Search Results - subject_exact:"Fisher effect"

Narrow search

Testing for Fisher's hypothesis in Eswatini

Dlamini, Ntobeko; Kunene, Sive - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015574470

A brief note on Thailand household debt dynamics, Fisher effects, and monetary policy transmission

Teerapap Pangsapa; Thanaphol Kongphalee; Maneerat Gongsiang - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015327669

The Fisher's hedge hypothesis : what about homogeneity and stability properties?

Neifar, Malika; Harzallah, Amira - 2024

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...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015173797

Inflation, equity market volatility, and bond prices : evidence from G7 countries

Chen, Yu-Fen; Chiang, Thomas C.; Lin, Fu-Lai - 2023

This study examines the impacts of the US inflation rate on the bond prices of G7 countries across different maturities using inflation-induced equity market volatility (EMV) to better account for bond price determinants. The regression model, a GED-GARCH (1,1) procedure, is adopted to deal with...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014436363

Exchange rate and inflation under weak monetary policy : Turkey verifies theory

Gürkaynak, Refet S.; Kısacıkoğlu, Burçin; Lee, … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014525997

Inflation and asset returns

Cieślak, Anna; Pflueger, Carolin E. - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014426344

Show 4 more versions 4

Inflation and asset returns

Cieślak, Anna; Pflueger, Carolin E. - 2023

Book / Working Paper

Inflation and Asset Returns

Cieślak, Anna; Pflueger, Carolin E. - 2023

Book / Working Paper

Inflation and Asset Returns

Cieślak, Anna; Pflueger, Carolin E. - 2023

Book / Working Paper

Inflation and Asset Returns

Cieślak, Anna; Pflueger, Carolin E. - 2022

Book / Working Paper

Interest rates, moneyness, and the Fisher equation

Herrenbrueck, Lucas; Wang, Zijian - 2023 - This version: December 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014443707

A study of Fisher Effect in India

Suryavanshi, Swapnil - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014391795

Inflation hedging properties of differnet asset classes in Malaysia

Lee, Siew Peng; Mansor, Md. Isa - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012034995

Successive economic cycles and the Fisher effect

Agnihotri, Khushboo; Srivastava, Sachin Kumar; Gupta, Omdeep - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015376445

Investigating Fisher effect in SACU countries: A wavelet coherence approach

Mkhombo, Thando; Phiri, Andrew - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015074302

The nonadjustment of nominal interest rates : a study of the Fisher effect

Summers, Lawrence Henry - 1983

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10002900900

Show 3 more versions 3

The non-adjustment of nominal interest rates : a study of the Fisher effect

Summers, Lawrence Henry - 1982

Book / Working Paper

The Nonadjustment of Nominal Interest Rates : A Study of the Fisher Effect

Summers, Lawrence Henry - 2022

Book / Working Paper

The Nonadjustment of Nominal Interest Rates : A Study of the Fisher Effect

Summers, Lawrence H. - 1982

Book / Working Paper

Monetary policy, rational confidence, and Neo-Fisherian depressions

Gobbi, Lucio; Mazzocchi, Ronny; Tamborini, Roberto - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013396234

Show one more version 1

Monetary Policy, Rational Confidence, and Neo-Fisherian Depressions

Gobbi, Lucio - 2019

Book / Working Paper

A Fisherian approach to financial crises : lessons from the sudden stops literature

Bianchi, Javier; Mendoza, Enrique G. - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012217056

Show 2 more versions 2

A Fisherian Approach to Financial Crises : Lessons from the Sudden Stops Literature

Bianchi, Javier; Mendoza, Enrique G. - 2022

Book / Working Paper

A Fisherian Approach to Financial Crises : Lessons from the Sudden Stops Literature

Bianchi, Javier - 2020

Book / Working Paper

Investigating Fisher effect in SACU countries : a wavelet coherence approach

Mkhombo, Thando; Phiri, Andrew - 2022

The purpose of this study is to examine the time-frequency relationship in the Fisher's effect for South African Customs Union (SACU) countries using continuous wavelet transforms. We use the Wavelet power spectrum to decompose the nominal interest rate and inflation rate across a time frequency...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014500365

Some long-run correlations of inflation in developed countries

West, Kenneth D.; Cao, Tu - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014253593

Implications of endogenous money growth for some tests of superneutrality and the Fisher Effect

Keating, John William - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014253594

Toda-Yamamoto causality test between inflation and nominal interest rates : evidence from three countries of Europe

Dritsaki, Chaido - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011948274

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

Choudhry, Taufiq - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014440945

Central Bank Information or Neo-Fisher Effect?

