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RBA Glossary definition for IRS
IRS – Interest rate swaps
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China’s Evolving Monetary Policy Framework in International Context
4 Dec 2019
RDP
PDF
1923KB
China’s Evolving Monetary Policy Framework in International Context. Bradley Jones and Joel Bowman. Research Discussion Paper. R D P 2019 -11. Figures in this publication were generated using Mathematica. The contents of this publication shall not
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-11.pdf
CCP Links and Exposure
31 Dec 2013
RDP
2013-12
They estimate that a prudent CCP with a monopoly on OTC derivative clearing would need US$43 billion of initial margin for clearing interest rate swaps (IRS), and up to US$107 billion ... Similar results are obtained if clearing is consolidated across
https://www.rba.gov.au/publications/rdp/2013/2013-12/ccp-links-cs-exposures.html
Understanding the Long-Run Decline in Interstate Migration
12 Dec 2013
Research Workshop
PDF
639KB
Reserve Bank of Australia Workshop 2013
https://www.rba.gov.au/publications/workshops/research/2013/pdf/kaplan-schulhofer-wohl.pdf
Monetary Policy Transmission
9 Dec 2019
RDP
2019-11
Kamber and Mohanty (2018) examine monetary policy transmission in China through an event study by constructing a monetary surprise series using changes in China's interest rate swap (IRS) market in ... 16) as a result of the IRS market only commencing in
https://www.rba.gov.au/publications/rdp/2019/2019-11/monetary-policy-transmission.html
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Inflation and Corporate Taxation in Australia
19 Nov 2012
RDP
PDF
955KB
half life 0. 04 -1---ir---t--l---ir-----1---i-----t------t-----t-t--i. 3 5 7 9 11 13 15 17 19 21 23 25.
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9011.pdf
MONEY DEM.RD, OWN INTEREST RATES MW DEREGULATION Adrian Blundell_Wignall* ...
17 Oct 2014
RDP
PDF
1096KB
money. The variable ir is the expected rate of inflation and y is the. ... R - = Ir. - UZ i-y apj. Calculating the reduced form of the system of equations 8 and 9 ignoring.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8703.pdf
FINANCIAL INNOVATIONS AND MONETARY POLICY1 A PRELIMINARY SURVEY* Carolyn ...
23 Feb 2017
RDP
PDF
542KB
transactions balances were kept out of required reports to the. Fed (and IRS) and therefore out of Ml although they were.
https://www.rba.gov.au/publications/rdp/1983/pdf/rdp8301.pdf
Author Index
31 Dec 2001
RDP
2001-10
Haldane AG, 22. Harding A, 23. Harper IR, 16. Hawkins JR, 4, 11.
https://www.rba.gov.au/publications/rdp/2001/2001-10/author-index.html
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Do Interest Rates Affect Business Investment? Evidence from Australian Company-level Data
27 Apr 2018
RDP
PDF
1257KB
2006D. ir to be 5 per cent. 14 The relationship in Equation (5) is for the cost of capital, but excluding components such as the relative price of.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-05.pdf
A Select Bibliography of Published Research by Staff of the Reserve Bank of Australia: 1991–2001
1 Dec 2009
RDP
PDF
201KB
Valentine TJ What the Campbell Committee Expected. Harper IR Bank Deregulation in Australia: Choice and Diversity, Gainers and Losers. ... Haldane AG, 22 Harding A, 23 Harper IR, 16 Hawkins JR, 4, 11 Heath A, 5, 12, 13, 14, 18 Heenan G, 6, 18 Hereford N,
https://www.rba.gov.au/publications/rdp/2001/pdf/rdp2001-10.pdf