Testing Fisher hypothesis in long horizons for G7 and eight Asian countries.1
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- Hsiao-Fen Chang, 2013. "Are ‘stock returns’ a hedge against inflation in Japan? Determination using ADL bounds testing," Applied Economics Letters, Taylor & Francis Journals, vol. 20(14), pages 1305-1309, September.
- Takayasu Ito, 2009. "Fisher Hypothesis in Japan: Analysis of Long-term Interest Rates under Different Monetary Policy Regimes," The World Economy, Wiley Blackwell, vol. 32(7), pages 1019-1035, July.
- Rushdi, Mustabshira & Kim, Jae H. & Silvapulle, Param, 2012. "ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia," Economic Modelling, Elsevier, vol. 29(3), pages 535-543.
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