FISHER RELATIONSHIP IN A VOLATILE WORLD - A NOTE ON MALLIARIS AND MALLIARIS

Authors
EVANS L OKUNEV J
Citation
L. Evans et J. Okunev, FISHER RELATIONSHIP IN A VOLATILE WORLD - A NOTE ON MALLIARIS AND MALLIARIS, Economics letters, 40(3), 1992, pp. 309-311
Citations number
3
Categorie Soggetti
Economics
Journal title
Economics letters → ACNP
ISSN journal
01651765
Volume
40
Issue
3
Year of publication
1992
Pages
309 - 311
Database
ISI
SICI code
0165-1765(1992)40:3<309:FRIAVW>2.0.ZU;2-0
Abstract
This paper characterises the particular circumstances in which a model consisting of diffusion processes for a nominal asset and the price l evel yields Fisher's relationship for the real rate of interest.