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Time Series Analysis of the Term Structure of Australian Interest Rates

Author

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  • Juttner, D J
  • Madden, G M
  • Tuckwell, R H

Abstract

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Suggested Citation

  • Juttner, D J & Madden, G M & Tuckwell, R H, 1975. "Time Series Analysis of the Term Structure of Australian Interest Rates," The Economic Record, The Economic Society of Australia, vol. 51(133), pages 19-30, March.
    • Handle: RePEc:bla:ecorec:v:51:y:1975:i:133:p:19-30
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    Cited by:

    1. Griffith, Garry R., 1975. "A Cross-Spectral Approach To Measuring Pricing Efficiency In The New South Wales Pigmeat Market," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 43(04), pages 1-21, December.
    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. Anthony Saunders & Richard B. Tress, 1981. "Inflation and Stock Market Returns:Some Australian Evidence," The Economic Record, The Economic Society of Australia, vol. 57(1), pages 58-66, March.
    5. 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.
    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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