Search Results - subject_exact:"Australian dollar"

Breaking badly: the currency union effect on trade

Campbell, Douglas L.; Čencov, Aleksandr - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011670252

Global economy and the Australian dollar

Monadjemi, Mehdi S.; Lodewijks, John Kees - In: Expert journal of economics 5 (2017) 2, pp. 47-52

The Australian dollar is known as a commodity currency because it is sensitive to fluctuations of commodity prices. Although the structure of Australian production has historically moved from the primary commodities to manufacturing and services, market expectations of the currency are still...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012062695

Estimation of STAR-GARCH models with iteratively weighted least squares

Midiliç, Murat - In: Computational economics 55 (2020) 1, pp. 87-117

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012222593

Modelling the Australian dollar

Hambur, Jonathan; Cockerell, Lynne; Potter, Christopher; … - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013259531

The dynamic relationship between stock, bond and foreign exchange markets

Kal, S. Hilmi; Arslaner, Ferhat; Arslaner, Nuran - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011402591

Currency demand during the global financial crisis : evidence from Australia

Cusbert, Thomas; Rohling, Thomas - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010357489

Global Foreign Exchange Turnover

Ossolinski, Crystal; Zurawski, Andrew - In: RBA Bulletin (2010) March, pp. 45-48

The most recent six-monthly data on global foreign exchange turnover show a rebound in activity between April and October 2009 across all markets and major currency pairs. The broad-based increase in turnover is in line with the improvement in global economic and financial conditions since early...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10008870929

Exchange rate predictability for the Australian exchange rate : evidence from the interest rate rule

Ko, Hsiu-Hsin - In: The empirical economics letters : a monthly … 15 (2016) 9, pp. 842-850

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011718453

Currency overlay for global equity portfolios : cross-hedging and base currency

Opie, Wei; Dark, Jonathan - In: The journal of futures markets 35 (2015) 2, pp. 186-200

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011348453

Regime switching models in the foreign exchange market

Chia, Wai-mun; Li, Mengling; Zheng, Huanhuan - In: Nonlinear economic dynamics and financial modelling : …, (pp. 201-223). 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011286585

Currency demand during the global financial crisis : evidence from Australia

Cusbert, Tom; Rohling, Thomas - In: The usage, costs and benefits of cash - revisited : …, (pp. 179-221). 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011603824

The role of information arrival for the Australian dollar trading volume and volatility

Kim, Suk-Joong; McKenzie, Michael D.; Di Amy Shi - In: Investment management and financial innovations 11 (2014) 4, pp. 8-24

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010514157

The efficiency of the information processing in the Australian dollar market : price discovery following scheduled and unscheduled news

Daniel, Lawrence; Kim, Suk-Joong; McKenzie, Michael D. - In: International review of financial analysis 32 (2014), pp. 159-178

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010461296

Exchange rate volatility before and after the float

Wali, Muammer; Manzur, Meher - In: The world economy : the leading journal on … 36 (2013) 8, pp. 1091-1097

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010205926

Making things in a high-dollar Australia : the case of the surfboard industry

Warren, Andrew; Gibson, Chris - In: Journal of Australian political economy 71 (2013), pp. 26-50

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010127741

Global capital flows, time-varying fundamentals and transnational exchange rate dynamics

Kal, Suleyman H. - In: Journal of forecasting 32 (2013) 3, pp. 247-255

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009758649

The commodity-currency view of the Australian dollar: A multivariate cointegration approach

Hatzinikolaou, Dimitris; Polasek, Metodey - In: Journal of Applied Economics VIII (2005) May, pp. 81-99

Using Australian quarterly data from the post-float period 1984:1-2003:1 and a partial system, we identify and estimate two cointegrating relations, one for the interest-rate differential and the other for the nominal exchange rate. Our estimate of the long-run elasticity of the exchange rate...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10005627097

The Australian Dollar's Long-Term Fluctuations and Trend: The Commodity Prices-cum-Economic Cycles Hypothesis

Sanidas, Elias - School of Accounting, Economics, and Finance, … - 2005

The Australian dollar’s exchange rate (mainly in relation to the American dollar) has received a considerable attention in research and several models have been proposed to explain its trend and fluctuations. Thus, as a conclusion of this research we can say that this commodity currency very...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10005212339

Foreign Exchange Market Intervention

Newman, Vicki; Potter, Chris; Wright, Michelle - In: RBA Bulletin (2011) December, pp. 67-76

The Reserve Bank’s approach to foreign exchange market intervention has evolved since the float of the Australian dollar in 1983, as the Australian foreign exchange market has developed and market participants have become better equipped to manage their foreign exchange risk. Over time,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010815258

Dynamics of floating exchange rate: how important are capital flows relative to macroeconomic fundamentals?

Sun, Wei; An, Lian - In: Journal of economics and finance 35 (2011) 4, pp. 456-472

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009383654

The asymmetric impact of consumer sentiment announcements on Australian foreign exchange rates

Akhtar, Shumi; Faff, Robert W.; Oliver, Barry R. - In: Australian journal of management 36 (2011) 3, pp. 387-403

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009410607

The S-Curve at the industry level : evidence from US-Australia trade

Bahamani-Oskooee, Mohsen; Ratha, Artatrana - In: Economic papers : a journal of applied economics and policy 30 (2011) 4, pp. 497-521

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009546183

Asymmetric volatility in the foreign exchange markets

Wang, Jian-xin; Yang, Minxian - In: Journal of international financial markets, … 19 (2009) 4, pp. 597-615

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10003879508

Further evidence on the PPP analysis of the Australian dollar : non-linearities, fractional integration and structural changes

Cuestas, Juan C.; Gil-Alaña, Luis A. - In: Economic modelling 26 (2009) 6, pp. 1184-1192

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10003923520

Herding and the information content of trades in the Australian dollar market

Carpenter, Andrew; Wang, Jian-xin - In: Pacific-Basin finance journal 15 (2007) 2, pp. 173-194

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10003555150

High frequency perspective on jump process, long memory property and temporal aggregation : case of $-AUD exchange rates

Han, Young Wook - In: Japan and the world economy : international journal of … 19 (2007) 2, pp. 248-262

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10003555187

Internationalising a currency : the case of the Australian dollar

McCauley, Robert N. - In: BIS quarterly review : international banking and … (2006), pp. 41-54

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10003444273

The Equilibrium Exchange Rate in a Bayesian State-Space Model: An Application to Australia

Melecky, Martin - EconWPA - 2005

The equilibrium exchange rate is a closely scrutinized variable in international finance and monetary economics. A model to estimate an equilibrium exchange rate is proposed in this paper. It consists of several building blocks: a state-space structure, uncovered interest parity and the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10005124946

New evidence on the rationality of exchange rate expectation

Miah, Fazlul; Hassan, M. Kabir; Waheeduzzaman, M.; … - In: Global Business and Economics Review 5 (2003) 2, pp. 316-332

This paper examines the Rational Expectation Hypothesis in the context of the foreign exchange market for the Australian Dollar, Canadian Dollar, and Swiss Frank against US Dollar using twelve years of monthly survey data. The study uses ADF and DF-GLS unit root tests, and applies the restricted...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010669047