1. Inflation Hedging for Long-Term Investors. (2009). Roache, Shaun K ; Attie, Alexander P.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2009/090.

   Full description at Econpapers || Download paper

1. Bakshi, G. and Chen, Z. (1996) Inflation, Asset Prices and the Term Structure of Interest Rates in Monetary Economies, Review of Financial Studies, 9, 24 1-276.

2. Balduzzi, P. (1995) Stock Returns, Inflation and the `Proxy Hypothesis': A New Look at the Data, Economic Letters, 48, 47-53.

3. Barber, C., Robertson, D. and Scott, A. (1997) Property and Inflation: The Hedging Characteristics of U.K. Real Estate, Journal of Real Estate Finance and Economics, 15, 59-76.
   Paper not yet in RePEc: Add citation now
   

4. Bodie, Z. (1976) Common Stocks as a Hedge Against Inflation, Journal of Finance, 31, 459-470.

5. Boudoukh, J, Richardson, J. and Whitelaw, R. (1994) Industry Returns and the Fisher Effect, Journal of Finance, 49, 1595-1615.

6. Boudoukh, J. and Richardson, M. (1993) Stock Returns and Inflation: A Long-Horizon Approach, American Economic Review, 83, 1346-1355.
   Paper not yet in RePEc: Add citation now
   

7. Brueggeman, W., Chen, A. and Thibodeau, T. (1984) Real Estate Investment Funds: Performance and Portfolio Considerations, AREUEA Journal, 12, 333-354.

8. Chan, K., Hendershott, P. and Sanders, A. (1990) Risk and Return in Real Estate: Evidence from Equity REITs, ARE UEA Journal, 18, 43 1-452.

9. Chatrath, A. and Liang, Y. (1998) REITs and Inflation: A Long-Run Perspective, Journal of Real Estate Research, 16, 311-325.

10. Chen, K. and Tzang, D. (1988) Interest Rate Sensitivity of Real Estate Investment Trusts, Journal of Real Estate Research, 3, 13-22.

11. Chen, S., Hsieh, C., Vines, T. and Chiou, S. (1998) Macroeconomic Variables, FirmSpecific Variables and Returns to REITs, Journal of Real Estate Research, 16, 269276.

12. Chopin, M. and Zhong, M. (2001) Stock Returns, Inflation and the Macro-Economy: The Long- and Short-Run Dynamics, Advances in Investment and Portfolio Management, 8, 1-8.
    Paper not yet in RePEc: Add citation now
    
13. Cochran, S. and Defina, R. (1993) Inflation's Negative Effects on Real Stock Prices: New Evidence and a Test of the Proxy Effect Hypothesis, Applied Economics, 25, 263274.
    Paper not yet in RePEc: Add citation now
    

14. Danthine, J. and Donaldson, J. (1986) Inflation and Asset Prices in an Exchange Economy, Econometrica, 54, 585-606.

15. Darnell, A.C. (1994) A Dictionary of Econometrics, Cheltenham, UK: Edward Elgar.

16. Darrat, A. and Glascock, J. (1989) Real Estate Returns, Money and Fiscal Deficits: Is the Real Estate Market Efficient? Journal of Real Estate Finance and Economics, 2, 197208.

17. Ely, D. and Robinson, K. (1997) Are Stocks a Hedge Against Inflation? International Evidence Using a Long-Run Approach, Journal of International Money and Finance, 16, 141-167.

18. Fama E. and Schwert, G. (1977) Asset Returns and Inflation, Journal of Financial Economics, 5, 115-146.

19. Fama, E. (1981) Stock Returns, Real Activity, Inflation and Money, American Economic Review, 71, 545-565.

20. Firth, M. (1979) The Relationship Between Stock Market Returns and Rates of Inflation, Journal of Finance, 34, 743-749.

21. Fisher, I. (1930) The Theoiy of Interest, New York: MacMillan.
    Paper not yet in RePEc: Add citation now
    
22. Geltner, D., MacGregor, B.D. and Schwann, G.M. (2003) Appraisal Smoothing and Price Discovery in Real Estate Markets, Urban Studies, 40, 1047-1064.
    Paper not yet in RePEc: Add citation now
    

23. Geske, R. and Roll, R. (1983) The Monetary and Fiscal Linkage Between Stock Returns and Inflation, Journal of Finance, 38, 1-33.

