We identified that investors in Sweden are affected by inflation illusion. Investors also incorrectly accounting for debt capital gain error for the levered companies. We can also conclude that the Fed model proved to be a weak tool for forecasting future real returns and its modification only partially increase its quality. Finally we identified that earnings yield standalone is a much better measure for understanding the return dynamic
We show empirically that survey-based measures of expected inflation are significant and strong pred...
We consider an arbitrage strategy which exactly replicates the cash of a sovereign inflation-indexe...
An examination of the relationship between inflation and equity prices, concluding that equity price...
the purpose of the study is to investigate if inflation illusion is effecting investors ’ decisions ...
This paper presents an equilibrium model that provides a rational explanation for two features of da...
The Fisher Equation suggests that the spread between nominal and real interest rates is equal to the...
The Fisher Equation suggests that the spread between nominal and real interest rates is equal to the...
The Fisher Equation suggests that the spread between nominal and real interest rates is equal to the...
We show empirically that survey-based measures of expected inflation are significant and strong pred...
We show empirically that survey-based measures of expected inflation are significant and strong pred...
We show empirically that survey-based measures of expected inflation are significant and strong pred...
There are a lot of approaches for estimation of the equity market attractiveness. Fed's model has re...
We analyze how individual investors respond to inflation. We introduce a unique dataset containing i...
We analyze how individual investors respond to inflation. We introduce a unique dataset containing i...
Using quantitative survey data from the Swedish Consumer Tendency Survey as well as a unique data se...
We show empirically that survey-based measures of expected inflation are significant and strong pred...
We consider an arbitrage strategy which exactly replicates the cash of a sovereign inflation-indexe...
An examination of the relationship between inflation and equity prices, concluding that equity price...
the purpose of the study is to investigate if inflation illusion is effecting investors ’ decisions ...
This paper presents an equilibrium model that provides a rational explanation for two features of da...
The Fisher Equation suggests that the spread between nominal and real interest rates is equal to the...
The Fisher Equation suggests that the spread between nominal and real interest rates is equal to the...
The Fisher Equation suggests that the spread between nominal and real interest rates is equal to the...
We show empirically that survey-based measures of expected inflation are significant and strong pred...
We show empirically that survey-based measures of expected inflation are significant and strong pred...
We show empirically that survey-based measures of expected inflation are significant and strong pred...
There are a lot of approaches for estimation of the equity market attractiveness. Fed's model has re...
We analyze how individual investors respond to inflation. We introduce a unique dataset containing i...
We analyze how individual investors respond to inflation. We introduce a unique dataset containing i...
Using quantitative survey data from the Swedish Consumer Tendency Survey as well as a unique data se...
We show empirically that survey-based measures of expected inflation are significant and strong pred...
We consider an arbitrage strategy which exactly replicates the cash of a sovereign inflation-indexe...
An examination of the relationship between inflation and equity prices, concluding that equity price...