Inflation, Equity Market Volatility, and Bond Prices: Evidence from G7 Countries
This study examines the impacts of the US inflation rate on the bond prices of G7 countries across different maturities using inflation-induced equity market volatility (EMV) to better account for bond price determinants.
Yu-Fen Chen +2 more
doaj +1 more source
Autoregressive Distributed Lag (ARDL) approach for re-testing the Fisher effect in Indonesia
This article discusses about re-testing the validity of the Fisher hypothesis in Indonesia. By using Autoregressive Distributed Lag (ARDL) approach, we will know if there is any causality between interest rate and inflation or not, for the long-term ...
Lilis Yuliati +2 more
doaj +1 more source
INTEREST RATES, FISHER EFFECT AND ECONOMIC DEVELOPMENT IN TURKEY, 1989-2011
This paper investigates the validity of the Fisher Hypothesis in Turkey covering the period 2003 – 2012. To test validity of Fisher Hypothesis, this paper uses an Autoregressive Distributed Lag test for threshold cointegration recently introduced in the ...
Selahattin GÜR?? +2 more
doaj +1 more source
Blind Image Quality Assessment of Screen Content Images via Fisher Vector Coding
This paper presents an effective blind image quality assessment (BIQA) method for screen content images (SCIs) based on Fisher vector encoding, with the hypothesis that local statistics will be altered with the change of distortions, and can be ...
Yongqiang Bai +3 more
doaj +1 more source
A Tutorial on Fisher Information [PDF]
In many statistical applications that concern mathematical psychologists, the concept of Fisher information plays an important role. In this tutorial we clarify the concept of Fisher information as it manifests itself across three different statistical ...
Grasman, Raoul +4 more
core +2 more sources
Relation between seismicity and pre-earthquake electromagnetic emissions in terms of energy, information and entropy content [PDF]
In this paper we show, in terms of Fisher information and approximate entropy, that the two strong impulsive kHz electromagnetic (EM) bursts recorded prior to the Athens earthquake (EQ) (7 September 1999, magnitude 5.9) present compatibility with the ...
S. M. Potirakis +2 more
doaj +1 more source
Ante el poema: para una historia de la poesía como rítmica
What knowledge about history and what kind of history is built if we are stand in front of the poem? This work explores these questions in an area of Argentine poetry with the hypothesis that history is written as a rhythmic whose perceptible moments ...
Sara Bosoer
doaj +1 more source
The Fisher hypotheses in Latin America: The Fisher hypotheses in Latin America
This article evaluates the Fisher hypothesis and the hypothesis of the integration of Latin American markets through co-integration and endogenous structural change tests.
Antonio Ruiz Porras +1 more
doaj +1 more source
Fisher hypothesis: UK evidence over a century [PDF]
Using annual data over a long time horizon from 1900 to 2000 for the UK, this study finds the existence of a Fisher relation via Johansen cointegration tests. The cointegrating relationship between the two variables suggests a significant long-run equilibrium with a positive coefficient of more than one during the stated period.
Brigitte Granville, Sushanta Mallick
openaire +1 more source
REAL STOCK RETURNS, INFLATIONARY TRENDS AND REAL ACTIVITY: Evidence from Malaysia
This study explores the relationship between real stock returns and inflationary trends in the Malaysian economy. It attempts to test for the relationship between real stock return and inflation in light of Fisher hypothesis that asserts the independence
M. Shabri Abdul Majid
doaj +1 more source

