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Predicting Asset Prices with Inflation

The research develops a model using inflation and central bank interest rates to predict US consumption growth and explain stock and bond market characteristics.

Featured in No. 61 on 15 Aug 2024 · 1 day after release

Released
14 Aug 2024
First featured
No. 61 · 15 Aug 2024
Published in
Not yet, as far as Semantic Scholar knows
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10
Identifier
SSRN 4925404

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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