STOCK RETURNS, TERM STRUCTURE, INFLATION, AND REAL ACTIVITY: AN INTERNATIONAL PERSPECTIVE

DOI10.1017/S1365100500016047zbMATH Open0970.91026WikidataQ60147645 ScholiaQ60147645MaRDI QIDQ4527883FDOQ4527883

Authors: Fabio Canova, Gianni de Nicoló 

Publication date: 24 October 2001

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

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zbMATH Keywords

business cyclestransmissionfinancial marketsinternational stock returns

Mathematics Subject Classification ID

Cited In (8)

• Correlations between stock returns and bond returns: income and substitution effects
• Sensitivity of stock returns to changes in the term structure of interest rates -- evidence from the German market
• Stock prices-inflation puzzle and the predictability of stock market returns
• Analyzing multiple vector autoregressions through matrix-variate normal distribution with two covariance matrices
• The stock return--inflation puzzle revisited
• Stock return and inflation: an analysis based on the state-space framework
• Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data
• A Theory of the Nominal Character of Stock Securities

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