The effect of exchange rate shocks on the volatility of Australian sector excess returns: A note

Applied Economics Letters

Volumn 7, Issue 2, 2000, Pages 77-81

  Fraser, Patricia ^a   Groenewold, Nicolaas ^b  

^a UNIVERSITY OF ABERDEEN   (United Kingdom)

^b UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EXCHANGE RATE; MARKET CONDITIONS; METHODOLOGY; STOCK MARKET;

AUSTRALIA;

EID: 0033968420     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/135048500351852     Document Type: Article

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