Abstract
This paper examines the long-run relationship between nominal interest rates and inflation, emphasizing the hypothesis that in the long run, nominal interest rates reflect expected inflation one-for-one.
Volume
50:1
Page
225-253
Year
1995
Categories
Financial and Statistical Methods
Asset and Econometric Modeling
Inflation
Financial and Statistical Methods
Asset and Econometric Modeling
Yield Curves
Publications
Journal of Finance