Search: money market
RBA Glossary definition for money market
money market – The market which deals in short-term discount securities such as Treasury notes, bank bills and promissory notes. Major participants in this market include the Reserve Bank of Australia, banks, superannuation funds, insurance companies, investment trusts, investment banks, building societies and large corporates.
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THE AUSTRALIAN DEMAND FUNCTION FOR MONEY: ANOTHER LOOK AT ...
16 Oct 2014
RDP
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957KB
of a more general treatment of own-interest rate effects on money demand. ... perfect capital markets, the quantity of money supplied is seen as adjusting.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8701.pdf
The Relationship between Financial Indicators and Economic Activity: 1968–1987
19 Nov 2012
RDP
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1761KB
9. 6. 6. rate paid by authorised dealers in the short-term money market on overnight deposits. ... Broad money(a). 37. 14. 23. 09 -.02 Lending(a). 09. 14. 11.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8805.pdf
The Link between the Cash Rate and Market Interest Rates
1 Dec 2009
RDP
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179KB
When movements in thecash rate are expected, the short-term money-market rates reflect theseexpectations. ... Nevertheless, the adjustment in rates appears to be slowerthan that for money-market rates.
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9504.pdf
The Profitability of Speculators in Currency Futures Markets
2 Dec 2009
RDP
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142KB
Stein JL (1986),The Economics of Futures Markets, Basil Blackwell, Oxford. Sweeney RJ (1986),‘Beating the foreign exchange market’,Journal of Finance,41(1), pp 163–182. ... Taylor MP and H Allen (1992), ‘The use of technical analysis in the
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-07.pdf
Read me file for Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
3 May 2023
RDP
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247KB
RDP 2023-04 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-read-me.pdf
The Term Funding Facility: Has It Encouraged Business Lending?
8 Dec 2022
RDP
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2133KB
companies and money market corporations. The reduction in banks’ funding costs flowed through. ... Regulation Authority (APRA) by banks (authorised deposit-taking institutions) and non-banks. (finance providers that do not accept deposits, including
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-07.pdf
Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
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1959KB
The responses to domestic money market and credit market spreads are not only statistically. ... any credit or money market spreads, my preferred specification (BT-CS) doubles the explanatory.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions
29 Dec 2022
RDP
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1886KB
money demand. Since my SVAR does not include any monetary aggregates, I do not consider such restrictions. ... measured by money market spreads) and uses cash rate expectations (proxied for by estimated.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-09.pdf
Non-technical summary for 'The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases'
19 May 2022
RDP
PDF
469KB
RDP 2022-02 non-technical summary
https://www.rba.gov.au/publications/rdp/2022/2022-02/rdp-2022-02-non-technical-summary.pdf
Currency Demand during the Global Financial Crisis: Evidence from Australia
2 Feb 2015
RDP
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633KB
While it is difficult to date the beginning of the crisis precisely, money market spreads first began to widen in August 2007 following a series of announcements of losses by financial ... Few papers have examined the stability of money demand over the
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-01.pdf