Advanced search
Publication Cover
Applied Economics Letters Volume 23, 2016 - Issue 13
Submit an article Journal homepage
213
Views
1
CrossRef citations to date
0
Altmetric
Original Articles

Do stock returns hedge inflation at long horizons?

Adrian AustinDepartment of Economics, Richards College of Business, University of West Georgia, Carrollton, GA, USACorrespondence[email protected]
&
Swarna DuttDepartment of Economics, Richards College of Business, University of West Georgia, Carrollton, GA, USA
Pages 936-939 | Published online: 15 Dec 2015

References

  • Austin, A., and S. Dutt. 2015. “Exchange Rates and Fundamentals: A New Look at the Evidence on Long-Horizon Predictability.” Atlantic Economic Journal 43 (1): 147–159. doi:10.1007/s11293-014-9442-2.
  • Barnes, M., J. H. Boyd, and B. D. Smith. 1999. “Inflation and Asset Returns.” European Economic Review 43 (4–6): 737–754. doi:10.1016/S0014-2921(98)00090-7.
  • Bekaert, G., and X. Wang. 2010. “Inflation Risk and the Inflation Risk Premium.” Economic Policy 25 (64): 755–806. doi:10.1111/ecop.2010.25.issue-64.
  • Boudoukh, J., and M. Richardson. 1993. “Stock Returns and Inflation: A Long Horizon Perspective.” American Economic Review 83 (5): 1346–1355.
  • Fama, E. F., and G. W. Schwert. 1977. “Asset Returns and Inflation.” Journal of Financial Economics 5 (2): 115–146. doi:10.1016/0304-405X(77)90014-9.
  • Grishchenko, O. V., and J.-Z. Huang. 2012. “Inflation Risk Premium: Evidence from the TIPS Market.” Federal Reserve Board Finance and Economics Discussion Series.
  • Hjalmarsson, E. 2011. “New Methods for Inference in Long-Horizon Regressions.” Journal of Financial and Quantitative Analysis 46 (3): 815–839. doi:10.1017/S0022109011000135.
  • Phillips, P. C. B. 1991. “Optimal Inference in Cointegrated Systems.” Econometrica 59 (2): 283–306. doi:10.2307/2938258.
  • Shiller, R. J. 2015. Irrational Exuberance. 3rd ed. Princeton, NJ: Princeton University Press.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.