Is the Fisher effect asymmetric? : cointegration analysis and expectations measurement
David O. Cushman, Glauco De Vita, Emmanouil Trachanas
| Year of publication: |
2023
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|---|---|
| Authors: | Cushman, David O. ; De Vita, Glauco ; Trachanas, Emmanouil |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 4, p. 3727-3748
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| Subject: | asymmetric cointegration | bootstrapping | Fisher effect | inflation expectations | Kointegration | Cointegration | Inflationserwartung | Inflation expectations | Fisher-Effekt | Bootstrap-Verfahren | Bootstrap approach | Zins | Interest rate | Zinstheorie | Theory of interest | Schätzung | Estimation | Inflation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2616 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014429167