This paper explores cross-country evidence of the effects of private credit shocks on
economic growth. It employs a Global Vector Autoregressive (GVAR) model, which allows us …

This study investigates the reaction of stock returns to the inflation announcement using time
series data from 2012 to 2018. To check the market efficiency or semi-strong efficiency of the …

This paper provides empirical evidence on the relation between stock returns and
inflationary expectations using a panel of firm level data covering a broad range of industries …

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 …

In this paper, we found the evidence of the effect of interest rates, inflation and Jakarta
Composite Index on stock returns of digital-based mass media companies listed on the …

Purpose This paper analyzes alternative performance evaluation models applied to equity
mutual funds under conditional and unconditional approaches in the Brazilian market …

This paper presents new evidence for the Fisher hypothesis, which states a positive
relationship between nominal stock returns and inflation. We introduce a new data set from …

The relationship between stock returns and inflation has important implications for monetary
policy and stock market investment and has attracted growing attention from scholars over …

This study aims to examine the relationship between Borsa Istanbul (BIST), interest rates,
and inflation during the period of irrational economic policies from 2018 to 2023. The …

Design/Methodology/Approach: This is an empirical analysis using quarterly data from the
period of 1980 to 2016. The Autoregressive Distributed Lag (ARDL) bounds cointegration …