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Loading... Australia and New Zealand Exchange Rates : A Quantitative Assessmentby Hali J. Edison
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The paper describes three empirical models commonly used to conduct exchange rate assessments and applies them to data for Australia and New Zealand. The baseline results using data and mediumterm projections available as of October 2008, suggest that the Australian and New Zealand dollars were broadly in line with fundamentals, but with a wide variation across models. A battery of sensitivity tests illustrate that altering the underlying assumptions can yield substantially different assessments. The results are particularly sensitive to the choice of assessment horizon, the set of economies i No library descriptions found. |
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Google Books — Loading... GenresMelvil Decimal System (DDC)332.0994Social sciences Economics Finance Biography And History Pacific AustrliaLC ClassificationRatingAverage: No ratings.Is this you?Become a LibraryThing Author. |