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Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives
Bhar, Ramaprasad; Chiarella, Carl - In: The European journal of finance 6 (2000) 2, pp. 113-125
Persistent link: https://www.econbiz.de/10001519354
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The information content of the yield curve in Australia
Karfakis, Costas I. - In: Journal of macroeconomics 17 (1995) 1, pp. 93-109
Persistent link: https://www.econbiz.de/10001179433
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Macroeconomic shocks and sector excess returns : evidence from the Australian stock market
Fraser, Patricia; Groenewold, Nicolaas - 1995
Persistent link: https://www.econbiz.de/10000931921
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The expectations theory of the term structure of interest rates in Australia
Tease, Warren J. - In: The economic record : er 64 (1988) 185, pp. 120-127
Persistent link: https://www.econbiz.de/10001058701
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Forward-looking behaviour and credibility : some evidence and implications for policy
De Brouwer, Gordon J.; Ellis, Luci - 1998
Persistent link: https://www.econbiz.de/10000982150
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Asian exchange rate expectations
Cavaglia, Stefano M. - In: Journal of the Japanese and international economies : … 7 (1993) 1, pp. 57-77
Persistent link: https://www.econbiz.de/10001142834
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Competency expectations for property professionals in Australia
Poon, Joanna; Brownlow, Michael - In: Journal of property investment & finance 32 (2014) 3, pp. 256-281
Persistent link: https://www.econbiz.de/10010344078
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Measuring Monetary Policy Expectations
Murik, Vijay A. - 2013
We evaluate the accuracy of the fixed-income market in pricing for future movements in monetary policy. Yields implied by market pricing on various fixed-income securities are regressed on returns on the cash rate over corresponding periods. Where the market pricing is subject to risk premia,...
Persistent link: https://www.econbiz.de/10013083164
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Consumption, Wealth and Expected Stock Returns in Australia
Fisher, Lance A.; Voss, Graham M. - 2005
The present paper investigates the relationship between consumption, labour income and household wealth in Australia …
Persistent link: https://www.econbiz.de/10014068183