| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5060098 | Economics Letters | 2012 | 4 Pages |
Abstract
⺠The relationship between stock returns and inflation is examined for the G7 countries. ⺠Some positive coefficients in the distribution for Italy and the UK were revealed. ⺠A GARCH filter is employed. ⺠A positive one-for-one relationship is found in all cases except Canada.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Paul Alagidede, Theodore Panagiotidis,