal in Brave)

zbMATH Keywords

time varying modelslocally stationary modelsnon-parametric inferencesstock return-inflation puzzle

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Related Items (1)

Locally Stationary Quantile Regression for Inflation and Interest Rates

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