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Article: Testing Fisher hypothesis in long horizons for G7 and eight Asian countries

TitleTesting Fisher hypothesis in long horizons for G7 and eight Asian countries
Authors
Wong, KFWu, HJ
Issue Date2003
PublisherRoutledge. The Journal's web site is located at http://www.tandf.co.uk/journals/routledge/13504851.html
Citation
Applied Economics Letters, 2003, v. 10 n. 14, p. 917-923 How to Cite?
DOI: http://dx.doi.org/10.1080/1350485032000158645
AbstractUsing monthly data from G7 and eight Asian countries, support is found for the Fisher hypothesis, as well as a positive relation between long-horizon nominal stock returns and expected inflation but not between long-horizon nominal stock returns and contemporaneous inflation. These empirical results complement and strengthen those of Boudoukh and Richardson.
Persistent Identifierhttp://hdl.handle.net/10722/88850
ISSN
1350-4851
2021 Impact Factor: 1.287
2020 SCImago Journal Rankings: 0.376
ISI Accession Number ID
WOS:000187245900011
References
References in Scopus

 

DC FieldValueLanguage
dc.contributor.authorWong, KFen_HK
dc.contributor.authorWu, HJen_HK
dc.date.accessioned2010-09-06T09:49:00Z-
dc.date.available2010-09-06T09:49:00Z-
dc.date.issued2003en_HK
dc.identifier.citationApplied Economics Letters, 2003, v. 10 n. 14, p. 917-923en_HK
dc.identifier.issn1350-4851en_HK
dc.identifier.urihttp://hdl.handle.net/10722/88850-
dc.description.abstractUsing monthly data from G7 and eight Asian countries, support is found for the Fisher hypothesis, as well as a positive relation between long-horizon nominal stock returns and expected inflation but not between long-horizon nominal stock returns and contemporaneous inflation. These empirical results complement and strengthen those of Boudoukh and Richardson.en_HK
dc.languageengen_HK
dc.publisherRoutledge. The Journal's web site is located at http://www.tandf.co.uk/journals/routledge/13504851.htmlen_HK
dc.relation.ispartofApplied Economics Lettersen_HK
dc.rightsThis is an Accepted Manuscript of an article published by Taylor & Francis Group in [Applied Economics Letters] on [2003], available online at: http://www.tandfonline.com/doi/abs/10.1080/1350485032000158645-
dc.titleTesting Fisher hypothesis in long horizons for G7 and eight Asian countriesen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=1350-4851&volume=10 &spage=917&epage=923.&date=2003&atitle=Testing+Fisher+Hypothesis+in+long+horizons+for+G7+and+eight+Asian+countriesen_HK
dc.identifier.emailWong, KF: kafuwong@hkucc.hku.hken_HK
dc.identifier.authorityWong, KF=rp01111en_HK
dc.description.naturepostprint-
dc.identifier.doi10.1080/1350485032000158645en_HK
dc.identifier.scopuseid_2-s2.0-0742270359en_HK
dc.identifier.hkuros112604en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0742270359&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume10en_HK
dc.identifier.issue14en_HK
dc.identifier.spage917en_HK
dc.identifier.epage923en_HK
dc.identifier.isiWOS:000187245900011-
dc.publisher.placeUnited Kingdomen_HK
dc.identifier.scopusauthoridWong, KF=8872594700en_HK
dc.identifier.scopusauthoridWu, HJ=8611729600en_HK
dc.identifier.issnl1350-4851-

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