Generalized Fama proxy hypothesis: impact of shocks on Phillips curve and relation of stock returns with inflation

DOI10.1016/J.ECONLET.2009.03.001zbMath1178.91135OpenAlexW1990459915MaRDI QIDQ1046184

Abdul H. Rahman, Lawrence Kryzanowski

Publication date: 21 December 2009

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2009.03.001

zbMATH Keywords

inflationstock returnsproxy hypothesis

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

Cites Work

• Unnamed Item
• The stock return--inflation puzzle revisited

This page was built for publication: Generalized Fama proxy hypothesis: impact of shocks on Phillips curve and relation of stock returns with inflation