The Fisher Effect in the Spanish case : a preliminary study

Francisco Jareño; Marta Tolentino

We revise previous literature about Fisher Effect, in order to check if the majority of nominal interest rates movements are caused by inflation rate fluctuations, remaining constant the real interest rate. Finally, we analyse the Fisher Effect in the Spanish case with a preliminary analysis in order to validate future studies. -- inflation expectations ; nominal and real interest rates ; ARIMA ; flow-through coefficients

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Year of publication:	2012
Authors:	Jareño, Francisco ; Tolentino, Marta
Subject:	Spanien \| Spain \| Fisher-Effekt \| Fisher effect \| Zins \| Interest rate \| Zinstheorie \| Theory of interest \| Inflation

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Extent:	graph. Darst.
Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Notes:	Systemvoraussetzung: Acrobat Reader
Classification:	E43 - Determination of Interest Rates; Term Structure Interest Rates ; F31 - Foreign Exchange ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G15 - International Financial Markets
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10009705770