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Yield spreads & real economic activity : the case of New Zealand & Australia
Guender, Alfred V.; Moersch, Mathias - 1994
Persistent link: https://www.econbiz.de/10000893127
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The Australian term structure as a predictor of real economic activity
Alles, Lakshman - 1994
Persistent link: https://www.econbiz.de/10000893623
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Time varying risk premia and the predictive power of the Australian term structure of interest rates
Alles, Lakshman - 1993
Persistent link: https://www.econbiz.de/10000861172
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Yield spreads and interest rates movements : a cointegration approach
Silvapulle, Paramsothy; Inder, Brett A. - 1993
Persistent link: https://www.econbiz.de/10000867623
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The term structure of interest rates, real activity and inflation
Lowe, Philip - 1992
Persistent link: https://www.econbiz.de/10000837461
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Univariate GARCH-M estimates of variable risk premia for 180-day Australian bank bills
MacDonald, Alexander David; Ridley, Tim I.; Kendall, … - 1990
Persistent link: https://www.econbiz.de/10000804174
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Yield curve as a cointegrated system : evidence from Australian treasury securities
Bhar, Ramaprasad - 1993
Persistent link: https://www.econbiz.de/10000876743
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Modelling Australian bank bill rates : a Kalman filter approach
Bhar, Ramaprasad - 1993
Persistent link: https://www.econbiz.de/10000878038
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Factor analysis of predictive curves, with applications to the term structure of interest rates
Bowden, Roger J.; Lim, Guay C.; Martin, Vance - 1994
Persistent link: https://www.econbiz.de/10000881564
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The information content of the Yield curve in Australia
Karfakis, Costas I. - 1993
Persistent link: https://www.econbiz.de/10000142109