ΕλληνικάClear Cookie - decide language by browser settings

Stock returns and inflation: Evidence from quantile regressions

Alagidede, Paul and Panagiotidis, Theodore (2012) Stock returns and inflation: Evidence from quantile regressions. Economics Letters, 117 (1). pp. 283-286.

[img] Text
panagiotidis22.pdf

Download (137kB)

Abstract

The relationship between stock returns and inflation is examined for the G7 countries and some positive coefficients in the distribution for Italy and the UK were revealed. A positive one-for-one relationship is found once a GARCH filter is employed in all cases except Canada.

Item Type: Article
Uncontrolled Keywords: Stock returns; Inflation; Hedging; Quantile regression;
Depositing User: Admin Admin
Date Deposited: 13 Oct 2015 17:54
Last Modified: 13 Oct 2015 17:54
URI: http://eprints.lib.uom.gr/id/eprint/493

Actions (login required)

View Item View Item