Investigating The Relationship between Stock Market Returns and Inflation in Different Time Scales in Tehran Stock Exchange using Wavelet transform
This paper presents a new perspective on the Fisher hypothesis, which states a positiverelationship between nominal stock returns and inflation. The new approach is based on a waveletmultiscaling method that decomposes a given time series on a scale-by-scale basis. The time series of inflation and s...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Allameh Tabataba'i University Press
2011-06-01
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| Series: | Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī |
| Subjects: | |
| Online Access: | https://joer.atu.ac.ir/article_2591_803d8a699accb6ff8dfadf545d909e23.pdf |