How do economic growth asymmetry and inflation expectations affect Fisher hypothesis and Fama's proxy hypothesis?
Year of publication: |
2017
|
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Authors: | Lee, Yuan-Ming ; Wang, Kuan Min |
Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 1.2017, 4, p. 428-453
|
Subject: | stock return | economic growth | inflation expectation | threshold dynamic panel data model | Fama’s proxy hypothesis | Inflationserwartung | Inflation expectations | Wirtschaftswachstum | Economic growth | Kapitaleinkommen | Capital income | Inflation | Schätzung | Estimation | Theorie | Theory | Panel | Panel study |
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