Stock prices and inflation hedged firms

References

• Barnes, L. B., Z. Bodie, R. K. Triest, and J. C. Wang. 2010. “A TIPS Scorecard: Are They Accomplishing Their Objectives?” Financial Analysts Journal 66: 68–84. doi:10.2469/faj.v66.n5.4.
   Web of Science ®Google Scholar
• 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.
   Web of Science ®Google Scholar
• Bernanke, B. 2013. “Monetary Policy and the Global Economy.” London School of Economics, March 25.
   Google Scholar
• Bodie, Z. 1976. “Common Stocks as a Hedge against Inflation.” Journal of Finance 31: 459–470. doi:10.1111/j.1540-6261.1976.tb01899.x.
   Web of Science ®Google Scholar
• Carhart, M. M. 1997. “On Persistence in Mutual Fund Performance.” Journal of Finance 52: 57–82. doi:10.1111/j.1540-6261.1997.tb03808.x.
   Web of Science ®Google Scholar
• Chatrath, A., and Y. Liang. 1998. “REITs and Inflation: A Long-Run Perspective.” Journal of Real Estate Research 16: 311–325.
   Google Scholar
• Clarida, R., J. Gali, and M. Gertler. 2000. “Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory”. Quarterly Journal of Economics .147–180. doi:10.1162/003355300554692.
   Web of Science ®Google Scholar
• Coibion, O., and Y. Gorodnichenko. 2015. “Is the Phillips Curve Alive and Well after All? Inflation Expectations and the Missing Disinflation.” American Economic Journal-Macroeconomics 1 (7): 197–232. doi:10.1257/mac.20130306.
   Google Scholar
• Dempster, N., and J. C. Artigas. 2010. “Gold: Inflation Hedge and Long-Term Strategic Asset.” Journal of Wealth Management 13: 69–75. doi:10.3905/jwm.2010.13.2.069.
   Google Scholar
• Eraker, B., I. Shaliastovich, and W. Wang. 2015. “Durable Goods, Inflation Risk and Equilibrium Asset Prices.” Review of Financial Studies 29 (1): 193–231. doi:10.1093/rfs/hhv049.
   Web of Science ®Google Scholar
• Evans, C. L., J. D. M. Fisher, F. Gourio, and S. D. Krane. 2015. “Risk Management for Monetary Policy Near the Zero Lower Bound.” Brookings Paper on Economic Activity, March.
   Google Scholar
• Fama, E. F. 1981. “Stock Returns, Real Activity, Inflation and Money.” American Economic Review 71: 545–565.
   Web of Science ®Google Scholar
• Fama, E. F., and K. R. French. 1993. “Common Risk Factors in the Returns of Stocks and Bonds.” Journal of Financial Economics 33: 3–56. doi:10.1016/0304-405X(93)90023-5.
   Web of Science ®Google Scholar
• Haubrich, J., G. Pennacchi, and P. Ritchken. 2012. “Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps.” Review of Financial Studies 25 (5): 1588–1629. doi:10.1093/rfs/hhs003.
   Web of Science ®Google Scholar
• Jensen, M. C. 1968. “The Performance of Mutual Funds in the Period 1945–1964.” Journal of Finance 23: 389–416. doi:10.1111/j.1540-6261.1968.tb00815.x.
   Web of Science ®Google Scholar
• Joyce, M., D. Miles, A. Scott, and D. Vayanos. 2012. “Quantitative Easing and Unconventional Monetary Policy – An Introduction*.” The Economic Journal 122 (564): F271–F288. doi:10.1111/ecoj.2012.122.issue-564.
   Web of Science ®Google Scholar
• Mishkin, F. S. 2009. “Is Monetary Policy Effective during Financial Crises?” The American Economic Review 99 (2): 573–577. doi:10.1257/aer.99.2.573.
   Web of Science ®Google Scholar
• Mishkin, F. S. 2011. “Over the Cliff: From the Subprime to the Global Financial Crisis.” The Journal of Economic Perspectives 25 (1): 49–70. doi:10.1257/jep.25.1.49.
   Web of Science ®Google Scholar
• Reilly, F. K., R. E. Smith, and G. L. Johnson. 1975. “A Correction and Update regarding Individual Common Stocks as Inflation Hedges.” Journal of Financial & Quantitative Analysis 10: 871–880. doi:10.2307/2330278.
   Web of Science ®Google Scholar
• Sharpe, W. F. 1964. “Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk.” Journal of Finance 19: 425–442.
   Web of Science ®Google Scholar
• Staff, E. 2004. “Using Commodities as an Inflation Hedge.” Financial Planning Apr:1–26.
   Google Scholar
• Trevino, R. C., and B. M. Yates. 2010. “Treasury Bills and Inflation.” Journal of Financial Planning 23: 56–62.
   Google Scholar