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The empirical reletionship between aggregate consumption and security prices in Australia

Faff, Robert W. - In: Pacific-Basin finance journal 6 (1998) 1/2, pp. 213-224

Persistent link: https://www.econbiz.de/10001375769

Asymmetry and time variation in exchange rate exposure : An investigation of Australian stocks returns

Brooks, Robert D.; Di Iorio, Amalia; Faff, Robert W.; … - In: International Journal of Commerce and Management 20 (2010) 4, pp. 276-295

Purpose – The purpose of this paper is to provide some insights into the exchange rate exposure of Australian stock returns. Design/methodology/approach – Using a dynamic econometric approach that allows for both asymmetry and time‐varying risk exposures in both the exchange rate variable...

Persistent link: https://www.econbiz.de/10014766418

An analysis of asymmetry in foreign currency exposure of the Australian equities market

Di Iorio, Amalia; Faff, Robert W. - In: Journal of multinational financial management 10 (2000) 2, pp. 133-159

Persistent link: https://www.econbiz.de/10001511718

An examination of Australian equity trusts for selectivity and market timing performance

Hallahan, Terrence A.; Faff, Robert W. - In: Journal of multinational financial management 9 (1999) 3/4, pp. 387-402

Persistent link: https://www.econbiz.de/10001506206

An examination of the relationship between Australian industry equity returns and expected inflation

Faff, Robert W.; Heaney, Richard A. - In: Applied economics 31 (1999) 8, pp. 915-933

Persistent link: https://www.econbiz.de/10001438435

Some new evidence on the relationship between beta stability and market conditions

Faff, Robert W.; Brooks, Robert - In: Journal of quantitative economics : official journal of … 14 (1998) 2, pp. 67-83

Persistent link: https://www.econbiz.de/10001444767

A test of the intertemporal CAPM in the Australian equity market

Faff, Robert W.; Chan, Howard Wei-hong - In: Journal of international financial markets, … 8 (1998) 2, pp. 175-188

Persistent link: https://www.econbiz.de/10001402078

Interest rate risk of Australian financial sector companies in a period of regulatory change

Faff, Robert W.; Howard, P. F. - In: Pacific-Basin finance journal 7 (1999) 1, pp. 83-101

Persistent link: https://www.econbiz.de/10001426031

Oil price risk and the Australian stock market

Faff, Robert W.; Brailsford, Timothy J. - In: Journal of energy finance & development 4 (1999) 1, pp. 69-87

Persistent link: https://www.econbiz.de/10001473115

The use of domestic and world market indexes in the estimation of time-varying betas

McKenzie, Michael D.; Brooks, Robert; Faff, Robert W. - In: Journal of multinational financial management 10 (2000) 1, pp. 91-106

Persistent link: https://www.econbiz.de/10001481105