Title:

Time-Varying Inflation Risk and Stock Returns

Authors:

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

Journal:

Journal of Financial Economics

Year:

2020

Volume:

136

Number:

2

Pages:

444-470

JEL codes:

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

DOI:

10.1016/j.jfineco.2019.09.012