Results 271 to 280 of about 371,686 (299)

The generalized Fisher hypothesis in the Asian markets

Journal of Economic Studies, 2004
This paper investigates the generalized Fisher hypothesis for nine equity markets in the Asian countries. It states that the real rates of return on common stocks and the expected inflation rate are independent and that nominal stock returns vary in a one‐to‐one correspondence with the expected inflation rate. The regression results indicate that stock
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Share returns and the Fisher hypothesis reconsidered

Applied Financial Economics, 2002
This paper compares and tests the four different proxy hypotheses and examines their ability to explain two empirical regularities, namely that the inflation elasticity of share returns tends towards zero in the postwar period and towards two in the interwar period.
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Cointegration analysis of the Fisher hypothesis: the role of the real rate and the Fisher identity

Applied Financial Economics, 1993
The Fisher hypothesis on the long-run relationship between inflation and nominal interest rates has recently been investigated using cointegration techniques. This paper examines the role of the expected real rate in such cointegration analyses. It is shown that, contrary to Bonham's (1991) suggestion, it is inappropriate to add a proxy for the ...
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A re-evaluation of empirical tests of the Fisher hypothesis [PDF]

, 1999
This paper shows that the recent literature that tests for a long-run Fisher relationship using cointegration analysis is seriously flawed. Cointegration analysis assumes that the variables in question are I(1) or I(d) with the same d. Using monthly post-war U.S.
Basma Bekdache, Christopher F. Baum
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Testing Fisher’s Hypothesis for Agriculture

1990
Covey, Theodore, Babula, Ronald A.
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Response to a comment by Jorgeson, Breslawski and Fisher on “The Younger Dryas impact hypothesis: Review of the impact evidence” by Sweatman

Earth-Science Reviews, 2022
Martin B Sweatman
exaly  

Clinical null hypothesis: Fisher revisited

Tropical Doctor, 2019
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Does the Fisher hypothesis hold for the G7? Evidence from the panel cointegration test

Economic Research-Ekonomska Istrazivanja, 2015
Burcu Ozcan
exaly  

Fisher-Muller Hypothesis

2008
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Testing for the Fisher hypothesis under regime shifts: an application to Asian countries

International Economic Journal, 2008
Salah A Nusair
exaly