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The Analysis of the Australian Dollar Using Waveform Dictionaries

Wong, Shirley (2004) The Analysis of the Australian Dollar Using Waveform Dictionaries. Working Paper. Victoria University, Melbourne, Australia.

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In this paper a new method, called waveform dictionaries, is proposed to analyse the trend of the exchange rate of the Australian dollar against other currencies. Four different currencies are explored. The wavelet transform extracts the features and displays the results in a time-frequency (scale) map. The results indicate possible insights into market behaviour such as the dominant market reaction to news.

Item Type: Monograph (Working Paper)
Uncontrolled Keywords: money market; Australian dollars; foreign exchange; foreign exchange rates; waveform dictionaries
Subjects: Faculty/School/Research Centre/Department > School of Accounting
RFCD Classification > 350000 Commerce, Management, Tourism and Services
Depositing User: Mr Angeera Sidaya
Date Deposited: 04 Apr 2007
Last Modified: 23 May 2013 16:37
DOI: 2
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