Stock returns and inflation: Evidence from quantile regressions

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 117
Issue: 1
Pages: 283-286

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:117:y:2012:i:1:p:283-286
Journal Field
General
Author Count
2
Added to Database
2026-01-24