THE FISCAL AND MONETARY LINKAGE BETWEEN STOCK RETURNS AND INFLATION

[1] ANDERSEN LC, 1968, FEDERAL RESERVE AUG, P7

[2] SOME TIME SERIES PROPERTIES OF ACCOUNTING INCOME [J]. JOURNAL OF FINANCE, 1972, 27 (03) : 663 - 681

[3] EMPIRICAL EVALUATION OF ACCOUNTING INCOME NUMBERS [J]. JOURNAL OF ACCOUNTING RESEARCH, 1968, 6 (02) : 159 - 178

[4] BARRO RJ, 1977, AM ECON REV, V67, P101

[5] DETERMINATION OF THE PUBLIC DEBT [J]. JOURNAL OF POLITICAL ECONOMY, 1979, 87 (05) : 940 - 971

[6] Box G. E. P., 1976, TIME SERIES ANAL FOR

[7] ASSET RETURNS AND INFLATION [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (02) : 115 - 146

[8] FAMA EF, 1977, AM ECON REV, V67, P487

[9] FAMA EF, 1981, AM ECON REV, V71, P545

[10] FAMA EF, 1975, AM ECON REV, V65, P269

[1] ANDERSEN LC, 1968, FEDERAL RESERVE AUG, P7

[2] SOME TIME SERIES PROPERTIES OF ACCOUNTING INCOME [J]. JOURNAL OF FINANCE, 1972, 27 (03) : 663 - 681

[3] EMPIRICAL EVALUATION OF ACCOUNTING INCOME NUMBERS [J]. JOURNAL OF ACCOUNTING RESEARCH, 1968, 6 (02) : 159 - 178

[4] BARRO RJ, 1977, AM ECON REV, V67, P101

[5] DETERMINATION OF THE PUBLIC DEBT [J]. JOURNAL OF POLITICAL ECONOMY, 1979, 87 (05) : 940 - 971

[6] Box G. E. P., 1976, TIME SERIES ANAL FOR

[7] ASSET RETURNS AND INFLATION [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (02) : 115 - 146

[8] FAMA EF, 1977, AM ECON REV, V67, P487

[9] FAMA EF, 1981, AM ECON REV, V71, P545

[10] FAMA EF, 1975, AM ECON REV, V65, P269