The Analysis of the Australian Dollar Using Waveform Dictionaries

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


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.

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Item type Monograph (Working Paper)
Subjects Historical > RFCD Classification > 350000 Commerce, Management, Tourism and Services
Historical > Faculty/School/Research Centre/Department > School of Accounting
Historical > FOR Classification > 1501 Accounting, Auditing and Accountability
Keywords money market; Australian dollars; foreign exchange; foreign exchange rates; waveform dictionaries
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