24. Glascock, J., Lu, C. and So, R. (2002) REIT Returns and Inflation: Perverse or Reverse Causality Effects? Journal of Real Estate Finance and Economics, 24, 301-317.

25. Goebel, P.R. and Kim, K.S. (1989) Performance Evaluation of Finite-Life Real Estate Investment Trusts, Journal of Real Estate Research, 4, 5 7-70.

26. Gyourko, J. and Linneman, P. (1988) Owner-Occupied Homes, Income-Producing Real Estate and REIT as Inflation Hedges, Journal of Real Estate Finance and Economics, 1, 347-372.
    Paper not yet in RePEc: Add citation now
    

27. Hartzell, D., Hekman, J., and Miles, M. (1987) Real Estate Returns and Inflation, AREUEA Journal, 15, 6 17-637.

28. Harvey, A.C. (1990) The Econometric Analysis of Time Series, London: Philip Allan.
    Paper not yet in RePEc: Add citation now
    
29. Hendershott, P H and MacGregor, B D (forthcoming 2006) Investor rationality: an analysis of NCREIF commercial property data, Journal of Real Estate Research.
    Paper not yet in RePEc: Add citation now
    

30. Hess, P. and Lee, B.S. (1999) Stock Returns and Inflation with Supply and Demand Disturbances, Review of Financial Studies, 12, 1203-1218.

31. Hoes/i, Lizieri and MacGregor Fama, E. and Gibbons, M. (1984) A Comparison of Inflation Forecasts, Journal of Monetary Economics, 13, 327-348.

32. Hoes/i, Lizieri and MacGregor Lee, K. (1999) Unexpected Inflation, Inflation Uncertainty and Stock Returns, Applied Financial Economics, 9, 3 15-328.

33. Hoesli, M., MacGregor, B., Matysiak, G. and Nanthakumaran, N. (1997) The Short-Term Inflation-Hedging Characteristics of UK Real Estate, Journal of Real Estate Finance and Economics, 15, 27-57.

34. Jaffe, J. and Mandelker, G. (1976) The `Fisher Effect' for Risky Assets: An Empirical Investigation, Journal of Finance, 31, 447-458.

35. Kaul, G. (1987) Stock Returns and Inflation, Journal of Financial Economics, 18, 253276.
    Paper not yet in RePEc: Add citation now
    

36. Kaul, G. (1990) Monetary Regimes and the Relationship Between Stock Returns and Inflationary Expectations, Journal of Financial and Quantitative Analysis, 35, 307322.

37. Kaul, G. and Seyhun, H.N. (1990) Relative Price Variability, Real Shocks and the Stock Market, Journal of Finance, 45, 479-496.

38. Lai, T.-Y. and Wang, K. (1998) Appraisal Smoothing: The Other Side of the Story, Real Estate Economics, 26, 5 11-535.

39. Larsen, A, and McQueen, G. (1995) REITs, Real Estate and Inflation: Lessons from the Gold Market, Journal of Real Estate Finance and Economics, 10, 285-297.

40. Lee, B.S. (1989) Solving, Estimating and Testing a Nonlinear Stochastic Equilibrium Model with an Example of the Asset Returns and Inflation Relationship, Journal of Economic Dynamics and Control, 13, 499-53 1.

41. Lee, B.S. (1992) Causal Relations Among Stock Returns, Interest Rates, Real Activity and Inflation, Journal of Finance, 47, 159 1-1603.

42. Ling, D. and Naranjo, A. (1997) Economic Risk Factors and Commercial Real Estate Returns, Journal of Real Estate Finance & Economics, 14, 283-307.

43. Ling, D. and Naranjo, A. (1999) The Integration of Commercial Real Estate Markets and Stock Markets, Real Estate Economics, 27, 483-5 16.

44. Lintner, J. (1975) Inflation and Security Returns, Journal of Finance, 30, 259-280.

45. Liu, C., Hatzell, D. and Hoesli, M. (1997) International Evidence on Real Estate Securities as an Inflation Hedge, Real Estate Economics, 25, 193-22 1.

46. Marshall, D. (1992) Inflation and Asset Returns in a Monetary Economy, Journal of Finance, 47, 1315-1342.

47. Miles, M. and McCue, T. (1982) Historic Returns and Institutional Real Estate Portfolios, AREUEA Journal, 10, 184-199.

