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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 Failure of Uncovered Interest Parity: Is it Near-rationality in the Foreign Exchange Market?

1 May 1991 RDP 9103
David W.R. Gruen and Gordon D. Menzies
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1991/9103.html

References

1 May 1991 RDP 9103
David W.R. Gruen and Gordon D. Menzies
RDP 9103: The Failure of Uncovered Interest Parity: Is it Near-Rationality in the Foreign Exchange Market? ... Baillie, R.T. and Bollerslev, T. (1990), ‘A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange
https://www.rba.gov.au/publications/rdp/1991/9103/references.html

The Model

1 May 1991 RDP 9103
David W.R. Gruen and Gordon D. Menzies
RDP 9103: The Failure of Uncovered Interest Parity: Is it Near-Rationality in the Foreign Exchange Market? ... 1. E. t. (z. t1)]. '1. A money market corporation (which practices ‘active’ portfolio management), an insurance company and a
https://www.rba.gov.au/publications/rdp/1991/9103/model.html