Título:

Time-Varying Inflation Risk and Stock Returns

Autores:

Martijn Boons (U Nova)
Fernando Duarte (Fed Res Bk of New York)
Frans de Roon (U Tilburg)
Marta Szymanowska (Erasmus U Rotterdam)

Revista:

Journal of Financial Economics

Ano:

2020

Volume:

136

Número:

2

Páginas:

444-470

Códigos JEL:

E31 - Price Level; Inflation; Deflation
E21 - Macroeconomics: Consumption; Saving; Aggregate Physical and Financial Consumer Wealth

DOI:

10.1016/j.jfineco.2019.09.012