Bui, Anh Tuan; Fisher, Lance A. - In: Studies in Economics and Finance 33 (2016) 3, pp. 417-436
and curvature) from the relative yield curve of Australia with the USA to predict changes in the bilateral exchange rate … relative curvature factor which can account for the impact of the Fed’s changed monetary policy to one of quantitative easing …. Findings The paper finds that the relative curvature factor strongly predicts changes in the AUD/USD exchange rate and …