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Date: 2016
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1138639
Description: Purpose: The purpose of this paper is to investigate whether the factors that summarise the information in the yield curves of Australia and the USA can predict changes in the Australian–USA exchange ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: conference paper abstract
Identifier: http://hdl.handle.net/1959.14/273389
Description: Parametric term structure model relies on a prior function which may be misspecified, while nonparametric model does not capture the evolution of yield curve. This study estimates the Australian term ... More
Date: 2011
Language: eng
Resource Type: conference paper abstract
Identifier: http://hdl.handle.net/1959.14/194447
Description: Purpose: The macroeconomic models have had difficulties in matching the macroeconomic and financial data. The inability of macroeconomic models to match equity prices could be that fact that the expec ... More
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