Bui, Anh Tuan; Fisher, Lance A. - In: Studies in Economics and Finance 33 (2016) 3, pp. 417-436
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 rate (i.e. the AUD/USD rate) and Australian dollar excess returns. Design/methodology/approach...