48. Murphy, J. and Kleiman, R. (1989) The Inflation Hedging Characteristics of Equity REITs: An Empirical Study, Quarterly Review of Economics and Business, 29, 95101.
    Paper not yet in RePEc: Add citation now
    

49. Nelson, C. (1976) Inflation and Rates of Return on Common Stocks, Journal of Finance, 31, 471-483.

50. Newell, G. (1996) The Inflation-Hedging Characteristics of Australian Property, Journal of Properi~y Finance, 7, 6-20.
    Paper not yet in RePEc: Add citation now
    
51. Park, J., Mullineaux, D. and Chew, I. (1990) Are REITs Inflation Hedges? Journal of Real Estate Finance and Economics, 3, 91-103.
    Paper not yet in RePEc: Add citation now
    

52. Pilotte, E. (2003) Capital Gains, Dividend Yields and Expected Inflation, Journal of Finance, 58, 447-466.

53. Schwert, G. (1981) The Adjustment of Stock Prices to Information about Inflation, Journal of Finance, 36, 15-29.

54. Sirmans, C. and Sirmans, G. (1987) Real Estate Returns: The Historic Perspective, Journal of Portfolio Management, 13, 22-31.
    Paper not yet in RePEc: Add citation now
    

55. Solnik, B. and Solnik, V. (1997) A Multi-Country Test of the Fisher Model of Stock Returns, Journal of International Financial Markets, Institutions and Money, 7, 289301.

56. Stulz, R. (1986) Asset Pricing and Inflation, Journal of Finance, 41, 209-223.
    Paper not yet in RePEc: Add citation now
    

57. Titman, S. and Warga, A. (1986) Risk and Performance of Real Estate Investment Trusts, AREAUA Journal, 14, 414-43 1.

58. Vanderhoff, J. and Vanderhoff, M. (1986) Inflation and Stock Returns: An Industry Analysis, Journal of Economics and Business, 38, 341-352.

59. Wurtzebach, C., Mueller, G. and Machi, D. (1991) The Impact of Inflation and Vacancy on Real Estate Returns, Journal of Real Estate Research, 6, 153-168. Hoes/i, Lizieri and MacGregor

1. The informational content of the embedded deflation option in TIPS. (2016). Grishchenko, Olesya ; Vanden, Joel M ; Zhang, Jianing.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:65:y:2016:i:c:p:1-26.

   Full description at Econpapers || Download paper

2. Inflation illusion and stock returns. (2016). Brown, William O ; Wang, Fang ; Huang, Dayong.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:35:y:2016:i:c:p:14-24.

   Full description at Econpapers || Download paper

3. Financial Asset Pricing Theory. (2015). Munk, Claus.
   In: OUP Catalogue.
   RePEc:oxp:obooks:9780198716457.

   Full description at Econpapers || Download paper

4. Analyst valuation and corporate value discovery. (2015). Laih, Yih-Wenn ; Li, Chun-An.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:35:y:2015:i:c:p:235-248.

   Full description at Econpapers || Download paper

5. Coping with Negative Short-Rates. (2015). Kakushadze, Zura.
   In: Papers.
   RePEc:arx:papers:1502.06074.

   Full description at Econpapers || Download paper

6. Oil Volatility Risk and Expected Stock Returns. (2014). Pan, Xuhui ; Christoffersen, Peter.
   In: CREATES Research Papers.
   RePEc:aah:create:2015-06.

   Full description at Econpapers || Download paper

7. Rare Disasters and the Term Structure of Interest Rates. (2013). Tsai, Jerry.
   In: Economics Series Working Papers.
   RePEc:oxf:wpaper:665.

   Full description at Econpapers || Download paper

8. Macroeconomic determinants of stock volatility and volatility premiums. (2013). Mele, Antonio ; Corradi, Valentina ; Distaso, Walter.
   In: Journal of Monetary Economics.
   RePEc:eee:moneco:v:60:y:2013:i:2:p:203-220.

   Full description at Econpapers || Download paper

9. Real asset returns, inflation and activity in a small, open, Cash-in-Advance economy. (2013). Mansoorian, Arman ; Mohsin, Mohammed.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:32:y:2013:i:c:p:234-250.

   Full description at Econpapers || Download paper

10. Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal. (2013). Paradiso, Antonio ; Costantini, Mauro ; Caporale, Guglielmo Maria.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:26:y:2013:i:c:p:215-225.

