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The role of "news" in the Australian foreign exchange market

Jason-Wong, S. Y. - 1988

Persistent link: https://www.econbiz.de/10000766859

Risk premia, market efficiency and the exchange rate : some evidence since the float

Tease, Warren J. - 1986

Persistent link: https://www.econbiz.de/10000705119

Australian evidence on volatility estimation in the context of foreign exchange markets

Hartnett, Neil; Salimsyah, Ernawan Rahmat; Winsen, Joseph K. - In: International economics & finance journal : (IEFJ) 1 (2006) 2, pp. 195-209

Persistent link: https://www.econbiz.de/10003791193

Expectations in financial markets : a survey data approach

Ruelke, Jan-Christoph - 2009 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003849266

On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates

Reitz, Stefan; Ruelke, Jan-Christoph; Taylor, Mark P. - 2010

This paper applies nonlinear econometric models to empirically investigate the effectiveness of the Reserve Bank of Australia (RBA) exchange rate policy. First, results from a STARTZ model are provided revealing nonlinear mean reversion of the Australian dollar exchange rate in the sense that...

Persistent link: https://www.econbiz.de/10003964417

The flows of the Pacific : Asian foreign exchange markets through tranquility and turbulence

Rime, Dagfinn; Tranvåg, Hans Jørgen - 2012

Persistent link: https://www.econbiz.de/10009487079

The role of information arrival for the Australian dollar trading volume and volatility

Kim, Suk-Joong; McKenzie, Michael D.; Di Amy Shi - In: Investment management and financial innovations 11 (2014) 4, pp. 8-24

Persistent link: https://www.econbiz.de/10010514157

Flows of the Pacific Asian foreign exchange markets through tranquility and turbulence

Rime, Dagfinn; Tranvåg, Hans Jørgen - In: Pacific economic review 17 (2012) 3, pp. 434-466

Persistent link: https://www.econbiz.de/10009692164

Modeling and prediction of foreign currency exchange markets

Kamruzzaman, Joarder; Sarker, Ruhul A.; Begg, Rezaul K. - In: Artificial neural networks in finance and manufacturing, (pp. 139-151). 2006

Persistent link: https://www.econbiz.de/10003661102

Australian dollar carry trades : time varying probabilities and determinants

Kim, Suk-Joong - In: International review of financial analysis 40 (2015), pp. 64-75

Persistent link: https://www.econbiz.de/10011475609

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