Foreign exchange options and excess returns

In this seminar Yu-Chin Chen will provide an overview of her recent paper ‘FX Options and Excess Returns’. In this paper Yu-Chin Chen proposes to use prices of traded foreign exchange (FX) options to capture common market assessment for the probability distributions of future exchange rate realisations.

Japan’s chronic deflation and the Bank of Japan’s latest monetary antidote

Dr Toshitaka Sekine discusses the structural features that may explain Japan’s chronic deflation including; public attitudes; central bank communication; weaker growth expectations coupled with declining potential growth or the lower natural rate of interest; risk averse banking behaviour; deregulation; and the rise of emerging economies.

Are the effects of monetary policy shocks in the US different during financial crises?

In this seminar, Jasmine will provide an overview of her paper: *Are the effects of monetary policy shocks in the US different during financial crises?* The focus of the paper is on analysing the impact and effectiveness of conventional monetary policy during periods of low and high financial stress in the US economy.

The effectiveness of central bank sterilised intervention in the exchange rate market: The case of Brazil

In this seminar Patrick Carvalho will provide an overview of his paper, ‘The Effectiveness of Central Bank Sterilised Intervention in the Exchange Rate Market: The Case of Brazil’. Patrick will outline the findings of his research into the effectiveness of central bank foreign exchange interventions in Brazil from June 2009 until May 2012.

Book launch - Great Southern Lands: Building ties between Australia and Brazil

24th Annual East Asian Seminar on Economics

Pre-crisis credit standards: Monetary policy or the savings glut?

Agent-based modeling and public health: Progress and potential

2013 Southern Workshop in Macroeconomics