Discovery Projects - Grant ID: DP0985783

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP0985783

Funding Status
Closed

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Funded Activity Summary

Higher order moment contagion testing: implications of the US subprime mortgage crisis for Australia. Even though crises are usually short lived, the long term implications of changes in asset values may be profound, particularly for superannuation assets. Implications of financial crises are also profound for institutions such as the RBA who change policy to achieve domestic objectives. The understanding of how internationally based financial crises affect Australia is important particularly when domestic inflationary pressures would appear to precipitate the need for the RBA to take the opposite policy stance to that prevalent of central banks internationally. This proposal highlights these relationships to provide insights into portfolio allocation decisions and provides information to facilitate well founded decisions by policy makers.

Funded Activity Details

Start Date: 01-01-2009

End Date: 31-12-2015

Funding Scheme: Discovery Projects

Funding Amount: $310,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Time-Series Analysis | International Economics And International Finance | Econometric And Statistical Methods | Econometrics

ANZSRC Socio-Economic Objective (SEO)

Macroeconomic issues not elsewhere classified | Exchange rates | Monetary policy |

Other Keywords

Econometric And Statistical Methods | Econometrics | Exchange rates | International Economics And International Finance | Macroeconomic issues not elsewhere classified | Monetary policy | Time-Series Analysis

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