Measuring the Effects of Interest Rate Volatility

Grant number: DP0664286

Abstract

Interest rate changes have important implications for highly influential macroeconomic variables and, for the investor, have direct implications for asset prices, net worth and future wealth. By considering unresearched areas concerning the behaviour and influence of interest rates our research will be of interest to an academic audience, government, regulators and market practitioners. Attention to Australia, the US and Asia means that the research will be directly relevant to Australian decision-makers. Further, the project will yield papers for publication in top international journals, reinforcing Australia's reputation as a leading centre for financial research and enhance it's reputati..

View full description