References for Inflation Uncertainty and Financial Variables
Backus, David K., and Stanley E. Zin "Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates." Journal of Money, Credit, and Banking, 25, (August 1993, Part 2), 674-700.
Barnea, A., Dotan, A. and I. Lakonishok "The Effect of Price Level Uncertainty on the Determination of Nominal Interest Rates: Some Empirical Evidence" Southern Economic Journal, 46, (October, 1979), 609-614.
Blejer, Mario I. and Benjamin Eden "A Note on the Specification of the Fisher Equation Under Inflation Uncertainty" Economics Letters, 3, (1979), 249-255.
Bomberger, William A. and William J. Frazer Jr. "Interest Rates, Uncertainty and the Livingston Data" Journal of Finance, 36, (June, 1981), 661-675.
Boonekamp, C.F.J. "Inflation, Hedging, and the Demand for Money" American Economic Review, 68, (December, 1978), 821-833.
Bradley, Michael G. and John W. Graham "Inflation Risk and Consumer Portfolio Behavior" Quaterly Review of Economics and Business, 26, (Spring, 1986), 88-94.
Eden, Benjamin "On the Specification of the Demand for Money: The Real Rate of Return versus the Rate of Inflation" Journal of Political Economy, 84, (December, 1976), 1353-1359.
Hartman, Richard and John H. Makin "Inflation Uncertainty and Interest Rates: Theory and Empirical Tests" NBER working paper #906, (June, 1982)
Jeffries, Richard H. Jr. "Comment on 'Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates.'" Journal of Money, Credit, and Banking, 25, (August 1993, Part 2), 701-708.
Levi, Maurice D. and John H. Makin "Fisher, Phillips, Friedman and the Measured Impact of Inflation on Interest" Journal of Finance, 34, (March, 1979), 35-52
Roll, Richard "Assets, Money and Commodity Price Inflation under Uncertainty" Journal of Money, Credit, and Banking, 5, (November, 1973), 903-923.
Schwert, G. W. (1989). 'Why Does Stock Market Volatility Change Over Time?', The Journal of Finance, 44, 1115-153.
Smirlock, Michael. "Inflation Uncertainty and the Demand for Money." Economic Inquiry 20 (July, 1982), 355-364.