    Full description at Econpapers || Download paper

11. Nonparametric Specification Testing for Continuous Time Models for Interest Rates in Mexico.. (2012). Nuez-Mora, Jose A ; Martinez, Carlos A.
    In: Panorama Económico.
    RePEc:ipn:panora:v:vii:y:2012:i:14:p:7-27.

    Full description at Econpapers || Download paper

12. Inflation and asset prices. (2011). Tatom, John.
    In: MPRA Paper.
    RePEc:pra:mprapa:34606.

    Full description at Econpapers || Download paper

13. The term structures of equity and interest rates. (2011). Wachter, Jessica ; Lettau, Martin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:1:p:90-113.

    Full description at Econpapers || Download paper

14. Asset pricing in the production economy subject to monetary shocks. (2011). Grishchenko, Olesya.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:63:y:2011:i:3:p:187-216.

    Full description at Econpapers || Download paper

15. A historical examination of optimal real return portfolios for non-US investors. (2010). Bruno, Salvatore ; Chincarini, Ludwig.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:19:y:2010:i:4:p:161-178.

    Full description at Econpapers || Download paper

16. Correlation structure between inflation and oil futures returns: An equilibrium approach. (2010). Casassus, Jaime ; Higuera, Freddy ; Ceballos, Diego .
    In: Resources Policy.
    RePEc:eee:jrpoli:v:35:y:2010:i:4:p:301-310.

    Full description at Econpapers || Download paper

17. Stock returns and inflation revisited: An evaluation of the inflation illusion hypothesis. (2010). Lee, Bong Soo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:6:p:1257-1273.

    Full description at Econpapers || Download paper

18. Pricing the term structure of inflation risk premia: Theory and evidence from TIPS. (2010). Cheng, Xiaolin ; Liu, BO.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:4:p:702-721.

    Full description at Econpapers || Download paper

19. Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion. (2009). Yan, Hongjun ; Basak, Suleyman.
    In: Yale School of Management Working Papers.
    RePEc:ysm:wpaper:amz2402.

    Full description at Econpapers || Download paper

20. The Term Structures of Equity and Interest Rates. (2009). Wachter, Jessica ; Lettau, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14698.

    Full description at Econpapers || Download paper

21. Do foreign purchases of U.S. stocks help the U.S. stock market?. (2009). Mollick, Andre ; Lizardo, Radhames A..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:19:y:2009:i:5:p:969-986.

    Full description at Econpapers || Download paper

22. The Spirit of Capitalism and Excess Smoothness. (2009). zou, heng-fu ; Luo, Yulei ; Smith, William T..
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2009:v:10:i:2:p:281-301.

    Full description at Econpapers || Download paper

23. The Great Moderation and the New Business Cycle. (2008). Spehar, Ann.
    In: MPRA Paper.
    RePEc:pra:mprapa:12274.

    Full description at Econpapers || Download paper

24. Term Structure Dynamics in a Monetary Economy with Learning. (2007). Ono, Sadayuki.
    In: Discussion Papers.
    RePEc:yor:yorken:07/29.

    Full description at Econpapers || Download paper

25. The spirit of capitalism, asset pricing and growth in a small open economy. (2007). Kenc, Turalay ; Dibooglu, Selahattin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:26:y:2007:i:8:p:1378-1402.

    Full description at Econpapers || Download paper

26. Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy. (2007). Balduzzi, Pierluigi.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:8:p:2713-2743.

    Full description at Econpapers || Download paper

27. The Inflation Hedging Characteristics of US and UK Investments:Â A Multi-Factor Error Correction Approach. (2006). Lizieri, Colin ; Hoesli, Martin ; MacGregor, Bryan.
    In: Real Estate & Planning Working Papers.
    RePEc:rdg:repxwp:rep-wp2006-01.

    Full description at Econpapers || Download paper

28. A consumption-based model of the term structure of interest rates. (2006). Wachter, Jessica.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:79:y:2006:i:2:p:365-399.

    Full description at Econpapers || Download paper

29. Stock prices-inflation puzzle and the predictability of stock market returns. (2006). Boucher, Christophe.
    In: Economics Letters.
    RePEc:eee:ecolet:v:90:y:2006:i:2:p:205-212.

    Full description at Econpapers || Download paper

30. Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate. (2005). Los, Cornelis ; Jamdee, Sutthisit.
    In: Finance.
    RePEc:wpa:wuwpfi:0502021.

