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    政大機構典藏 > 商學院 > 財務管理學系 > 期刊論文 >  Item 140.119/117563
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/117563

    Title: Are Expected Inflation and Expected Real Rates Negatively Correlated? A Long-Run Test of the Mundell-Tobin Hypothesis
    Authors: 陳聖賢
    Shrestha, Keshab
    Chen, Sheng-Syan
    Lee, Cheng-few
    Contributors: 財管系
    Date: 2002
    Issue Date: 2018-06-11 17:47:25 (UTC+8)
    Abstract: Some empirical evidence suggests that the expected real interest and expected inflation rates are negatively correlated. This hypothesis of negative correlation is sometimes known as the Mundell‐Tobin hypothesis. In this article we reinvestigate this negative relation from a long‐term point of view using cointegration analysis. The data on the historical interest rate on T‐bills and the inflation rate indicate that the Mundell‐Tobin hypothesis does not hold in the long run for the United States, the United Kingdom, and Canada. We also obtain similar results using the real interest rate on index‐linked gilt traded in the United Kingdom.
    Relation: Journal of Financial Research, Vol.25, No.3, pp.305-320
    Data Type: article
    DOI 連結: http://dx.doi.org/10.1111/1475-6803.t01-1-00020
    DOI: 10.1111/1475-6803.t01-1-00020
    Appears in Collections:[財務管理學系] 期刊論文

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