Shrestha, Keshab; Chen, Sheng‐Syan - In: Managerial Finance 24 (1998) 8, pp. 64-76
Outlines the Fisher hypothesis, cites previous relevant research and develops mathematical models for long‐run and short‐run Fisher relationships. Applies them to the UK, USA, Canada and Japan, using 1978‐1997 monthly data and Eurocurrency interest rates to explore the relationship between...