DO MOVEMENTS IN THE FORWARD DISCOUNT ON THE AUSTRALIAN DOLLAR PREDICT MOVEMENTS IN DOMESTIC INTEREST RATES? EVIDENCE FROM A TIME SERIES ANALYSIS OF COVERED INTEREST PARITY IN AUSTRALIA IN THE LATE 1980s*
COSTAS I. KARFAKIS, ANTHONY J. PHIPPSVolume:
33
Year:
1994
Language:
english
Pages:
13
DOI:
10.1111/j.1467-8454.1994.tb00007.x
File:
PDF, 637 KB
english, 1994