INFLATION AND REAL INTEREST-RATES ON ASSETS WITH DIFFERENT RISK CHARACTERISTICS

被引:64
作者
HUIZINGA, J
MISHKIN, FS
机构
[1] NATL BUR ECON RES,CAMBRIDGE,MA 02138
[2] COLUMBIA UNIV,GRAD SCH BUSINESS,NEW YORK,NY 10027
关键词
D O I
10.2307/2327929
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:699 / 712
页数:14
相关论文
共 21 条
[1]  
BARRO RJ, 1981, CARNEGIE-ROCHESTER C, V14, P237
[2]  
BLINDER AS, 1980, BROOKINGS PAPERS EC, V2, P539
[3]  
Box G.E.P., 1976, TIME SERIES ANAL
[4]   2-STEP 2-STAGE LEAST-SQUARES ESTIMATION IN MODELS WITH RATIONAL-EXPECTATIONS [J].
CUMBY, RE ;
HUIZINGA, J ;
OBSTFELD, M .
JOURNAL OF ECONOMETRICS, 1983, 21 (03) :333-355
[5]   ASSET RETURNS AND INFLATION [J].
FAMA, EF ;
SCHWERT, GW .
JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (02) :115-146
[6]   INFLATION, REAL RETURNS AND CAPITAL-INVESTMENT [J].
FAMA, EF ;
GIBBONS, MR .
JOURNAL OF MONETARY ECONOMICS, 1982, 9 (03) :297-323
[7]  
FAMA EF, 1975, AM ECON REV, V65, P269
[8]  
Fisher I, 1930, THEORY INTEREST
[9]  
FISHER L, 1977, HALF CENTURY RETURNS
[10]   LARGE SAMPLE PROPERTIES OF GENERALIZED-METHOD OF MOMENTS ESTIMATORS [J].
HANSEN, LP .
ECONOMETRICA, 1982, 50 (04) :1029-1054