The objective of this paper is to study the impact of conventional stock market return and
volatility and various macroeconomic variables (including inflation rate, short-term interest …

In this study, the dynamic relation between global crude oil prices and stock prices is
investigated in terms of crude oil-exporting and-importing countries. The relationship …

This study analyzes whether Bitcoin, gold, oil, and stock have the ability to hedge against
inflation in high cryptocurrency adoption countries in the periods from January 2010 to …

The paper investigated the effect of inflation on stock market returns on the Nigerian stock
exchange market, employing a volatility modeling approach. Using monthly data on stock …

One puzzling result in the literature on the linkages between the spot and futures crude oil
prices is the sensitivity of causality tests to the sample period that one considers, which is …

1 Given the debilitating effects of inflation on real investment returns, investors have always
shown keen interest in reducing inflation risk (Parikh, Malladi and Fabozzi [2019]). Over the …

This paper explores tail quantile dependences between the inflation rate and the real estate
investment trust (REIT) return by utilizing the Markov-switching GRG copula. Empirical …

This study examines the relationship between stock returns and inflation in the United States
from 1800 to 2017 using wavelet techniques, complemented with linear and nonlinear …

We study the short run response of daily stock prices on the Spanish market to the
announcements of inflation news at an industrial level, deepening the potential explanatory …

This paper empirically investigates the relationship between real stock returns, inflation, and
real activity using the Markov-switching dynamic regression (MS-DR) approach. The MS-DR …