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Time Series Analysis of the Term Structure of Australian Interest Rates

Author

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  • D. J. Jüttner
  • G. M. Madden
  • R. H. Tuckwell

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Suggested Citation

  • 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.
    • Handle: RePEc:bla:ecorec:v:51:y:1975:i:1:p:19-30
    DOI: 10.1111/j.1475-4932.1975.tb00220.x
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    References listed on IDEAS

    as
    1. Conrad, Klaus & Juttner, D Johannes, 1973. "Recent Behaviour of Stock Market Prices in Germany and the Random Walk Hypothesis," Kyklos, Wiley Blackwell, vol. 26(3), pages 576-599.
    2. Klaus Conrad & D. Johannes Jüttner, 1973. "Recent Behaviour Of Stock Market Prices In Germany And The Random Walk Hypothesis," Kyklos, Wiley Blackwell, vol. 26(3), pages 576-599, January.
    3. 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.
    4. F. A. Bloch, 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(1), pages 77-93, March.
    5. L. G. Telser, 1967. "A Critique of Some Recent Empirical Research on the Explanation of the Term Structure of Interest Rates," Journal of Political Economy, University of Chicago Press, vol. 75, pages 546-546.
    6. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
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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. 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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