Monthly movements in the Australian dollar and real short-term interest differentials : an application of the Kalman filter
Alison Tarditi and Gordon Menzies
| Year of publication: |
1995
|
|---|---|
| Authors: | Tarditi, Alison |
| Other Persons: | Menzies, Gordon Douglas (contributor) |
| Published in: |
Journal of foreign exchange and international finance : JFEIF. - Pune, ISSN 0970-3632, ZDB-ID 1131146-0. - Vol. 8.1995, 4, p. 396-417
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| Subject: | Kaufkraftparität | Purchasing power parity | Zinsparität | Interest rate parity | Schätztheorie | Estimation theory | Australien | Australia | 1983-1990 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001231602