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Stock Prices and the Macro Economy in China. (2009). Qin, Fuyong ; Groenewold, Nicolaas ; Cui, Jie ; Peng, Jiangang.
In: Economics Discussion / Working Papers.
RePEc:uwa:wpaper:09-20.

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  1. Efficiency and Volatility of the Stock Market in Bangladesh: A Macroeconometric Analysis. (2017). Abu, MD.
    In: Turkish Economic Review.
    RePEc:ksp:journ2:v:4:y:2017:i:2:p:239-249.

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  1. Deflation, Sticky Leverage and Asset Prices. (2017). Weber, Michael ; Bhamra, Harjoat ; Jeanneret, Alexandre ; Dorion, Christian.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:796.

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  2. Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data. (2017). Wohar, Mark ; Tiwari, Aviral ; GUPTA, RANGAN ; Cunado, Juncal.
    In: Working Papers.
    RePEc:pre:wpaper:201735.

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  3. Has the correlation of inflation and stock prices changed in the United States over the last two centuries?. (2017). Tiwari, Aviral ; GUPTA, RANGAN ; Antonakakis, Nikolaos.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:1-8.

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  4. Does REIT index hedge inflation risk? New evidence from the tail quantile dependences of the Markov-switching GRG copula. (2017). Chang, Kuang-Liang.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:39:y:2017:i:c:p:56-67.

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  5. Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries. (2016). Tiwari, Aviral ; GUPTA, RANGAN ; Antonakakis, Nikolaos.
    In: Working Papers.
    RePEc:pre:wpaper:201605.

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  6. Stock prices, inflation and inflation uncertainty in the U.S.: Testing the long-run relationship considering Dow Jones sector indexes. (2016). Albulescu, Claudiu ; Aubin, Christian ; Goyeau, Daniel.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01282481.

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  7. Inflation illusion and stock returns. (2016). Brown, William O ; Wang, Fang ; Huang, Dayong.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:35:y:2016:i:c:p:14-24.

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  8. Stock prices, inflation and inflation uncertainty in the U.S.: Testing the long-run relationship considering Dow Jones sector indexes. (2016). Aubin, Christian ; Goyeau, Daniel.
    In: Papers.
    RePEc:arx:papers:1603.01231.

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  9. Are equities good inflation hedges? A frequency domain perspective. (2015). Ciner, Cetin .
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:24:y:2015:i:c:p:12-17.

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  10. Macro variables and the components of stock returns. (2015). Maio, Paulo ; Philip, Dennis.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:33:y:2015:i:c:p:287-308.

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  11. Inflation and interest rate derivatives for FX risk management: Implications for exporting firms under real wealth. (2014). Koziol, Philipp.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:54:y:2014:i:4:p:459-472.

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  12. Can institutions and macroeconomic factors predict stock returns in emerging markets?. (2014). Thuraisamy, Kannan ; Narayan, Seema.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:19:y:2014:i:c:p:77-95.

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  13. Does Inflation Illusion Explain the Relation between REITs and Inflation?. (2013). Hong, Gwangheon ; Lee, Bong .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:47:y:2013:i:1:p:123-151.

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  14. Inflation illusion and the US dividend yield: Some further evidence. (2013). Acker, Daniella ; Duck, Nigel W..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:33:y:2013:i:c:p:235-254.

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  15. The effects of terrorism and war on the oil price–stock index relationship. (2013). Papadamou, Stephanos ; KYRTSOU, Catherine ; Kollias, Christos.
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:743-752.

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  16. The dynamic adjustments of stock prices to inflation disturbances. (2012). Valcarcel, Victor (Vic).
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:64:y:2012:i:2:p:117-144.

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  17. Price inflation and stock returns. (2012). Oxman, Jeffrey .
    In: Economics Letters.
    RePEc:eee:ecolet:v:116:y:2012:i:3:p:385-388.

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  18. Macro Shocks and Real US Stock Prices with Special Focus on the “Great Recession”. (2012). Inglesi-Lotz, Roula ; GUPTA, RANGAN.
    In: Applied Econometrics and International Development.
    RePEc:eaa:aeinde:v:12:y:2012:i:2_9.

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  19. Inflation and Asset Prices. (2011). Tatom, John.
    In: NFI Working Papers.
    RePEc:nfi:nfiwps:2011-wp-26.

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  20. Stock Prices and Inflation: Evidence from Jordan, Saudi Arabia, Kuwait, and Morocco. (2011). Al-Zoubi, Marwan ; Al-Sharkas, Adel A.
    In: Working Papers.
    RePEc:erg:wpaper:653.

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  21. Analysing the Dynamics between U.S. Inflation and Dow Jones Index Using Non-Linear Methods. (2011). KYRTSOU, Catherine ; Karagianni, Stella .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:15:y:2011:i:2:n:4.

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  22. The reaction of the WIG stock market index to changes in the interest rates on bank deposits. (2010). Szczepanska-Przekota, Anna .
    In: Operations Research and Decisions.
    RePEc:wut:journl:v:1:y:2010:p:97-110.

