Login | Register

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

Title:

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.

[thumbnail of MQ72892.pdf]
Preview
Text (application/pdf)
MQ72892.pdf
2MB

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:M. Sc.
Program:Administration
Date:2002
Thesis Supervisor(s):Betton, Sandra
Identification Number:HG 4636 G69 2002
ID Code:1877
Deposited By: Concordia University Library
Deposited On:27 Aug 2009 17:23
Last Modified:21 Oct 2022 13:01
Related URLs:
All items in Spectrum are protected by copyright, with all rights reserved. The use of items is governed by Spectrum's terms of access.

Repository Staff Only: item control page

Downloads per month over past year

Research related to the current document (at the CORE website)
- Research related to the current document (at the CORE website)
Back to top Back to top