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The relation between asset returns and inflation at short and long horizons

Journal of International Financial Markets, Institutions and Money, 12(2): 101--118, 2002.
Authors: Tom Engsted and Carsten Tanggaard
URL: http://www.sciencedirect.com/science/article/B6VGT-44D4SRN-2/1/acf738e1a5ffa529cb7094fe093957dc
Tags: Fisher hypothesis
| URL | BibTeX  
@article{Engsted2002,
title = {The relation between asset returns and inflation at short and long horizons},
author = {Tom Engsted and Carsten Tanggaard},
journal = {Journal of International Financial Markets, Institutions and Money},
month = {Apr},
number = {2},
pages = {101--118},
url = {http://www.sciencedirect.com/science/article/B6VGT-44D4SRN-2/1/acf738e1a5ffa529cb7094fe093957dc},
volume = {12},
year = {2002},
keywords = {Fisher hypothesis }
}