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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

Abstract

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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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    File URL: https://doi.org/10.1111/j.1475-4932.1975.tb00220.x
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    References listed on IDEAS

    as
    1. repec:bla:kyklos:v:26:y:1973:i:3:p:576-99 is not listed on IDEAS
    2. 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.
    3. 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.
    4. 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.
    5. repec:bla:ecorec:v:50:y:1974:i:129:p:77-93 is not listed on IDEAS
    6. 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(4), pages 546-546.
    Full references (including those not matched with items on IDEAS)

    Citations

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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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