Time-Varying Inflation Risk and Stock Returns

MF Boons; F Duarte; F de Roon; Marta Szymanowska

doi:10.1016/j.jfineco.2019.09.012

Time-Varying Inflation Risk and Stock Returns

MF Boons, F Duarte, F de Roon, Marta Szymanowska

Department of Finance

Research output: Contribution to journal › Article › Academic › peer-review

34 Citations (Scopus)

Original language	English
Pages (from-to)	444-470
Number of pages	27
Journal	Journal of Financial Economics
Volume	136
Issue number	2
DOIs	https://doi.org/10.1016/j.jfineco.2019.09.012
Publication status	Published - 2020

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10.1016/j.jfineco.2019.09.012

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@article{ec278983e7c142af87bcf6c206ff7541,

title = "Time-Varying Inflation Risk and Stock Returns",

author = "MF Boons and F Duarte and {de Roon}, F and Marta Szymanowska",

year = "2020",

doi = "10.1016/j.jfineco.2019.09.012",

language = "English",

volume = "136",

pages = "444--470",

journal = "Journal of Financial Economics",

issn = "0304-405X",

publisher = "Elsevier",

number = "2",

}

TY - JOUR

T1 - Time-Varying Inflation Risk and Stock Returns

AU - Boons, MF

AU - Duarte, F

AU - de Roon, F

AU - Szymanowska, Marta

PY - 2020

Y1 - 2020

UR - http://ssrn.com/abstract=2273666

U2 - 10.1016/j.jfineco.2019.09.012

DO - 10.1016/j.jfineco.2019.09.012

M3 - Article

SN - 0304-405X

VL - 136

SP - 444

EP - 470

JO - Journal of Financial Economics

JF - Journal of Financial Economics

IS - 2

ER -

Time-Varying Inflation Risk and Stock Returns

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