| Author: | Barnes, M. |
| Title: | Inflation and returns revisited: a TAR approach |
| Journal: | Journal of Multinational Financial Management
1999 : NOV, VOL. 9:3-4, p. 233-246 |
| Index terms: | INFLATION FINANCE MANAGEMENT |
| Language: | eng |
| Abstract: | A linear relationship between nominal returns and inflation is tested against threshold alternatives using quarterly and monthly data for 39 different countries. These tests frequently reject the null on favor of the alternative. The threshold alternatives and the linear nulls are estimated to uncover the nature of the linear and threshold relationships. |
SCIMA