Narrow search
Showing 1 - 4 of 4
Cover Image
Rationality and the Risk Premium on the Australian dollar
Felmincham, Bruce; Mansfield, Peter - In: International Economic Journal 11 (1997) 3, pp. 47-59
A Model of the forward rate error of the USD/AUD spot exchange rate is fitted to daily data for the period 15th December 1983 to 31st December 1991. This provides a data set of 2034 daily trading observations. Explanations of the forecast error include a risk premium represented by a constant...
Persistent link: https://www.econbiz.de/10005511629
Cover Image
The relationship between the trading activities of the Reserve Bank of Australia and movements in the value of the Australian dollar
Mansfield, Peter - In: International Review of Financial Analysis 6 (1997) 1, pp. 49-61
Persistent link: https://www.econbiz.de/10005221783
Cover Image
GARCH in question ... and as a benchmark
Mansfield, Peter - In: International Review of Financial Analysis 8 (1999) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10005221872
Cover Image
A note on the stability of real interest rates in Australia
Felmingham, Bruce; Mansfield, Peter - In: International Review of Economics & Finance 12 (2003) 4, pp. 517-524
Persistent link: https://www.econbiz.de/10005229917