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政大機構典藏 > 商學院 > 財務管理學系 > 期刊論文 > Item 140.119/117785

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/117785

Title:	Validity of the Short- and Long-Run Fisher Relationships: An Empirical Analysis
Authors:	Shrestha, Keshab 陳聖賢 Chen, Sheng-Syan
Contributors:	財管系
Keywords:	Accounting research;Canada, Inflation;Interest rates;Japan;United Kingdom;USA
Date:	1998
Issue Date:	2018-06-15 12:20:26 (UTC+8)
Abstract:	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 nominal interest rates and inflation rates. Finds a significant positive relationship for all four currencies in the long run; and for the UK and Japan but not for Canada in the short run, with significance only at the 10 per cent level for the USA.
Relation:	Managerial Finance, Vol.24, No.8, pp.64-76
Data Type:	article
DOI 連結:	https://doi.org/10.1108/03074359810765660
DOI:	10.1108/03074359810765660
Appears in Collections:	[財務管理學系] 期刊論文

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