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https://rda.sliit.lk/handle/123456789/705| Title: | The Sensitivity of Australian Industry Betas to Macroeconomic Factors |
| Authors: | Shan, W. C Alles, L. A |
| Keywords: | Beta market model macroeconomic factors Australian Industry |
| Issue Date: | 2000 |
| Publisher: | School of Economics and Finance, Curtin University of Technology |
| Series/Report no.: | School of Economics and Finance,; |
| Abstract: | This paper examines the stability of Australian industry betas in relation to the variation of key macroeconomic factors. Betas of several industries were found to be sensitive to at least one macroeconomic factor and some industries, to two factors. The exchange rate factor was observed to be influential on the beta variablity of most industries while current account balance, trade balance, interest rates and unemployment were influential in the case of some industries. Inflation was not found to be significant for any industry |
| URI: | http://localhost:80/handle/123456789/705 |
| Appears in Collections: | Research Papers - SLIIT Staff Publications |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 10.1.1.194.9997.pdf | 125.28 kB | Adobe PDF | View/Open |
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