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pro vyhledávání: '"Tro Kortian"'
Autor:
Tro Kortian, James O’Regan
This paper examines the behaviour of daily asset price movements in Australian bond, share and foreign exchange markets over the period 1987 to 1996, and addresses four questions concerning volatility and international market linkages. First, is ther
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::b4df5fe08ecb59d4f6f6c49cbfc632ab
http://www.rba.gov.au/publications/rdp/1996/pdf/rdp9609.pdf
http://www.rba.gov.au/publications/rdp/1996/pdf/rdp9609.pdf
Autor:
David Gruen, Tro Kortian
The paper is motivated by two empirical results. Australia’s terms of trade exhibit temporary fluctuations around a slowly declining trend, and movements in Australia’s real exchange rate tend to follow those in the terms of trade. Together these
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::dbd8966713841ff383c9161697d288f9
http://www.rba.gov.au/publications/rdp/1996/pdf/rdp9601.pdf
http://www.rba.gov.au/publications/rdp/1996/pdf/rdp9601.pdf
Autor:
Tro Kortian
In recent years, there has been much re-assessment and re-evaluation by academic economists of the Efficient Markets Hypothesis. The traditional view, stressing the ability of speculative markets to keep asset prices in line with economic fundamental
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::d3fd07501fa1c814bd61816e00cf521d
http://www.rba.gov.au/publications/rdp/1995/pdf/rdp9501.pdf
http://www.rba.gov.au/publications/rdp/1995/pdf/rdp9501.pdf
Publikováno v:
Macquarie University
This paper examines the key characteristics of foreign exchange intervention by the Reserve Bank of Australia in the period 1983–1997, which can be broken into five distinct phases. We investigate the changing effectiveness of daily intervention on
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6a40b89bdbbe4a9ca9f61f738a45c411
https://researchers.mq.edu.au/en/publications/bb9a6187-2d84-4795-8625-c960baf6594d
https://researchers.mq.edu.au/en/publications/bb9a6187-2d84-4795-8625-c960baf6594d