Stock prices, inflation, and the term structure of interest rates

Keywords

Economics, Interest rate, Stock (firearms), Monetary economics, Inflation (cosmology)

References

• Assets, Money, and Commodity Price Inflation Under Uncertainty: Demand TheoryRichard Roll — 1973
• Capital Markets: Theory and EvidenceMichael C. Jensen — 1972
• Multiperiod Consumption-Investment DecisionsEugene F. Fama — 1970
• Lifetime Portfolio Selection under Uncertainty: The Continuous-Time CaseRobert C. Merton — 1969
• SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATIONJohn Lintner — 1965
• Optimum consumption and portfolio rules in a continuous - time model Journal of Economic Theory 3Robert C. Merton — 1971
• A Note on Risk and the Theory of Asset ValueYoram C. Peles — 1971
• CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*William F. Sharpe — 1964
• Appreciation and interestIrving Fisher — 1896
• Capital Market Equilibrium with Restricted BorrowingFischer Black — 1972
• AN INTERTEMPORAL CAPITAL ASSET PRICING MODELRobert C. Merton — 1973
• Risk Aversion in the Small and in the LargeJohn W. Pratt — 1976
• THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETSJohn Lintner — 1965
• RISK AVERSION IN THE SMALL AND IN THE LARGEJohn W. Pratt — 1964
• Security Prices, Risk, and Maximal Gains From DiversificationJohn Lintner — 1965
• Capital Markets: Theory and EvidenceMichael C. Jensen — 1972

Cited by

• Modelowanie równowagi na rynku kapitałowym - weryfikacja empiryczna na przykładzie akcji notowanych na Giełdzie Papierów Wartościowych w WarszawieStanisław Urbański — 2011
• Introduction to Asset Pricing and Portfolio Performance: Models, Strategy, and Performance MetricsRobert A. Korajczyk — 1999
• IN SEARCH OF A MODIGLIANI-MILLER ECONOMYKay Giesecke, Lisa R. Goldberg — 2004
• The diversification benefits and the risk and return relationships in the Chinese A-share marketWANG, Yue — 2006
• Some Additional Evidence on the Performance of Commingled Real Estate Investment FundsWilliam B. Brueggeman, Armstrong Sheng Chen, Thomas G. Thibodeau — 2009
• Who Are the Value and Growth InvestorsSébastien Betermier, Laurent E. Calvet, Paolo Sodini — 2017
• Is Australia Risk Averse? Some Evidence from the All Ordinaries Index MarketKent Wang — 2008
• Factors that Impede Viable Bond Market Development in One Hyperinflationary EconomyDennis Sibanda, Job Dubihlela — 2013
• The Information in Long-Maturity Forward RatesEugene F. Fama, Robert R. Bliss — 1987
• Measuring Market and Inflation Risk Premia in France and in GermanyLorenzo Cappiello, Stéphane Guéné — 2005
• Application of Adaptive Neuro-Fuzzy Inference System in Interest Rates Effects on Stock ReturnsEleftherıos Gıovanıs — 2011
• Macroeconomics Variables and Asset Pricing: Further ResultsJay Shanken, Mark Weinstein — 1990
• Commodity risk management and financeTheophilos Duncan Priovolos — 1991
• Asset Prices, Commodity Prices, and Money: A General Equilibrium, Rational Expectations ModelGlenn W. Boyle, Leslie Young — 1988
• Intertemporal asset pricing: An Empirical InvestigationJay Shanken — 1990
• The Effect on a Firm's Financing and Investment Decisions of Differential Taxation as Barriers to International InvestmentJong Chul Byun, Son‐Nan Chen — 1997
• Interest-rate risk and the pricing of depository financial intermediary common stock: Empirical evidencePierre Yourougou — 1990
• Dynamic Portfolio Selection and Risk-Return Trade off with Respect to Stock Price Jumps in Continuous TimeBernhard Nietert — 1997
• Linear Factor Models and the Term Structure of Interest RatesEmmanuelle Clément, Alain Monfort — 1995
• Jump/Diffusion Option Pricing -a Reexamination from an Economic ViewpointBernhard Nietert — 1997

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