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Inflationary Expectations And Stock-Bond Yield Differentials

dc.contributor.authorChen, Chuanyu E.
dc.contributor.authorTsaklanganos, Angelos
dc.date.accessioned2015-12-21T08:10:01Z
dc.date.available2015-12-21T08:10:01Z
dc.date.issued1980
dc.identifier.issn0007-666X
dc.identifier.urihttp://hdl.handle.net/11728/6832
dc.description.abstractGlobal inflationary trends have for many decades eroded the purchasing power of money and have become embodied in the structure of security yields. This article explores the uses of various data formats to represent inflationary expectations in a stock-bond yield differential model. One of the unique findings is that the frequency of the citations of the term inflation in a major financial journal is one of the highly useful indicators of inflactionary expectations.en_UK
dc.language.isoenen_UK
dc.publisherPalgrave Macmillan Journalsen_UK
dc.relation.ispartofseriesBusiness Economics;Vol. 15, No. 1
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/en_UK
dc.subjectResearch Subject Categories::SOCIAL SCIENCES::Business and economicsen_UK
dc.subjectStock-bond yielden_UK
dc.titleInflationary Expectations And Stock-Bond Yield Differentialsen_UK
dc.typeArticleen_UK


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