Capital asset prices versus time series models as predictors of inflation: The expected real rate of interest and market efficiency
- 31 December 1975
- journal article
- Published by Elsevier BV in Journal of Financial Economics
- Vol. 2 (4), 341-360
- https://doi.org/10.1016/0304-405x(75)90009-4
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Observed Price Expectations and Interest RatesThe Review of Economics and Statistics, 1972
- Interest Rates on Monetary Assets and Commodity Price Index ChangesThe Journal of Finance, 1972
- Efficient Capital Markets: A Review of Theory and Empirical WorkThe Journal of Finance, 1970
- Inflation and Real InterestJournal of Political Economy, 1963
- Effects of InflationJournal of Political Economy, 1962