The "Fisher effect" for risky assets: An empirical investigation
| Year of publication: |
1976
|
|---|---|
| Authors: | Jaffe, Jeffrey F. ; Mandelker, Gershon |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 31.1976, 2, p. 447-458
|
| Subject: | Zins | Geld und Währung | Inflation | Fisher-Effekt | Fisher effect | Risiko | Risk | Schätzung | Estimation | Deutschland | Germany | Portfolio-Management | Portfolio selection | Interest rate | Theorie | Theory |
-
Dritsaki, Chaido, (2017)
-
Does the Fisher hypothesis hold for the G7? : evidence from the panel cointegration test
Ozcan, Burcu, (2015)
-
Changes in persistence, spurious regressions and the Fisher hypothesis
Kruse, Robinson, (2017)
- More ...
-
Inflation and the Holding Period Returns on Bonds
Jaffe, Jeffrey F.,
-
Inflation and the Holding Period Returns on Bonds
Jaffe, Jeffrey F., (1979)
-
Inflation and the Holding Period Returns on Bonds
Jaffe, Jeffrey F.,
- More ...