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Inflation, money supply and the equity risk premium : a respecification

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Inflation, money supply and the equity risk premium : a respecification

Gowing, David Gordon (2002) Inflation, money supply and the equity risk premium : a respecification. Masters thesis, Concordia University.

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Abstract

This thesis establishes the impact of inflation on the equity risk premium in North America by empirical modeling of time series data (econometric models). The equity risk premium is a monetary value that people require in order to change their investment behavior, in particular to switch investment funds from risk free vehicles to risky equity securities. The specific macroeconomic variable of interest is inflation.

Divisions:Concordia University > John Molson School of Business
Item Type:Thesis (Masters)
Authors:Gowing, David Gordon
Pagination:ii, 81 leaves : col. ill. ; 29 cm.
Institution:Concordia University
Degree Name:Theses (M.Sc.Admin.)
Program:John Molson School of Business
Date:2002
Thesis Supervisor(s):Betton, Sandra
ID Code:1877
Deposited By:Concordia University Libraries
Deposited On:27 Aug 2009 13:23
Last Modified:08 Dec 2010 10:23
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