Re-Investigating the Relationship between Inflation and Stock Returns: A SVAR Analysis

碩士 === 國立暨南國際大學 === 經濟學系 === 97 === According to the Fisher relationship, there is a one-for-one and positive relationship between inflation and asset returns. However, many studies have pointed out that there is a significantly negative relationship between inflation and stock returns. Therefore, i...

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Bibliographic Details
Main Authors: Chieh-Cheng Huang, 黃介正
Other Authors: Jui-Chuan Chang
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/62ey7w