Do movements in the forward discount on the Australian dollar predict movements in domestic interest rates? : Evidence from a time series analysis of covered interest parity in Australia in the late 1980s
Costas I. Karfakis and Anthony J. Phipps
| Year of publication: |
1994
|
|---|---|
| Authors: | Karfakis, Costas I. |
| Other Persons: | Phipps, Anthony J. (contributor) |
| Published in: |
Australian economic papers. - Richmond, Vic. : Wiley-Blackwell, ISSN 0004-900X, ZDB-ID 207583-0. - Vol. 33.1994, 62, p. 62-74
|
| Subject: | Zinsparität | Interest rate parity | Währungsderivat | Currency derivative | Zeitreihenanalyse | Time series analysis | Australien | Australia | USA | United States | 1984-1988 |
| Extent: | Graph. Darst |
|---|---|
| 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/10001177657