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On the relationship between the New York closing spot U.S.$[+45 degree rule]$A exchange rate and the Reserve Bank of Australia's official rate

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  • Hogan, W. P.
  • Sharpe, I. G.

Abstract

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  • Hogan, W. P. & Sharpe, I. G., 1984. "On the relationship between the New York closing spot U.S.$[+45 degree rule]$A exchange rate and the Reserve Bank of Australia's official rate," Economics Letters, Elsevier, vol. 14(1), pages 73-79.
    • Handle: RePEc:eee:ecolet:v:14:y:1984:i:1:p:73-79
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    References listed on IDEAS

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    1. Gross, E.M.A. & Hogan, W.P., 1982. "Short Term Management of the Australian Exchange Rate, 1977-82," Working Papers 66, University of Sydney, School of Economics.
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    Cited by:

    1. Laopodis, N. T., 1998. "Asymmetric volatility spillovers in deutsche mark exchange rates," Journal of Multinational Financial Management, Elsevier, vol. 8(4), pages 413-430, November.
    2. Bekiros, Stelios D. & Diks, Cees G.H., 2008. "The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1641-1650, December.
    3. Bekiros, Stelios, 2014. "Nonlinear causality testing with stepwise multivariate filtering: Evidence from stock and currency markets," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 336-348.
    4. N. T. Laopodis, 2003. "Stochastic behaviour of Deutsche mark exchange rates within EMS," Applied Financial Economics, Taylor & Francis Journals, vol. 13(9), pages 665-676.

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    2. Peter B. Kenen, 1985. "Forward Rates, Interest Rates, and Expectations Under Alternative Exchange Rate Regimes," The Economic Record, The Economic Society of Australia, vol. 61(3), pages 654-666, September.

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