Search: financial disturbance
RBA Glossary definition for financial disturbance
financial disturbance – An event or incident, which causes a significant loss of confidence by depositors or investors in a financial institution or a disruption to financial markets.
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Credit Spreads, Monetary Policy and the Price Puzzle
1 Jan 2020
RDP
2020-01
3.2 Is the Response to Credit Market Conditions Anticipated by Financial Markets? ... Second, they are anticipated by financial market participants and hence give rise to the .
https://www.rba.gov.au/publications/rdp/2020/2020-01/full.html
Biased Romer and Romer Estimates – The Role of Credit Spreads
28 Jan 2020
RDP
2020-01
These indicators signalled in real time the sharp deterioration in financial market conditions around September 2008. ... outlooks rather than a ‘structural disturbance’ in a fully specified model (Ramey 2016).
https://www.rba.gov.au/publications/rdp/2020/2020-01/biased-romer-and-romer-estimates-the-role-of-credit-spreads.html
The Cash Rate Response to Credit Market Conditions
28 Jan 2020
RDP
2020-01
3.2 Is the Response to Credit Market Conditions Anticipated by Financial Markets? ... and credit market conditions, unless financial market participants are already aware of this systematic response.
https://www.rba.gov.au/publications/rdp/2020/2020-01/the-cash-rate-response-to-credit-market-conditions.html