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| Tekijä: | Leonard, D. C. Solt, M. E. |
| Otsikko: | Stock market signals of changes in expected inflation. |
| Lehti: | Journal of Financial Research
1987 : SPRING, VOL. 10:1, p. 57-63 |
| Asiasana: | INFLATION ECONOMIC FORECASTING SHARES RETURN ON INVESTMENT |
| Kieli: | eng |
| Tiivistelmä: | A review of the relationship between stock returns and expected inflation, including inflation forecasts from US Treasury bill yields, surveys conducted by the Institute for Social Research and predictions from a rolling time-series model. The authors consider that unlike former studies, there is no negative relationship between stock returns and expected inflation, consistent with the hypothesis that stock returns signal changes in expected inflation. Two Tables and two equations are given. |
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