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The Role of 'News' in the Australian Foreign Exchange Market

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  • J.S.Y. Wong

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  • J.S.Y. Wong, 1988. "The Role of 'News' in the Australian Foreign Exchange Market," Economics Discussion / Working Papers 88-19, The University of Western Australia, Department of Economics.
    • Handle: RePEc:uwa:wpaper:88-19
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    File URL: https://ecompapers.biz.uwa.edu.au/paper/PDF%20of%20Discussion%20Papers/1988/88-19%20Wong%2C%20J.S.Y.pdf
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    References listed on IDEAS

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    1. Batten, Dallas S. & Thornton, Daniel L., 1984. "Discount rate changes and the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 3(3), pages 279-292, December.
    2. Ito, Takatoshi & Roley, V. Vance, 1987. "News from the U.S. and Japan : Which moves the yen/dollar exchange rate?," Journal of Monetary Economics, Elsevier, vol. 19(2), pages 255-277, March.
    3. Goodhart, Charles, 1986. "Interaction between Wall Street and the London stock exchange : A test of the efficient market hypothesis," Economics Letters, Elsevier, vol. 22(4), pages 359-360.
    4. Edwards, Sebastian, 1982. "Exchange rates and `news': A multi-currency approach," Journal of International Money and Finance, Elsevier, vol. 1(1), pages 211-224, January.
    5. Rudiger Dornbusch, 1980. "Exchange Rate Economics: Where Do We Stand?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 11(1, Tenth ), pages 143-206.
    6. Unknown, 1986. "Letters," Choices: The Magazine of Food, Farm, and Resource Issues, Agricultural and Applied Economics Association, vol. 1(4), pages 1-9.
    7. Hoffman, Dennis L & Schlagenhauf, Don E, 1985. "The Impact of News and Alternative Theories of Exchange Rate Determination," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 17(3), pages 328-346, August.
    8. Longworth, David, 1984. "Exchange rates and `news': A comment," Journal of International Money and Finance, Elsevier, vol. 3(1), pages 119-121, April.
    9. R.A. Johnston, 1987. "Monetary Policy - The Lessons of History," Economics Discussion / Working Papers 87-13, The University of Western Australia, Department of Economics.
    10. V. Vance Roley, 1982. "Weekly money supply announcements and the volatility of short-term interest rates," Economic Review, Federal Reserve Bank of Kansas City, vol. 67(Apr), pages 3-15.
    11. M. Manzur, 1987. "How Much are Exchange Rate Forecasts Worth?," Economics Discussion / Working Papers 87-01, The University of Western Australia, Department of Economics.
    12. Levich, Richard M., 1985. "Empirical studies of exchange rates: Price behavior, rate determination and market efficiency," Handbook of International Economics, in: R. W. Jones & P. B. Kenen (ed.), Handbook of International Economics, edition 1, volume 2, chapter 19, pages 979-1040, Elsevier.
    13. Hakkio, Craig S & Pearce, Douglas K, 1985. "The Reaction of Exchange Rates to Economic News," Economic Inquiry, Western Economic Association International, vol. 23(4), pages 621-636, October.
    14. Mussa, Michael, 1979. "Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 11(1), pages 9-57, January.
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    Cited by:

    1. Karfakis, Costas & Kim, Suk-Joong, 1995. "Exchange rates, interest rates and current account news: some evidence from Australia," Journal of International Money and Finance, Elsevier, vol. 14(4), pages 575-595, August.

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