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dc.contributor.authorApergis, Nicholas
dc.contributor.authorAlexakis, Panagiotis
dc.contributor.authorXanthakis, Emmanuel
dc.date.accessioned2019-03-14T17:37:35Z
dc.date.available2019-03-14T17:37:35Z
dc.date.issued1996-05
dc.identifier.urihttp://hdl.handle.net/10545/623575
dc.description.abstractThis paper examines the impact of inflation uncertainty on stock prices in developed as well as in emerging capital markets over the period 1980:1–93:12 via an Autoregressive Conditional Heteroskedasticity (ARCH) model for inflation. The results seem to support the presence of a negative association between inflation uncertainty and stock prices.en
dc.description.sponsorshipN/Aen
dc.language.isoenen
dc.publisherSpringeren
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.subjectCapital Marketsen
dc.subjectInternational Economicsen
dc.subjectEconomic Growthen
dc.titleInflation volatility and stock prices: Evidence from ARCH effectsen
dc.typeArticleen
dc.contributor.departmentUniversity of Macedoniaen
dc.contributor.departmentUniversity of Aegeanen
dc.contributor.departmentUniversity of Athensen
dc.identifier.journalInternational Advances in Economic Researchen


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