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<p class="ber"><span lang="EN-GB">This paper employs a constant conditional correlation bivariate EGARCH-in-mean model to investigate interactions among the rate of inflation, stock returns and their respective volatilities. This approach is capable of accommodating all the possible causalities among the four variables simultaneously, and therefore could deliver contemporary evidence of the nexus between monetary stability and stock market. The postwar dataset of the US inflation and stockdoi:10.5296/ber.v5i2.7623 fatcat:tl6fmbur4fgbhgxkabnciiapuq