@ARTICLE{Bhanja_Niyati_Are_2012,
 author={Bhanja, Niyati and Dar, Arif Billah and Tiwari, Aviral Kumar and Olayeni, Olaolu Richard},
 number={No 3},
 journal={Central European Journal of Economic Modelling and Econometrics},
 pages={199-213},
 howpublished={online},
 year={2012},
 publisher={Oddział PAN w Łodzi},
 abstract={In this paper, the stock price-inflation nexus is investigated using the tools of wavelet power spectrum, cross-wavelet power spectrum and cross-wavelet coherency to unravel time and frequency dependent relationships between stock prices and inflation. Our results suggest that for a frequency band between sixteen and thirty two months, there is some evidence of the fisher effect. For rest of the frequencies and time periods however there is no evidence of the fisher effect and it seems stock prices have not played any role as an inflation hedge.},
 type={Artykuły / Articles},
 title={Are Stock Prices Hedge Against Inflation? A Revisit over Time and Frequencies in India},
 URL={http://ochroma.man.poznan.pl/Content/103777/PDF/mainFile.pdf},
 doi={10.24425/cejeme.2012.119283},
 keywords={Stock prices, inflation, Fisher effect, Indian stock markets, continuous wavelet transform, wavelet coherency},
}