Concepedia

Getting to the Core: Inflation Risks within and Across Asset Classes

Xiang Fang, Yang Liu, Nikolai Roussanov

SSRN Electronic Journal · 2022 · 16 citations · 54 references

DOIFull text

Open access

Concepts

References

54

Economic Forces and the Stock Market

Nai‐Fu Chen, Richard Roll, Stephen A. Ross · The Journal of Business · 1986 · 5.4K citations

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Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach

Frank Smets, Rafael Wouters · American Economic Review · 2007 · 4.7K citations

, , +17

Asset returns and inflation

Eugene F. Fama, G. William Schwert · Journal of Financial Economics · 1977 · 2.8K citations

, , +11

Stock Returns, Real Activity, Inflation, and Money

Eugene F. Fama · American Economic Review · 1981 · 2.6K citations

, , +12

Value and Momentum Everywhere

Clifford S. Asness, Tobias J. Moskowitz, Lasse Heje Pedersen · The Journal of Finance · 2013 · 2.2K citations · Full text

, , +17