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Is there a long-term relationship among European sovereign bond yields?

Schaeffer, Ian; Ramírez, Miguel D. - In: Business and Economic Research : BER 7 (2017) 1, pp. 68-86

Persistent link: https://www.econbiz.de/10011672927

Empirical analysis of Fisher hypothesis for the period following the inflation targeting strategy in Turkey

Umit, A. Oznur - In: International journal of economic perspectives : IJEP 11 (2017) 2, pp. 97-109

Persistent link: https://www.econbiz.de/10012199225

Linkages between the foreign exchange markets of BRIC countries : Brazil, Russia, India and China; and the USA

Aroul, Ramya Rajajagadeesan; Swanson, Peggy Eubanks - In: Journal of emerging market finance 17 (2018) 3, pp. 333-353

Persistent link: https://www.econbiz.de/10011964835

Non-linear analysis of the Fisher effect : in the case of Japan

Sugita, Katsuhiro - In: International journal of economics and finance 9 (2017) 11, pp. 1-9

Persistent link: https://www.econbiz.de/10011764129

Testing the validity of the long run neutrality of money in Nigeria

Ugwu, Ephraim Ikechukwu; Ehinomen, Christopher; Nwosa, … - In: Folia oeconomica Stetinensia : FOS 21 (2021) 2, pp. 148-167

Persistent link: https://www.econbiz.de/10012797032

Interest rate, price level, and the inflation rate : evidence from the UK during the gold standard regimes

Choudhry, Taufiq - In: The Manchester School 92 (2024) 1, pp. 20-39

Persistent link: https://www.econbiz.de/10014440945

Bank competition and interest rate pass-through in the BRICS

Fadiran, Gideon - In: International Journal of Emerging Markets 9 (2014) 4, pp. 471-487

on interest rates pass-through by applying a cointegration and asymmetric mean adjustment lag (MAL) error correction … the study covers a period starting from the formal recognition of BRIC (2001-2010), which limits the data length …

Persistent link: https://www.econbiz.de/10014788581

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

Nusair, Salah - In: International Economic Journal 22 (2008) 2, pp. 273-284

1978-2005 using a cointegration procedure developed by Gregory and Hansen (1996) that allows for the presence of a one …

Persistent link: https://www.econbiz.de/10005511687

A fractional cointegration analysis of Fisher hypothesis: evidence from Turkey

Kiran, Burcu - In: Quality & Quantity: International Journal of Methodology 47 (2013) 2, pp. 1077-1084

cointegration and fractional cointegration approaches. The findings from Engle and Granger cointegration test indicate that … inflation and nominal interest rate series are cointegrated. Since the conventional cointegration tests do not provide strong … evidence on the long run relationship, we also use fractional cointegration definition suggested by Cheung and Lai (J Bus Econ …

Persistent link: https://www.econbiz.de/10010993128

Asymmetric Fisher effect in inflation targeting emerging markets : evidence from quantile co-integration

Nazlıoğlu, Şaban; Gurel, Sinem Pinar; Günes, Orhan … - In: Applied economics letters 29 (2022) 21, pp. 2007-2014

Persistent link: https://www.econbiz.de/10013552913