The relationship between stock returns and inflation: new evidence from wavelet analysis

Asset returns and inflation

1977 • 2,770 citations

Wavelet methods for time series analysis

2001 • 2,657 citations

Wavelet Methods for Time SeriesAnalysis

2000 • 2,656 citations

Stock Returns, Real Activity, Inflation, and Money

1981 • 2,625 citations

An Introduction to Wavelets and Other Filtering Methods in Finance and Economics

2002 • 1,105 citations

COMMON STOCKS AS A HEDGE AGAINST INFLATION

1976 • 656 citations

Stock returns and inflation: A long-horizon perspective

1993 • 433 citations

Stocks, bonds, bills, and inflation yearbook

1993 • 385 citations

Wavelets in Economics and Finance: Past and Future

2002 • 375 citations

The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income

1998 • 367 citations

DECOMPOSITION OF ECONOMIC RELATIONSHIPS BY TIMESCALE USING WAVELETS

1998 • 319 citations

An Investigation of the Risk and Return Relation at Long Horizons

1999 • 196 citations

The analysis of foreign exchange data using waveform dictionaries

1997 • 194 citations

Systematic risk and timescales

2003 • 192 citations

The Hedge Ratio and the Empirical Relationship between the Stock and Futures Markets: A New Approach Using Wavelet Analysis*

2006 • 183 citations

An introduction to wavelets and other filtering methods in finance and economics

2002 • 166 citations

Common Stocks as a Hedge Against Inflation

1976 • 156 citations

Inflation and asset returns

1999 • 135 citations

Inflation and rates of return on stocks: evidence from high inflation countries

2001 • 128 citations

Horizon sensitivity of the inflation hedge of stocks

2000 • 112 citations

Systematic risk and time scales

2002 • 81 citations

The relation between asset returns and inflation at short and long horizons

2002 • 72 citations

A multi-country test of the Fisher model for stock returns

1997 • 55 citations

TESTING FOR SERIAL CORRELATION OF UNKNOWN FORM USING WAVELET METHODS

2001 • 44 citations