Stock return-inflation nexus; revisited evidence based on nonlinear ARDL
Understanding the Stock Return-Inflation Nexus is a continuing concern among scholars. The main goal of the current study was to critically examine the view that the relation between stock return and inflation is potentially asymmetric. To capture the possibility of dynamic nonlinearity and, in turn...
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| Format: | Article |
| Language: | English |
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Taylor & Francis Group
2020-01-01
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| Series: | Journal of Applied Economics |
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| Online Access: | http://dx.doi.org/10.1080/15140326.2019.1706828 |