Linkage Projects - Grant ID: LP0882468

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/LP0882468

Funding Status
Closed

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Funded Activity Summary

Information Content of Order Flows in the Foreign Exchange and Commodities Markets. The Australian economy depends heavily on resources and commodities markets. The Australian dollar is the sixth most actively traded currency in the world and is more volatile than all other major currencies except the Japanese yen. The proposed study seeks to improve volatility forecasts and hedging effectiveness for foreign exchange and commodity risks, which will create significant benefits for the Australian economy, corporations, and investors. In addition, the project will enhance investment performance and risk management practice of financial institutions, improving the overall safety of our financial system. It will also foster research culture and increase research capacity of Australian financial institutions.

Funded Activity Details

Start Date: 01-01-2008

End Date: 31-12-2010

Funding Scheme: Linkage Projects

Funding Amount: $110,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Financial Econometrics | Finance Economics | Econometric And Statistical Methods | Applied Economics

ANZSRC Socio-Economic Objective (SEO)

Finance and investment services | Exchange rates | Economic issues not elsewhere classified |

Other Keywords

Applied Economics | Econometric And Statistical Methods | Economic issues not elsewhere classified | Exchange rates | Finance Economics | Finance and investment services | Financial Econometrics

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