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RBA Glossary definition for IRS
IRS – Interest rate swaps
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OPEN MARKET OPERATIONS IN AUSTRALIA: A U.S. PERSPECTIVE Michael ...
17 Oct 2014
RDP
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817KB
OPEN MARKET OPERATIONS IN AUSTRALIA:. A U.S. PERSPECTIVE. Michael Dotsey. Reserve Bank of Australia. Research Discussion Paper 8702. May 1981. This paper was written while I was visiting the Reserve Bank of Australia on leave from the Federal
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8702.pdf
The Effectiveness of Fiscal Policy in an Economy with Anticipatory Wage Contracts
19 Nov 2012
RDP
PDF
1019KB
lr(O)-'Ir (30). consider the situation when y(o)=y=O; the first term on the right hand side.
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8611.pdf
THE ECOHOMICS OF XNTEPNATXONAL POLIC! COORDIMATION Warwick J. McZCibbLn* ...
20 Oct 2014
RDP
PDF
781KB
results for the target variables:. (2.24) % = (1/(icL2IL)) q0. (2.25) ir = (cx/(1a2L)) q.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8705.pdf
The Saving Glut of the Rich and the Rise in Household Debt
19 Dec 2019
Research Workshop
PDF
620KB
RBA Workshop 2019
https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-sufi.pdf
Internationalisation and the Macroeconomy
12 Feb 2007
Conferences
PDF
239KB
RBA Conference Volume 1994
https://www.rba.gov.au/publications/confs/1994/pdf/gruen-shuetrim.pdf
A Factor Model Analysis of the Effects of Inflation Targeting on the Australian Economy
10 Feb 2020
Conferences
PDF
1902KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018-hartigan-morley.pdf
Infrastructure and Corporate Bond Markets in Asia
27 Jul 2014
Conferences
PDF
299KB
RBA Conference Volume 2014
https://www.rba.gov.au/publications/confs/2014/pdf/ehlers-packer-remolona.pdf
Uncertainty and Monetary Policy in Good and Bad Times
12 Oct 2017
RDP
PDF
1508KB
Uncertainty and Monetary Policy in Good and Bad Times. Giovanni Caggiano, Efrem Castelnuovo and Gabriela Nodari. Research Discussion Paper. R DP 2017- 06. Figures in this publication were generated using Mathematica. The contents of this publication
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-06.pdf
Central Counterparty Links and Clearing System Exposures
2 Feb 2015
RDP
PDF
3395KB
quantitatively by Heller and Vause (2012). They estimate that a prudent CCPwith a monopoly on OTC derivative clearing would need US$43 billion of initialmargin for clearing interest rate swaps (IRS), and
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-12.pdf
Share Prices and Investment
1 Dec 2009
RDP
PDF
120KB
tS = tconstant υgg=1. 4 t gS ρi. i=0. 4 t iR θj.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9610.pdf