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Time Series Analysis of the Term Structure of Australian Interest Rates* · Study

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ArticleTime Series Analysis of the Term Structure of Australian Interest Rates*

D. Johannes Jüttner1975

Article1975

Time Series Analysis of the Term Structure of Australian Interest Rates*

D. Johannes Jüttner · G. M. Madden · R. H. Tuckwell

13 citations·0/0 files stored·Economic Record

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Stochastic processes and financial applications

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References

1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1969Spectral Methods in Econometrics 1973RECENT BEHAVIOUR OF STOCK MARKET PRICES IN GERMANY AND THE RANDOM WALK HYPOTHESIS 1968Spectral Analysis of the Term Structure of Interest Rates 1967A Critique of Some Recent Empirical Research on the Explanation of the Term Structure of Interest Rates 1972A TIME SERIES ANALYSIS OF POST‐ACCORD INTEREST RATES 1967Interest Rates, the Meiselman Model and Random Numbers

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1981Inflation and Stock Market Returns:Some Australian Evidence*1998Estimation of the term structure of interest rates: an international perspective

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Details

Year1975

Typearticle

Published1975-03-01

VenueEconomic Record

ISSN-L0013-0249

Languageen

Citations13

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1111/j.1475-4932.1975.tb00220.x

openalex_workW2078906409

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