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  23. A historical examination of optimal real return portfolios for non-US investors. (2010). Chincarini, Ludwig ; Bruno, Salvatore .
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:19:y:2010:i:4:p:161-178.

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  24. Tobins q and U.S. inflation. (2010). Mollick, Andre ; Faria, Joao.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:62:y::i:5:p:401-418.

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  25. Stock returns and inflation revisited: An evaluation of the inflation illusion hypothesis. (2010). Lee, BongSoo .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:6:p:1257-1273.

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  26. Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion. (2009). Yan, Hongjun ; Basak, Suleyman.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2402.

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  27. Predictive Content of Output and Inflation For Stock Returns and Volatility: Evidence from Selected Asian Countries. (2009). Habibullah, Muzafar Shah ; Abdul Hamid, Baharom ; Baharom, A. H. ; Fong, Kin Hing .
    In: MPRA Paper.
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  28. Do foreign purchases of U.S. stocks help the U.S. stock market?. (2009). Mollick, Andre ; Lizardo, Radhames A..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:19:y:2009:i:5:p:969-986.

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  29. Macroeconomic shocks and the co-movement of stock returns in Latin America. (2009). Araújo, Eurilton ; Araujo, Eurilton .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:10:y:2009:i:4:p:331-344.

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  30. Generalized Fama proxy hypothesis: Impact of shocks on Phillips curve and relation of stock returns with inflation. (2009). Rahman, Abdul H. ; Kryzanowski, Lawrence.
    In: Economics Letters.
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  31. The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach. (2008). Lizieri, Colin ; Hoesli, Martin ; MacGregor, Bryan.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:36:y:2008:i:2:p:183-206.

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  32. Fiscal policy and asset markets: A semiparametric analysis. (2008). Yang, Jian ; Li, Qi ; Jansen, Dennis ; Wang, Zijun.
    In: Journal of Econometrics.
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  33. The behavior of government of Canada real return bond returns. (2007). Peters, David W..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:16:y:2007:i:2:p:152-171.

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  34. Asymmetric temporary and permanent stock-price innovations. (2007). Shively, Philip A..
    In: Journal of Empirical Finance.
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  35. Conventional Nonlinear Relationships between GDP, Inflation and Stock Market Returns. An Investigation for the Greek Economy. (2007). Tserkezos, Dikaios ; Thanou, Eleni .
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  36. The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach. (2006). Lizieri, Colin ; Hoesli, Martin ; MacGregor, Bryan .
    In: Real Estate & Planning Working Papers.
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  37. Macroeconomic variables and the E/P ratio: Is inflation really positively associated with the E/P ratio?. (2006). Jain, Prem ; Rosett, Joshua .
    In: Review of Quantitative Finance and Accounting.
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  38. Stock returns and inflation in Greece: A Markov switching approach. (2006). Hondroyiannis, George ; Papapetrou, Evangelia.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:15:y:2006:i:1:p:76-94.

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  39. US share prices and real supply and demand shocks. (2006). Groenewold, Nicolaas ; Fraser, Patricia .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:46:y:2006:i:1:p:149-167.

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  40. Monetary policy, stock returns and inflation. (2006). Du, Ding.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:58:y:2006:i:1:p:36-54.

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  41. US share prices and real demand and supply shocks. (2004). Groenewold, Nicolaas ; Fraser, Patricia .
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
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  42. U.S. stock prices and macroeconomic fundamentals. (2003). Black, Angela ; Groenewold, Nicolaas ; Fraser, Patricia .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:12:y:2003:i:3:p:345-367.

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  43. How big is the speculative component in Australian share prices?. (2003). Black, Angela ; Groenewold, Nicolaas ; Fraser, Patricia .
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:55:y:2003:i:2:p:177-195.

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  44. Vector Autoregressions, Policy Analysis, and Directed Acyclic Graphs: An Application to the U.S. Economy. (2003). Bessler, David ; Awokuse, Titus.
    In: Journal of Applied Economics.
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  45. The Future of the Stock Market Channel In Egypt. (2002). Sourial, Maged Shawky.
    In: Finance.
    RePEc:wpa:wuwpfi:0204002.

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  46. How Big is the Speculative Component in Australian Share Prices?. (2001). Black, Angela ; Groenewold, Nicolaas ; Fraser, Patricia .
    In: Economics Discussion / Working Papers.
    RePEc:uwa:wpaper:01-14.

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  47. Financial Deregulation and the Relationship Between the Economy and the Share Market in Australia. (2000). GROENEWOLD, N..
    In: Economics Discussion / Working Papers.
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  48. Fundamental Share Prices and Aggregate Real Output. (2000). GROENEWOLD, N..
    In: Economics Discussion / Working Papers.
    RePEc:uwa:wpaper:00-05.

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  49. Why Stocks May Disappoint. (2000). LIU, JUN ; Bekaert, Geert ; Ang, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7783.

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  50. Are common stocks a good hedge against inflation? Evidence from the Pacific-rim countries. (2000). Khil, Jaeuk ; Lee, Bong-Soo.
    In: Pacific-Basin Finance Journal.
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