Search: derivative
RBA Glossary definition for derivative
derivative – A financial contract whose value is based on, or derived from, another financial instrument (such as a bond or share) or a market index (such as the Share Price Index). Examples of derivatives include futures, forwards, swaps and options.
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Optimal Monetary Policy and the Sources of Local-Currency Price Stability
13 Dec 2007
Research Workshop
PDF
411KB
Reserve Bank of Australia Workshop 2007: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2007/corsetti.pdf
Read me file
25 Oct 2022
RDP
2022-05
If you make use of any of these files you should clearly attribute the author in any derivative work.
https://www.rba.gov.au/publications/rdp/2022/2022-05/read-me.html
Emergency Liquidity Injections
3 Oct 2019
RDP
PDF
2093KB
The. characteristics of LS imply that M (LD) = 0 for all LD 0, M (l) < 1, and that the first derivative of.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-10.pdf
Fear of Sudden Stops: Lessons from Australia and Chile
10 May 2004
RDP
PDF
193KB
Rather, banks hedge theirnet foreign-currency liabilities using derivatives. This is an important point: asdiscussed in Section 4.2.3, Australia has a highly developed currency derivative. ... 24. Table 8: Explanators of Derivative TurnoverDependent
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-03.pdf
Read me file for The Real Effects of Debt Covenants: Evidence from Australia
20 Oct 2022
RDP
PDF
537KB
RDP 2022-05 supplementary information
https://www.rba.gov.au/publications/rdp/2022/2022-05/rdp-2022-05-read-me.pdf
Explaining Monetary Spillovers: The Matrix Reloaded
1 Apr 2019
RDP
2019-03
We also use aggregate measures of financial openness: debt assets, portfolio assets, FDI assets and financial derivative assets (and separately, the equivalent liability measures) as well as the Chinn-Ito measure
https://www.rba.gov.au/publications/rdp/2019/2019-03/full.html
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Macro-prudential Policy in a Neo-Fisherian Model of Financial Innovation
12 Dec 2011
Research Workshop
PDF
1171KB
Reserve Bank of Australia Workshop 2011
https://www.rba.gov.au/publications/workshops/research/2011/pdf/mendoza.pdf
Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences
12 Dec 2013
Research Workshop
PDF
934KB
Reserve Bank of Australia Workshop 2013
https://www.rba.gov.au/publications/workshops/research/2013/pdf/swanson.pdf
A Model of the Consumption Response to Fiscal Stimulus Payments
12 Dec 2011
Research Workshop
PDF
2654KB
Reserve Bank of Australia Workshop 2011
https://www.rba.gov.au/publications/workshops/research/2011/pdf/kaplan.pdf
Results
31 Dec 2013
RDP
2013-12
Taking σ. 2. = mσ. 1. , the partial derivative of R with respect to σ. ... 2. , unless ρ = 1, in which case the partial derivative of R with respect to m is zero.
https://www.rba.gov.au/publications/rdp/2013/2013-12/results.html
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