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Inflationary Expectations And Stock-Bond Yield Differentials

dc.contributor.authorChen, Chuanyu E.
dc.contributor.authorTsaklanganos, Angelos
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.publisherPalgrave Macmillan Journalsen_UK
dc.relation.ispartofseriesBusiness Economics;Vol. 15, No. 1
dc.subjectResearch Subject Categories::SOCIAL SCIENCES::Business and economicsen_UK
dc.subjectStock-bond yielden_UK
dc.titleInflationary Expectations And Stock-Bond Yield Differentialsen_UK

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