Search: Blackout Financial Instruments
RBA Glossary definition for Blackout Financial Instruments
Blackout Financial Instruments – Blackout Financial Instruments� include interest rate products (including but not limited to bonds, bills, notes, certificates of deposit and term deposits), shares, warrants, options, corporate bonds and foreign exchange (except for travel purposes), active investment choice modifications to any superannuation fund account, and the rolling over of superannuation funds into a complying fund.
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Limiting Foreign Exchange Exposure through Hedging: The Australian Experience
22 Aug 2006
RDP
PDF
206KB
Early surveys of Australian non-financial firms also demonstrate the preference for forwards. ... Banks Other private. financial corporations. Other resident sectors. RBA Govern-ment. Total economy.
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-09.pdf
Real Exchange Rates and the Globalisation of Financial Markets
31 Jan 2006
RDP
PDF
669KB
This says that capital flows equalise interest rates on comparable financial instruments issued in different countries but denominated in the same currency. ... These constitute only a small proportion of the value of financial instruments issued on the
https://www.rba.gov.au/publications/rdp/1992/pdf/rdp9203.pdf
Risk Effects Versus Monetary Effects in the Determination of Short-term Interest Rates
19 Nov 2012
RDP
PDF
451KB
rates published in the Financial Times were used to obtain interest rate data. ... rate on three month Eurocurrency deposits, Financial Times) less three-month inflation rate.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8708.pdf
Option Prices and Implied Volatilities: An Empirical Analysis
19 Nov 2012
RDP
PDF
536KB
instruments. In doing so, it follows an approach similar to that used in a. ... instrument, but with no subsequent rebalancing. The delta is evaluated using fitted volatilities.
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8902.pdf
Understanding OECD Output Correlations
1 Dec 2009
RDP
PDF
226KB
The instrument quality measure is the R-bar squared from the first stage regression. ... 18 This depends of course upon the quality and validity of the instruments; the instrument set are those described in the previous section.
https://www.rba.gov.au/publications/rdp/2001/pdf/rdp2001-05.pdf
A Select Bibliography of Published Research by the Reserve Bank of Australia: 1969 – 1990
28 Nov 2011
RDP
PDF
307KB
8905 Edey, M.L. Monetary Policy Instruments : A Theoretical Analysis. 8906 Smith, J. ... 1973). Submission to the Committee of Inquiry into the Australian Financial Sys tem.
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9013.pdf
Global Imbalances and the Global Saving Glut - A Panel Data Assessment
26 Nov 2007
RDP
PDF
338KB
They argue that a change in the perception of the ability of domestic financial markets to provide sound financial instruments for savings results in increased funds flowing abroad. ... Caballero et al (2007) argue that this is partially because these
https://www.rba.gov.au/publications/rdp/2007/pdf/rdp2007-11.pdf
What Do Financial Market Data Tell Us About Monetary Policy Transparency?
2 Dec 2009
RDP
PDF
516KB
2m. US instrument of same maturity. 3m. R2. 30-day 0.41 (0.09). ... Introduction. Financial Market Consequences of Increased Monetary Policy Transparency. Impact on Interest Rate Volatility.
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-05.pdf
Trade Costs and Some Puzzles in International Macroeconomics
10 Oct 2007
RDP
PDF
300KB
A third puzzle, called the international consumption correlation puzzle, is why, in a world of international trade and capital flows, financial instruments (or other mechanisms) have not developed so as to ... Using an instrument (that is, lagged trade
https://www.rba.gov.au/publications/rdp/2007/pdf/rdp2007-10.pdf
Dividends and Taxation: A Preliminary Investigation
31 Jan 2006
RDP
PDF
401KB
We use a sample of 55 non-financial companies quoted on the Australian Stock Exchange. ... Both xt-2 and Yitt-2 - Yitt-3 are often suggested as appropriate instruments. - - - - -- - - -.
https://www.rba.gov.au/publications/rdp/1992/pdf/rdp9211.pdf