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There are 16248 results for: content related to: Industry Returns and the Fisher Effect

  1. Asset Pricing and Expected Inflation

    The Journal of Finance

    Volume 41, Issue 1, March 1986, Pages: 209–223, RENÉ M. STULZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04500.x

  2. Inflation and Asset Returns in a Monetary Economy

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1315–1342, DAVID A. MARSHALL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04660.x

  3. Stock Returns, Inflation, and Economic Activity: The Survey Evidence

    The Journal of Finance

    Volume 39, Issue 5, December 1984, Pages: 1293–1310, JOEL HASBROUCK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04908.x

  4. What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 3–37, JOHN Y. CAMPBELL and JOHN AMMER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04700.x

  5. Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel Data

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1425–1460, TONI M. WHITED

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04664.x

  6. Dynamic Asset Allocation under Inflation

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1201–1238, Michael J. Brennan and Yihong Xia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00459

  7. The Fiscal and Monetary Linkage between Stock Returns and Inflation

    The Journal of Finance

    Volume 38, Issue 1, March 1983, Pages: 1–33, ROBERT GESKE and RICHARD ROLL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03623.x

  8. Capital Gains, Dividend Yields, and Expected Inflation

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 447–466, Eugene A. Pilotte

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00530

  9. On Stock Market Returns and Monetary Policy

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 635–654, WILLEM THORBECKE

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04816.x

  10. Stock Market Returns and Inflation: Evidence from Other Countries

    The Journal of Finance

    Volume 38, Issue 1, March 1983, Pages: 49–65, N. BULENT GULTEKIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03625.x

  11. Expected Inflation and Interest Rates in a Multi-asset Model: A Note

    The Journal of Finance

    Volume 40, Issue 2, June 1985, Pages: 595–599, DOUGLAS W. MITCHELL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04977.x

  12. Causal Relations Among Stock Returns, Interest Rates, Real Activity, and Inflation

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1591–1603, BONG-SOO LEE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04673.x

  13. The Term Structure of Inflationary Expectations and Market Efficiency

    The Journal of Finance

    Volume 35, Issue 1, March 1980, Pages: 57–70, THOMAS F. CARGILL and ROBERT A. MEYER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb03471.x

  14. Real Rates, Expected Inflation, and Inflation Risk Premia

    The Journal of Finance

    Volume 53, Issue 1, February 1998, Pages: 187–218, Martin D. D. Evans

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.75591

  15. A Model of Mortgage Default

    The Journal of Finance

    Volume 70, Issue 4, August 2015, Pages: 1495–1554, JOHN Y. CAMPBELL and JOÃO F. COCCO

    Version of Record online : 23 JUL 2015, DOI: 10.1111/jofi.12252

  16. A VARMA Analysis of the Causal Relations Among Stock Returns, Real Output, and Nominal Interest Rates

    The Journal of Finance

    Volume 40, Issue 5, December 1985, Pages: 1375–1384, CHRISTOPHER JAMES, SERGIO KOREISHA and MEGAN PARTCH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02389.x

  17. Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 225–253, MARTIN D. D. EVANS and KAREN K. LEWIS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05172.x

  18. Stock Market Returns and Inflation Forecasts

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 663–673, N. BULENT GULTEKIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02495.x

  19. Fundamental Economic Variables, Expected Returns, and Bond Fund Performance

    The Journal of Finance

    Volume 50, Issue 4, September 1995, Pages: 1229–1256, EDWIN J. ELTON, MARTIN J. GRUBER and CHRISTOPHER R. BLAKE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04056.x

  20. “Fisher, Phillips, Friedman and the Measured Impact of Inflation on Interest”: A Comment

    The Journal of Finance

    Volume 36, Issue 4, September 1981, Pages: 955–962, HERBERT TAYLOR

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb04897.x