| dc.contributor | 財管系 | zh_TW |
| dc.creator (作者) | Shrestha, Keshab | en_US |
| dc.creator (作者) | 陳聖賢 | zh_TW |
| dc.creator (作者) | Chen, Sheng-Syan | en_US |
| dc.date (日期) | 1998 | |
| dc.date.accessioned | 15-Jun-2018 12:20:26 (UTC+8) | - |
| dc.date.available | 15-Jun-2018 12:20:26 (UTC+8) | - |
| dc.date.issued (上傳時間) | 15-Jun-2018 12:20:26 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/117785 | - |
| dc.description.abstract (摘要) | 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. | en_US |
| dc.format.extent | 793508 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.relation (關聯) | Managerial Finance, Vol.24, No.8, pp.64-76 | zh_TW |
| dc.subject (關鍵詞) | Accounting research; Canada, Inflation; Interest rates; Japan; United Kingdom; USA | en_US |
| dc.title (題名) | Validity of the Short- and Long-Run Fisher Relationships: An Empirical Analysis | en_US |
| dc.type (資料類型) | article | |
| dc.identifier.doi (DOI) | 10.1108/03074359810765660 | |
| dc.doi.uri (DOI) | https://doi.org/10.1108/03074359810765660 | |