    Full description at Econpapers || Download paper

31. Inflation risk premia and the expectations hypothesis. (2005). Buraschi, Andrea ; JILTSOV, ALEXEI.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:75:y:2005:i:2:p:429-490.

    Full description at Econpapers || Download paper

32. General equilibrium pricing of CPI derivatives. (2005). lioui, abraham ; Poncet, Patrice.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:5:p:1265-1294.

    Full description at Econpapers || Download paper

33. Asset pricing with heterogeneous beliefs. (2005). Basak, Suleyman.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:11:p:2849-2881.

    Full description at Econpapers || Download paper

34. Stock valuation in dynamic economies. (2005). Chen, Zhiwu ; Bakshi, Gurdip.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:8:y:2005:i:2:p:111-151.

    Full description at Econpapers || Download paper

35. Liquidity and real equilibrium interest rates: a framework of analysis. (2005). Stracca, Livio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005542.

    Full description at Econpapers || Download paper

36. Macro factors and the term structure of interest rates. (2004). Dewachter, Hans.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:25.

    Full description at Econpapers || Download paper

37. Private information of the Fed, predictability of stock returns and expected monetary policy. (2004). Tas, Bedri.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:100.

    Full description at Econpapers || Download paper

38. Corporate earnings and the equity premium. (2004). Piazzesi, Monika ; Longstaff, Francis.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:74:y:2004:i:3:p:401-421.

    Full description at Econpapers || Download paper

39. Stock Returns and Inflation in Greece. (2004). Floros, Christos.
    In: Applied Econometrics and International Development.
    RePEc:eaa:aeinde:v:4:y:2004:i:1_12.

    Full description at Econpapers || Download paper

40. Subjective probabilities: psychological evidence and economic applications. (2003). Shimoji, Makoto ; Owyang, Michael ; Guidolin, Massimo ; Chiodo, Abbigail .
    In: Working Papers.
    RePEc:fip:fedlwp:2003-009.

    Full description at Econpapers || Download paper

41. Macro factors and the Term Structure of Interest Rates. (2003). Lyrio, Marco ; Dewachter, Hans ; Dewachter, H. D. R., .
    In: ERIM Report Series Research in Management.
    RePEc:ems:eureri:324.

    Full description at Econpapers || Download paper

42. Indeterminacy of equilibrium price of money, market price of risk and interest rates. (2003). Tanaka, Keiichi.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:7:y:2003:i:4:p:1-11.

    Full description at Econpapers || Download paper

43. Macro Factors and the Term Structure of Interest Rates. (2002). Lyrio, Marco ; Dewachter, Hans.
    In: International Economics Working Papers Series.
    RePEc:kul:kulwps:wpie007.

    Full description at Econpapers || Download paper

44. The stock return-inflation puzzle revisited. (2002). Taylor, Mark ; Gallagher, Liam.
    In: Economics Letters.
    RePEc:eee:ecolet:v:75:y:2002:i:2:p:147-156.

    Full description at Econpapers || Download paper

45. The information content of the yield curve. (2002). Buttler, Hans-Jurg .
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:12-14.

    Full description at Econpapers || Download paper

46. A Joint Model for the Term Structure of Interest Rates and the Macroeconomy. (2001). Maes, Konstantijn ; Lyrio, Marco ; Dewachter, Hans.
    In: International Economics Working Papers Series.
    RePEc:kul:kulwps:wpie002.

    Full description at Econpapers || Download paper

47. Monetary Policy and the Stock Market: Theory and Empirical Evidence. (2001). Sellin, Peter.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:15:y:2001:i:4:p:491-541.

    Full description at Econpapers || Download paper

48. Are common stocks a good hedge against inflation? Evidence from the Pacific-rim countries. (2000). Khil, Jaeuk ; Lee, Bong-Soo.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:8:y:2000:i:3-4:p:457-482.

    Full description at Econpapers || Download paper

49. Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two‐Country Dynamic Monetary Equilibrium. (1999). Gallmeyer, Michael ; Basak, Suleyman.
    In: Mathematical Finance.
    RePEc:bla:mathfi:v:9:y:1999:i:1:p:1-30.

    Full description at Econpapers || Download paper

50. Monetary Policy and the Stock Market: Theory and Empirical Evidence. (1998). Sellin, Peter.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0072.

    Full description at Econpapers || Download paper

Report date: 2025-09-24 10:20:47 || Missing content? Let us know