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Authors: Nandini, Vidhi
Date: 2015
Language: eng
Resource Type: Thesis MRes
Identifier: http://hdl.handle.net/1959.14/1075871
Description: "A thesis submitted to Macquarie University in partial fulfilment of the requirements for the degree of Master of Research".
Full Text: Full Text
Authors: Bui, Anh Tuan
Date: 2010
Language: eng
Resource Type: conference paper abstract
Identifier: http://hdl.handle.net/1959.14/134490
Description: Purpose: This paper carries out an empirical investigation of uncovered interest rate parity (UIP) model using both short- and long-horizon data for Australia and New Zealand. Key literature / theoret ... More
Date: 2008
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/74207
Description: The Basel 2 Accord requires regulatory capital to cover stress tests, yet no coherent and objective framework for stress testing portfolios exists. We propose a new methodology for stress testing in t ... More
Reviewed: Reviewed
Date: 2007
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/83476
Description: Under the new capital accord stress tests are to be included in market risk regulatory capital calculations. This development necessitates a coherent and objective framework for stress testing portfol ... More
Reviewed: Reviewed
Authors: Horne, Jocelyn
Date: 2004
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/77435
Description: This paper examines and dissects eight popular conjectures about exchange rates. The conjectures are: there exists a systematic linkage between economic fundamentals and exchange rates; flexible excha ... More
Reviewed: Reviewed
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