Working paper series in economics and finance

• Material Type: 図書
• Title: Working paper series in economics and finance
• Publication, Distribution, etc.: RMIT, Department of Economics and Finance Faculty of Business
• Place of Publication (Country Code): at
• Target Audience: 一般
• Related Material: The unbiased prediction hypothesis in futures markets : a varying coefficient approach; https://cir.nii.ac.jp/crid/1130000793821288320; Further evidence on the relationship between beta stability and the length of the estimation period; https://cir.nii.ac.jp/crid/1130000794327434624; Derivative securities : what do directors need to know; https://cir.nii.ac.jp/crid/1130000794410611456; An examination of the effects of major political change on stock market volatility : the South Africa experience; https://cir.nii.ac.jp/crid/1130000795064073600; First and second order inefficiency in Australian currency markets; https://cir.nii.ac.jp/crid/1130000796120852992; Beta stability and portfolio formation; https://cir.nii.ac.jp/crid/1130000796360152704; Patterns of Australian state and local government finance, 1969/70 to 1994/95; https://cir.nii.ac.jp/crid/1130000796737577344; The use of consumer demand systems to evaluate the determinants of Australian State and local government expenditure; https://cir.nii.ac.jp/crid/1130000796799545344; Simultaneous volatility effects in index futures; https://cir.nii.ac.jp/crid/1130000796800506368; The corporate uses of debt : the case of South Africa; https://cir.nii.ac.jp/crid/1130000796876444928; Financial market deregulation and bank risk : testing for beta instability; https://cir.nii.ac.jp/crid/1130000796959288960; Autocorrelations, returns and Australian financial futures; https://cir.nii.ac.jp/crid/1130000797247556864; The impact of the return interval on the estimation of systematic risk in Australia; https://cir.nii.ac.jp/crid/1130000797563559040; Capital market responses to corporate restructuring; https://cir.nii.ac.jp/crid/1130000797606642816; A multi-country study of the Asia-Pacific share markets, 1980-1992; https://cir.nii.ac.jp/crid/1130000797657924608; An overview of Sino-Australia trade and investment; https://cir.nii.ac.jp/crid/1130000797736598144; The right to host the Olympic Games should be auctioned to the highest bidder; https://cir.nii.ac.jp/crid/1130000797815239296; A cost-push/demand deficiency model of non-cyclical unemployment; https://cir.nii.ac.jp/crid/1130282269215595136; Forecasting Australian exchange rate volatility : a comparative study of alternate modelling techniques and the impact of power transformations; https://cir.nii.ac.jp/crid/1130282269288845824; The Australian fiscal federal system of government; https://cir.nii.ac.jp/crid/1130282269350296704; Forecasting the S&P 500 : a disequilibrium indicator; https://cir.nii.ac.jp/crid/1130282269793749248; Testing earnings multiple forecast models in singapore; https://cir.nii.ac.jp/crid/1130282269821696512; Director remuneration : turnover, profit and agency; https://cir.nii.ac.jp/crid/1130282269911188864; Using simulations in the training of finance students : a tool to enhance team building, communication and the use of information in real time; https://cir.nii.ac.jp/crid/1130282269947773312; Persistence in fund portfolio performance and the information content of portfolio performance history : an examination of Rollover Funds; https://cir.nii.ac.jp/crid/1130282270102933760; Proceedings of "the Sports Industry in Australia: an economic focus" conference held at RMIT in November, 1994; https://cir.nii.ac.jp/crid/1130282270142517760; Declining quality of education and its economic consequences for the future; https://cir.nii.ac.jp/crid/1130282270152972928; An organisational theory of advertising; https://cir.nii.ac.jp/crid/1130282270387047552; Volatility persistence and contemporaneous effects; https://cir.nii.ac.jp/crid/1130282270407369856; Some observations about the supply and demand model; https://cir.nii.ac.jp/crid/1130282270496010240; Speculative bubbles in the stock market of singapore : an empirical study; https://cir.nii.ac.jp/crid/1130282270671210496; The effects of financial deregulation on integration : an Australian perspective; https://cir.nii.ac.jp/crid/1130282271486972928; Numeraire effects in international portolio [i.e. portofolio] investment; https://cir.nii.ac.jp/crid/1130282271538195968; Modelling the time-varying correlations between national stock market returns; https://cir.nii.ac.jp/crid/1130282271796263168; Missing values in vector time series; https://cir.nii.ac.jp/crid/1130282271798882048; The stability of arch models across Australian financial futures markets; https://cir.nii.ac.jp/crid/1130282272888894592; What's in a name? : evidence on corporate name changes from the Australian capital market; https://cir.nii.ac.jp/crid/1130282273326057216; Volatility spillovers and transmission effects : currency futures and equity index futures; https://cir.nii.ac.jp/crid/1130282273347073280
• Related Material (URI): https://ci.nii.ac.jp/ncid/BA30318636#entity
• Data Provider (Database): 国立情報学研究所 : CiNii Research
• Original Data Provider (Database): CiNii Books; https://ci.nii.ac.jp/books
• NCID: https://ci.nii.ac.jp/ncid/BA30318636 : BA30318636

Table of Contents

The unbiased prediction hypothesis in futures markets : a varying coefficient approach

Further evidence on the relationship between beta stability and the length of the estimation period

Derivative securities : what do directors need to know

An examination of the effects of major political change on stock market volatility : the South Africa experience

First and second order inefficiency in Australian currency markets