Portal de Periódicos da CAPES

The Fisher Effect in the Spanish Case: A Preliminary Study

2012; RELX Group (Netherlands); Linguagem: Inglês

10.2139/ssrn.2145167

1556-5068

Francisco Jareño, Marta Tolentino,

Stock Market Forecasting Methods

We revise previous literature about Fisher effect, in order to check if the majority of nominal interest rates movements are caused by inflation rate fluctuations, remaining constant the real interest rate. Finally, we analyze the Fisher effect in the Spanish case with a preliminary analysis in order to validate future studies.