Neifar, Malika; Harzallah, Amira - In: Journal of derivatives and quantitative studies : … 32 (2024) 4, pp. 344-370
The purpose of this study is to see if the Fisher's hypothesis validation is robust in year or/and countries dimensions. We investigate whether nominal or real stock market returns are hedged against inflation rate, so as to determine the appropriate time and markets to invest in (from the 32...