Schmitt-Grohé, Stephanie; Uribe, Martín - 2024

The neo-Fisher effect and the central bank information (CBI) effect produce similar outcomes: under both, a monetary tightening triggers an increase in inflation and an expansion in real activity. Separate estimates of these effects run the risk of confounding one with the other. To disentangle...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015145087

The gibson paradox and the Fisher effect in advanced and emerging economies

Chowdhury, M. M. Islam; Serletis, Apostolos - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015127109

Monetary policy interdependency in fisher effect: A comparative evidence

Shobande, Olatunji Abdul; Shodipe, Oladimeji Tomiwa - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014558504

Interest rate determination in developing countries : a conceptual framework

Edwards, Sebastian - 1985

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015131984

Show 2 more versions 2

Interest Rate Determination in Developing Countries : a Conceptual Framework

Edwards, Sebastian; Khan, Mohsin S. - 2021

Book / Working Paper

Interest Rate Determination in Developing Countries : A Conceptual Framework

Edwards, Sebastian - 1985

Book / Working Paper

Bitcoin Under Inflation-Hedging Scrutiny - The Extended Fisher Hypothesis in Crypto

Swiatkowski, Jan - 2021

Improved access to the scarce, digital resource justifies analyzing Bitcoin from a macroeconomic perspective. Using ten years of historical monthly returns, this study examines Bitcoin’s hedging capabilities with respect to inflation measures following the Fisher hypothesis. Short-term...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013228142

The Fisher hypothesis and the forecastability and persistence of inflation

Barsky, Robert B. - 1986

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10000694588

Show 2 more versions 2

The Fisher Hypothesis and the Forecastability and Persistence of Inflation

Barsky, Robert B. - 2021

Book / Working Paper

The Fisher Hypothesis and the Forecastability and Persistence of Inflation

Barsky, Robert B. - 1986

Book / Working Paper

The inverted Fisher hypothesis : inflation forecastability and asset substitution

Choi, Woon Gyu - 2002

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10001685363

Show 3 more versions 3

The Inverted Fisher Hypothesis : Inflation Forecastability and Asset Substitution""

Choi, Woon Gyu - 2000

Book / Working Paper

The Inverted Fisher Hypothesis : Inflation Forecastability and Asset Substitution

Choi, Woon Gyu - 2021

Book / Working Paper

The Inverted Fisher Hypothesis : Inflation Forecastability and Asset Substitution"

Choi, Woon Gyu - 2009

Book / Working Paper

Forecasting Pre-World War I Inflation : the Fisher Effect Revisited

Barsky, Robert B.; DeLong, James Bradford - 2021

We consider the puzzling behavior of interest rates and inflation in the United States and the United Kingdom between 1879 and 1913. A deflationary regime prior to 1896 was followed by an inflationary one from 1896 until the beginning of World War I; the average inflation rate was 3.8 percentage...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013216511

Show one more version 1

Forecasting Pre-World War I Inflation : The Fisher Effect Revisited

Barsky, Robert B. - 1988

Book / Working Paper

Exchange-Rate Expectations and Nominal Interest Differentials : A Test Ofthe Fisher Hypothesis

Cumby, Robert E.; Obstfeld, Maurice - 2021

This note tests the hypothesis that nominal interest differentials between similar assets denominated in different currencies can be explained entirely by the expected change in the exchange rate over the holding period. This proposition, often called the "Fisher open" hypothesis or the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013222938

Show one more version 1

Exchange-Rate Expectations and Nominal Interest Differentials : A Test ofthe Fisher Hypothesis

Cumby, Robert E. - 1980

Book / Working Paper

Is the Fisher effect for real? : A reexamination of the relationship between inflation and interest rates

Mishkin, Frederic S. - 1991

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10000811499

Show 2 more versions 2

Is the Fisher Effect for Real? A Reexamination of the Relationship between Inflation and Interest Rates

Mishkin, Frederic S. - 2021

Book / Working Paper

Is the Fisher Effect for Real? A Reexamination of the Relationship Between Inflation and Interest Rates

