THE EFFECT OF INFLATION ON EQUITY RETURNS: THEORY AND EMPIRICAL TESTS FOR JAPANESE MARKETS.

THE EFFECT OF INFLATION ON EQUITY RETURNS: THEORY AND EMPIRICAL TESTS FOR JAPANESE MARKETS.

This study develops empirical models for comprehensive inflation effects on stock returns in the Japanese economic and financial framework. Basically these models deal with the two kinds of wealth effects and inflation risk premia. The wealth transfers are related to a tax system and other instituti...

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Bibliographic Details
Main Author: HIRAKI, TAKATO.
Other Authors: Emery, John T.
Language:en
Published: The University of Arizona. 1983
Subjects:
Investments > Effect of inflation on > Japan > Mathematical models.
Dividends > Japan > Mathematical models.
Inflation (Finance) > Mathematical models.
Online Access:http://hdl.handle.net/10150/186460

Internet

http://hdl.handle.net/10150/186460

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