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Monetary policy influences in Australian housing markets
Costello, Gregory; Fraser, Patricia; MacDonald, Garry - In: International Journal of Housing Markets and Analysis 8 (2015) 2, pp. 265-286
Purpose – This paper aims to analyze the impact of common monetary policy shocks on house prices at national and capital city levels of aggregation, using Australian data and the Lastrapes (2005) two-part structural vector autoregressive (SVAR) empirical method. Design/methodology/approach –...
Persistent link: https://www.econbiz.de/10014778153
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Share prices and macroeconomic factors
Groenewold, Nicolaas; Fraser, Patricia - 1995 - Version 2
Persistent link: https://www.econbiz.de/10000930900
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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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Forecasting beta : how well does the "five-year rule of thumb" do?
Groenewold, Nicolaas; Fraser, Patricia - 1999
Persistent link: https://www.econbiz.de/10001374842
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Violation of the iid-normal assumption : effects on tests of asset-pricing models using Australian data
Groenewold, Nicolaas; Fraser, Patricia - 1999
Persistent link: https://www.econbiz.de/10001388079
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Tests of asset-pricing models : how important is the iid-normal assumption
Groenewold, Nicolaas; Fraser, Patricia - In: Journal of empirical finance 8 (2001) 4, pp. 427-449
Persistent link: https://www.econbiz.de/10001607068
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How big is the speculative component in Australian share prices?
Black, Angela J.; Fraser, Patricia; Groenewold, Nicolaas - 2001
Persistent link: https://www.econbiz.de/10001619737
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How big is the speculative component in the Australian share prices?
Black, Angela J.; Fraser, Patricia; Groenewold, Nicolaas - In: Journal of economics & business 55 (2003) 2, pp. 177-195
Persistent link: https://www.econbiz.de/10001767091
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Time-varying betas and macroeconomic influences
Groenewold, Nicolaas; Fraser, Patricia - 1997
Persistent link: https://www.econbiz.de/10000968430
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Violation of the iid-normal assumption : effects on testes of asset-pricing models using Australian data
Groenewold, Nicolaas; Fraser, Patricia - In: International review of financial analysis 11 (2002) 4, pp. 491-510
Persistent link: https://www.econbiz.de/10001745140