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The Term Structure of Interest Rates in Australia: A Test Using the Error-learning Model

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  • Bloch, F A

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  • Bloch, F A, 1974. "The Term Structure of Interest Rates in Australia: A Test Using the Error-learning Model," The Economic Record, The Economic Society of Australia, vol. 50(129), pages 77-93, March.
    • Handle: RePEc:bla:ecorec:v:50:y:1974:i:129:p:77-93
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    Cited by:

    1. D. J. Jüttner & G. M. Madden & R. H. Tuckwell, 1975. "Time Series Analysis of the Term Structure of Australian Interest Rates," The Economic Record, The Economic Society of Australia, vol. 51(1), pages 19-30, March.
    2. Christopher M. Bilson & Timothy J. Brailsford & Luke J. Sullivan & Sirimon Treepongkaruna, 2008. "Pricing Bonds in the Australian Market," Australian Journal of Management, Australian School of Business, vol. 33(1), pages 123-143, June.
    3. Warren J. Tease, 1988. "The Expectations Theory of the Term Structure of Interest Rates in Australia," The Economic Record, The Economic Society of Australia, vol. 64(2), pages 120-127, June.
    4. Pham, Toan M., 1998. "Estimation of the term structure of interest rates: an international perspective," Journal of Multinational Financial Management, Elsevier, vol. 8(2-3), pages 265-283, September.
    5. A. Mansur & M. Masih & Vicky Ryan, 2005. "The term structure of interest rates in Australia: an application of long run structural modelling," Applied Financial Economics, Taylor & Francis Journals, vol. 15(8), pages 557-573.
    6. Sandy Suardi, 2010. "Nonstationarity, cointegration and structural breaks in the Australian term structure of interest rates," Applied Economics, Taylor & Francis Journals, vol. 42(22), pages 2865-2879.

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