Search: financial markets

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RBA Glossary definition for financial markets

financial markets – A generic term for the markets in which financial instruments are traded. Financial instruments have no intrinsic value of themselves. They represent a claim over real assets or a future income stream. The four main financial markets are the foreign exchange market, the fixed interest or bond market, the share or equity market and the derivatives market.

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Pricing Behaviour in Australian Financial Futures Markets

1 Jun 1988 RDP 8804
Malcolm Edey and Graham Elliott
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1988/8804.html

Tables

1 Jun 1988 RDP 8804
Malcolm Edey and Graham Elliott
RDP 8804: Pricing Behaviour in Australian Financial Futures Markets Tables. Malcolm Edey and Graham Elliott. ... Pre-Crash Sample. Full Sample. Market. Constant. Expected Premium. DW. Constant. Expected Premium.
https://www.rba.gov.au/publications/rdp/1988/8804/tables.html

Pricing Behaviour in Australian Financial Futures Markets

1 Jun 1988 RDP 8804
Malcolm Edey and Graham Elliott
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1988/8804/

Review of Theories of Futures Markets

1 Jun 1988 RDP 8804
Malcolm Edey and Graham Elliott
RDP 8804: Pricing Behaviour in Australian Financial Futures Markets 2. Review of Theories of Futures Markets. ... Thus, Tobin (1976) proposed a tax on speculative transactions as a means of stabilising international financial markets, arguing that low
https://www.rba.gov.au/publications/rdp/1988/8804/review-of-theories-of-futures-markets.html

Appendix: Outline of Contract Specifications

1 Jun 1988 RDP 8804
Malcolm Edey and Graham Elliott
RDP 8804: Pricing Behaviour in Australian Financial Futures Markets Appendix: Outline of Contract Specifications.
https://www.rba.gov.au/publications/rdp/1988/8804/appendix.html

Introduction

1 Jun 1988 RDP 8804
Malcolm Edey and Graham Elliott
Download the Paper 943. KB. The rapid growth of trading in financial futures markets has raised important questions about the effect of futures trading on prices in the associated spot markets. ... This paper aims to review the theory and evidence on the
https://www.rba.gov.au/publications/rdp/1988/8804/introduction.html

References

1 Jun 1988 RDP 8804
Malcolm Edey and Graham Elliott
RDP 8804: Pricing Behaviour in Australian Financial Futures Markets References. Malcolm Edey and Graham Elliott. ... Ireland, “The Impact of Financial Futures on the Cash Market for Treasury Bills”,.
https://www.rba.gov.au/publications/rdp/1988/8804/references.html

Conclusions

1 Jun 1988 RDP 8804
Malcolm Edey and Graham Elliott
RDP 8804: Pricing Behaviour in Australian Financial Futures Markets 7. Conclusions. ... Download the Paper 943. KB. The paper began by identifying two major sets of issues which have been raised in the study of financial futures markets outside Australia.
https://www.rba.gov.au/publications/rdp/1988/8804/conclusions.html

Australian Futures Markets

1 Jun 1988 RDP 8804
Malcolm Edey and Graham Elliott
RDP 8804: Pricing Behaviour in Australian Financial Futures Markets 3. Australian Futures Markets. ... Subsequently, average trading volumes declined in all three markets, and have remained relatively low ever since.
https://www.rba.gov.au/publications/rdp/1988/8804/australian-futures-markets.html

Empirical Results

1 Jun 1988 RDP 8804
Malcolm Edey and Graham Elliott
RDP 8804: Pricing Behaviour in Australian Financial Futures Markets 6. Empirical Results. ... This hypothesis is not dissimilar to the “Peso problem” which arises in relation to forward exchange markets.
https://www.rba.gov.au/publications/rdp/1988/8804/empirical-results.html