Time-Varying Inflation Risk and the Cross Section of Stock Returns Function

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Time-Varying Inflation Risk and the Cross Section of Stock Returns Function

Martijn Boons, Fernando M. Duarte, Frans de Roon, and Marta Szymanowska
Staff Reports, Number 621, May 2013

Author Disclosure Statements

Martijn Boons
The manuscript has not been previously published and is not under consideration in the same or substantially similar form in any other journal. I have read and agree to the JF’s Submission Guidelines and Policies and Conflict of Interest Disclosure Policy. To my knowledge, no conflict of interest, financial or other, exists. In addition to my job as an Assistant Professor in Finance at Nova School of Business and Economics in Lisbon (Portugal), I have received financial support for this project from the Dauphine Chair in Asset Management, an initiative of Amundi and the University Paris-Dauphine, under the aegis of the Dauphine Foundation.

Fernando M. Duarte
The author declares that (s)he has no relevant or material financial interests that relate to the research described in this paper.

Frans de Roon
The author declares that (s)he has no relevant or material financial interests that relate to the research described in this paper.

Marta Szymanowska
The author declares that she has no relevant or material financial interests that relate to the research described in this paper.

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