Information Aggregation, Inflation, and the Pricing of Indexed Bonds
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- Type
- article
- Published
- 1985-02-01
- Cited by
- 63
- References
- 23
- OpenAlex
- https://openalex.org/W2023840568
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:153550221
Keywords
Download, Inflation (cosmology), Economics, Politics, Monetary economics
References
- On models and measures of information asymmetries in financial markets
- Short-Term Interest Rates as Predictors of Inflation
- On the Impossibility of Informationally Efficient Markets
- Capital asset prices versus time series models as predictors of inflation: The expected real rate of interest and market efficiency
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
- Further results on the informational efficiency of competitive stock markets
- Information aggregation in a noisy rational expectations economy
- Money Supply Announcements and Interest Rates: Another View
- Inflation and Rates of Return on Common Stocks
- An Equilibrium Model of the Business Cycle
- The Effects of Inflation and Money Supply Announcements on Interest Rates
- Some International Evidence on Output-Inflation Tradeoffs.
- Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
- The Adjustment of Stock Prices to Information About Inflation
- ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION
- Time Series Analysis: Forecasting and Control
- Foundations of Finance.
- Time Series Analysis: Forecasting and Control
- A Capital Market in an Equilibrium Business Cycle Model
- Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant
Cited by
- Is CEO Certification of Earnings Numbers Value-Relevant?
- Impacto dos resultados desportivos dos principais clubes de futebol nacional nas suas cotações no mercado de capitais
- Inflation, stagflation, relative prices, and imperfect information: Alex Cukierman, (Cambridge University Press, Cambridge and New York, 1984) pp. xiii + 202
- Ex-Ante Real Rates and Inflation Risk Premiums: A Consumption-Based Approach
- Political Events and the Stock Market: Evidence from Israel
- Macroeconomic risk and asset pricing: estimating the apt with observable factors
- Inflation, inflation risk, and stock returns
- Macroeconomic News and Bond Market Volatility
- Stock Market Reactions due to Announcements of Consumer Price Index and the Investigation of Endogeneity
- An Analysis of the Role of "Insider Trading" on Futures Markets
- Inflation or disinflation? Evidence from maturing US Treasury Inflation-Protected Securities
- Evidence on Bidding Strategies and the Information in Treasury Bill Auctions
- How is Macro News Transmitted to Exchange Rates
- The Real Thing: A Dynamic Profile of the Term Structure of Real Interest Rates and Inflation Expectations in the United Kingdom, 1982-89
- Information Mirages in Experimental Asset Markets
- Testing Financial Market Equilibrium under Asymmetric Information
- When Do TIPS Prices Adjust to Inflation Information?
- Monetary policy and information content of indexed bonds
- A risk premium under uncertain inflation: The inflation futures evidence
- Futures Markets and the Fluctuations in Inflation, Monetary Growth, and Asset Returns
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