Mishkin, Frederic S. - 1991

Book / Working Paper

The optimum allocation of consumption of the Fisherian shipwrecked sailors

Potužák, Pavel - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012794501

Stock returns-inflation nexus in Indonesia : evidence from conventional and Islamic stocks

Yahya; Majid, Muhammad Shabri Abdul; Hafasnuddin - 2021

Objective: The objective of the article is to empirically explore the effects of actual, expected, and unexpected inflation on conventional and Islamic stock markets in Indonesia. Research Design & Methods: In the first stage, an auto-regressive integrated moving average (ARIMA) model is...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012800376

Monetary policy interdependency in fisher effect : a comparative evidence

Shobande, Olatunji Abdul; Shodipe, Oladimeji Tomiwa - 2021

In this paper, we examine the ability of Fisher effect to describe the subjective behaviour of monetary policy responses for nations constrained by global factors. We developed and estimated a simple DSGE model for appraising the consequence of an integrated financial market predictor on...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012549169

Fisher relation and financial crisis : evidence for East Asian countries

Kim, Chae-yŏng - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012619843

The relationship between inflation and interest rates in the UK: The nonlinear ARDL approach

Gocer, Ismet; Ongan, Serdar - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014558502

The relationship between inflation and interest rates in the UK : the nonlinear ARDL approach

Gocer, Ismet; Ongan, Serdar - 2020

This study reconsiders the Fisher effect for the UK from a different methodological perspective. To this aim, the nonlinear ARDL model recently developed by Shin et al. (2014), is applied over the periods of 1995M1-2008M9 and 2008M10-2018M1. This model decomposes the changes in original...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012306785

The Fisher puzzle, real rate anomaly, and Wicksell effect

Anari, Ali; Kolari, James W. - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012170669

Show one more version 1

The Fisher Puzzle, Real Rate Anomaly, and Wicksell Effect

Anari, Ali - 2020

Book / Working Paper

An Empirical Evidence of Fisher Effect in Bangladesh : A Time-Series Approach

Uddin, Gazi - 2020

This paper is an attempt to trace the relationship between interest rates and rates of inflation in the economy of Bangladesh. In view of this, a time series approach is considered to examine the empirical evidence of Fisher's effect in the country. By applying OLS and Unit Root test, the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012854479

A Fisherian Approach to Financial Crises : Lessons from the Sudden Stops Literature

Mendoza, Enrique G. - 2020

Sudden Stops are ﬁnancial crises deﬁned by a large, sudden current-account reversal. They occur in both advanced and emerging economies and result in deep recessions, collapsing asset prices, and real exchange-rate depreciations. They are preceded by economic expan-sions, current-account...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012827756

The relationship between the exchange rate, interest rate and inflation : the case of Turkey

Özen, Ercan; Özdemir, Letife; Grima, Simon - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012415510

Understanding fisher behavior : the case of snapper fishers in Indonesia

Madsen, Jens Koed; Ekawaty, Rani; Ananthanarayanan, Aarthi - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013548071

Inflation risk and stock returns : evidence from US aggregate and sectoral markets

Chiang, Thomas C.; Chen, Pei-Ying - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014485580

Is the Fisher effect asymmetric? : cointegration analysis and expectations measurement

Cushman, David O.; De Vita, Glauco; Trachanas, Emmanouil - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014429167

A note on the neo-Fisher effect in the new Keynesian model

Ali, Syed Zahid; Qureshi, Irfan A. - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014364411

Long-term interest rate predictability: Exploring the usefulness of survey forecasts of growth and inflation

Baghestani, Hamid - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012657493

Show one more version 1

Long-term interest rate predictability : exploring the usefulness of survey forecasts of growth and inflation

Baghestani, Hamid - 2019

Article

Expected Inflation and Asset Returns

Kamal, Javed Bin - 2019

There is a large body of literature on which assets are a good hedge against inflation. Most of these studies are concentrated on US or other developed countries. The present study has a wider focus; it examines the inflation hedging properties of three asset classes, namely common stocks, bonds...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012894848

Examining the Fisher Effect in Short and Long Run : A Study of NSE Sectoral Indices

Islam, Khalid Ul - 2019

The belief that stock market provides hedge against inflation has been put to test by many researchers over the past few decades. The present study aims at testing the Fisher effect in the Indian context. We have used monthly data, from July 2006 to June 2016, of the National Stock Exchange...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012870807