Browsing 1. SIRE Discussion Papers by Institution "Brunel Business School"
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The long run relationship between stock prices and goods prices: new evidence from panel cointegration (University of GlasgowBrunel Business School, 2008)We examine the long run relationship between stock prices and goods prices to gauge whether stock market investment can hedge against inflation. Data from sixteen OECD countries over the period 1970-2006 are used. We ...