Srock Prices, Inflation, and Output : Evidence from the Emerging Markets (Record no. 26053)

MARC details
000 -LEADER
fixed length control field 01647pab a2200205 454500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 140923b0 xxu||||| |||| 00| 0 eng d
040 ## - CATALOGING SOURCE
Transcribing agency Welingkar Institute of Management Development & Research, Mumbai
Original cataloging agency Welingkar Institute of Management Development & Research, Mumbai
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title ENG
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number
Item number Al-
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Al-Khazali Osamah M
245 ## - TITLE STATEMENT
Title Srock Prices, Inflation, and Output : Evidence from the Emerging Markets
250 ## - EDITION STATEMENT
Edition statement 3
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc.
Name of publisher, distributor, etc. Sept - Dec ,2003
Date of publication, distribution, etc. 0
300 ## - PHYSICAL DESCRIPTION
Extent 287--314 Pp.
490 ## - SERIES STATEMENT
Volume/sequential designation 2
520 ## - SUMMARY, ETC.
Summary, etc. This article examines the short and long-term relationships between stock prices, inflation, and output in 21 emerging capital markets. It also investigates whether the proxy hypothesis can explain the puzzling negative relation between stock returns and inflation. The study shows that in the short run the negative relationship between stock returns and inflation still persist for all countries except Malaysia, even after the effects of expected economic activity and inflation variability have been explicitly incorporated. Furthermore, the results of the generalized autoregressive conditional heteroscedastic (GARCH) model are consistent with the OLS results. These results reject the proxy-effect hypothesis in the short run. However, in the long run, cointegration tests verify a long-run equilibrium between stock prices, consumer price index, and the real economic activity. The findings support the fisher effect and the proxy hypotheses in the long run only.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Stock Prizes, Inflation
856 ## - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://192.168.6.13/libsuite/mm_files/Articles/AR6109.pdf">http://192.168.6.13/libsuite/mm_files/Articles/AR6109.pdf</a>
906 ## - LOCAL DATA ELEMENT F, LDF (RLIN)
a 17749
Holdings
Withdrawn status Lost status Damaged status Not for loan Home library Current library Date acquired Cost, normal purchase price Total Checkouts Full call number Barcode Date last seen Cost, replacement price Price effective from Koha item type
        Main Library Main Library 09/01/2004 0.00   Al- AR6109 23/09/2014 0.00 23/09/2014 Articles

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