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. |
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ndltd-LACETR-oai-collectionscanada.gc.ca-QMG.18772013-10-22T03:41:55Z Inflation, money supply and the equity risk premium : a respecification Gowing, David Gordon 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 funds from risk free vehicles to risky equity securities. The specific macroeconomic variable of interest is inflation. 2002 Thesis NonPeerReviewed application/pdf 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. http://spectrum.library.concordia.ca/1877/ |
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NDLTD |
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Others
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NDLTD |
| description |
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 funds from risk free vehicles to risky equity securities. The specific macroeconomic variable of interest is inflation. |
| author |
Gowing, David Gordon |
| spellingShingle |
Gowing, David Gordon Inflation, money supply and the equity risk premium : a respecification |
| author_facet |
Gowing, David Gordon |
| author_sort |
Gowing, David Gordon |
| title |
Inflation, money supply and the equity risk premium : a respecification |
| title_short |
Inflation, money supply and the equity risk premium : a respecification |
| title_full |
Inflation, money supply and the equity risk premium : a respecification |
| title_fullStr |
Inflation, money supply and the equity risk premium : a respecification |
| title_full_unstemmed |
Inflation, money supply and the equity risk premium : a respecification |
| title_sort |
inflation, money supply and the equity risk premium : a respecification |
| publishDate |
2002 |
| url |
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. |
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AT gowingdavidgordon inflationmoneysupplyandtheequityriskpremiumarespecification |
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