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Theses Canada
Item – Theses Canada
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Item – Theses Canada
OCLC number
1032902352
Link(s) to full text
LAC copy
LAC copy
Author
Gowing, David Gordon.
Title
Inflation, money supply and the equity risk premium : a respecification.
Degree
Theses (M. Sc. Admin.) -- Concordia University, 2002
Publisher
Montréal : Concordia University, 2002.
Description
1 online resource
Notes
Includes bibliographical references.
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.
Other link(s)
spectrum.library.concordia.ca
spectrum.library.concordia.ca
Date modified:
2022-09-01