Asset returns and inflation
Top Cited Papers
- 15 April 2002
- journal article
- Published by Elsevier
- Vol. 5 (2) , 115-146
- https://doi.org/10.1016/0304-405x(77)90014-9
Abstract
No abstract availableKeywords
This publication has 14 references indexed in Scilit:
- Capital asset prices versus time series models as predictors of inflation: The expected real rate of interest and market efficiencyPublished by Elsevier ,2002
- Human capital and capital market equilibriumJournal of Financial Economics, 1977
- Forward rates as predictors of future spot ratesJournal of Financial Economics, 1976
- Inflation and Rates of Return on Common StocksThe Journal of Finance, 1976
- Common Stocks as a Hedge Against InflationThe Journal of Finance, 1976
- The "Fisher Effect" for Risky Assets: An Empirical InvestigationThe Journal of Finance, 1976
- Stock prices, inflation, and the term structure of interest ratesJournal of Financial Economics, 1974
- Tests of the multiperiod two-parameter modelJournal of Financial Economics, 1974
- The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital BudgetsThe Review of Economics and Statistics, 1965
- Capital Asset Prices: A Theory of Market Equilibrium under Conditions of RiskThe Journal of Finance, 1964