Item – Theses Canada

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OCLC number
54775142
Author
Gowing, David Gordon,1956-
Title
Inflation, money supply and the equity risk premium : a respecification.
Degree
M. Sc. -- Concordia University, 2002
Publisher
Ottawa : National Library of Canada = Bibliothèque nationale du Canada, [2003]
Description
1 microfiche.
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.
ISBN
0612728927
9780612728929