School of Economics: Recent submissions
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The Information Content of the Yield Curve in Australia
Published 1993-04-01This paper examines the expectation theory of the term structure of interest rates in Australia by looking at the information content of the yield curve. Cointegration results provide evidence that the slope coefficient ...Open AccessWorking Paper -
Exchange Rates, Interest Rates and Current Account News: Some Evidence from Australia
Published 1993-09-01This paper investigates the Australian current account announcement effects on exchange rates and interest rates for the period July 1985 to December 1992. The results indicate that the Australian dollar depreciates and ...Open AccessWorking Paper -
Uncovered Interest Parity Hypothesis for Major Currencies
Published 1993-05-01The objectives of this paper are to examine the nominal uncovered interest parity (UIP) hypothesis for three major currencies against the US dollar using the monthly data for the period 1974-1989. Forward looking expectations, ...Open AccessWorking Paper -
Market Value Accounting in the Financial Service Sector
Published 1993-11-01Open AccessWorking Paper -
Towards an Observational Economics of Business Behaviour: The Horizontal Supply Curve, 'Fuzzy' Demand and Other Anomalies for Conventional Theory
Published 1996-08-01This paper proposes the development of an 'observational economics' whose domain would be restricted to what is observable in the real world. Observational economics should be regarded as a separate but complementary ...Open AccessWorking Paper