MONEY, INFLATION, AND STOCK RETURNS IN THE PACIFIC BASIN MARKETS
This study examines the relationship betlleen stock returns and i11flatio11 in Japan, South Korea, and Taillan. Stock retums in these Poc(ftc Basin morkets are found robe related negatilely to inflation. A Vector Autoregressive (VA R) modelling technique is employed to delineote the larious channels...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
People & Global Business Association (P&GBA)
1996-09-01
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| Series: | Global Business and Finance Review |
| Subjects: | |
| Online Access: | http://www.gbfrjournal.org/pds/journal/thesis/20150626021817-64AHJ.pdf |