Fisher hypothesis revisited : a fractional cointegration analysis
Year of publication: |
2006
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Authors: | Kasman, Saadet ; Kasman, Adnan ; Turgutlu, Evrim |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 42.2006, 6, p. 59-76
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Subject: | Fisher-Effekt | Fisher effect | Kointegration | Cointegration | Zins | Interest rate | Inflation | Schätzung | Estimation | Welt | World |
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