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: | 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 |
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