ABSTRACT Since economic theory establishes a relationship between stock market returns and inflation rate, we attempt to re-evaluate the above relationship for Greece considering the possibility of nonlinearities. In particular, empirical analysis is based upon the nonlinear cointegration framework and applies the asymmetric ARDL cointegration methodology, following previous work b
This paper investigates the asymmetric nature of the relation between real stock prices and inflatio...
This paper hypothesizes that the relation between stock returns and inflation is caused by the equil...
We adopted asymmetric test specification model to investigate implications of expected inflation on ...
Abstract. Since the theory establishes a relationship between stock market returns and inflation rat...
Following the global financial crisis of 2007-2008, the empirical investigation into financial varia...
The analytical literature mentions the possibility of a negative and a positive relationship both. T...
This study undertakes an empirical effort to investigate the relationship between stock prices, infl...
Abstract: In this paper, we re-examine the dynamic relationship between stock returns and inflation ...
Purpose: This paper aims to examine the effect of both inflation rate and interest rate on stock pri...
This paper investigated the relationship between stock market returns and inflation in South Africa ...
Fisher hypothesis postulates positive relation between stock return and inflation; however early stu...
This research examines the short run dynamic adjustments and the long run equilibrium relationships ...
This paper sheds a new light on the puzzling negative relationship between nominal stock returns and...
Twenty six industrialized and emerging countries have adopted inflation targeting monetary policy si...
This paper provide empirical evidence on the relation between stock returns and inflationary expecta...
This paper investigates the asymmetric nature of the relation between real stock prices and inflatio...
This paper hypothesizes that the relation between stock returns and inflation is caused by the equil...
We adopted asymmetric test specification model to investigate implications of expected inflation on ...
Abstract. Since the theory establishes a relationship between stock market returns and inflation rat...
Following the global financial crisis of 2007-2008, the empirical investigation into financial varia...
The analytical literature mentions the possibility of a negative and a positive relationship both. T...
This study undertakes an empirical effort to investigate the relationship between stock prices, infl...
Abstract: In this paper, we re-examine the dynamic relationship between stock returns and inflation ...
Purpose: This paper aims to examine the effect of both inflation rate and interest rate on stock pri...
This paper investigated the relationship between stock market returns and inflation in South Africa ...
Fisher hypothesis postulates positive relation between stock return and inflation; however early stu...
This research examines the short run dynamic adjustments and the long run equilibrium relationships ...
This paper sheds a new light on the puzzling negative relationship between nominal stock returns and...
Twenty six industrialized and emerging countries have adopted inflation targeting monetary policy si...
This paper provide empirical evidence on the relation between stock returns and inflationary expecta...
This paper investigates the asymmetric nature of the relation between real stock prices and inflatio...
This paper hypothesizes that the relation between stock returns and inflation is caused by the equil...
We adopted asymmetric test specification model to investigate implications of expected inflation on ...