Research Discussion Paper – RDP 8608 Exchange Rate Regimes and the Volatility, of Financial Prices: The Australian Case

Contents

• Introduction
• The VAR Methodology
• Some Econometric Issues
• Empirical Results
• Conclusions
• Appendix A: Excluding Japan
• Appendix B: Differenced Data
• Appendix C: Sims Filtered Data
• Appendix D: Data Definitions and Sources
• References