Inflation, money supply and the equity risk premium : a respecification
This thesis establishes the impact of inflation on the equity risk premium in North America by empirical modeling of time series data (econometric models). The equity risk premium is a monetary value that people require in order to change their investment behavior, in particular to switch investment...
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2002
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| Online Access: | http://spectrum.library.concordia.ca/1877/1/MQ72892.pdf Gowing, David Gordon <http://spectrum.library.concordia.ca/view/creators/Gowing=3ADavid_Gordon=3A=3A.html> (2002) Inflation, money supply and the equity risk premium : a respecification. Masters thesis, Concordia University. |