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27 Nov 2006
Conferences
PDF
264KB
RBA Conference Volume 2003
https://www.rba.gov.au/publications/confs/2003/pdf/simon.pdf
27 Jul 2014
Conferences
PDF
297KB
RBA Conference Volume 2014
https://www.rba.gov.au/publications/confs/2014/pdf/engel-fischer-galetovic.pdf
9 Aug 2004
Conferences
Ellis Connolly and Marion Kohler
We measure these using changes in daily implied interest rates from 90-day interest rate futures, Δf. ... cash rate increase of 10 basis points (Figure 1).
https://www.rba.gov.au/publications/confs/2004/connolly-kohler.html
10 Dec 2012
Conferences
PDF
1043KB
RBA Conference Volume 2012
https://www.rba.gov.au/publications/confs/2012/pdf/muellbauer.pdf
20 Aug 2012
Conferences
Giovanni Dell'Ariccia
Thus, rising prices helped interest rates remain low along the entire mortgage production chain. ... States) in the short run if banks are overexposed to interest rate risk.
https://www.rba.gov.au/publications/confs/2012/dellariccia.html
18 Mar 2016
Conferences
Guonan Ma, Ivan Roberts and Gerard Kelly
Modigliani and Cao (2004) argue that the observed household saving rate can be explained by a life-cycle model featuring dissaving in early life, positive saving in working years and dissaving ... To some extent, de facto interest rate deregulation since
https://www.rba.gov.au/publications/confs/2016/ma-roberts-kelly.html
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
17 Aug 2009
Conferences
Jeffrey A Frankel and Andrew K Rose
The expected rate of return to these two alternatives must be the same:. ... Volatility. Spot-futures spread. Inventories. Real interest rate. Risk. Hypothesised sign on coefficient. /.
https://www.rba.gov.au/publications/confs/2009/frankel-rose.html
9 Aug 1999
Conferences
Joseph CK Yam
Some critics have cited the choice of exchange rate regime as a source of the problem. ... Second, the hedge funds built up short positions in the cash and futures equity markets.
https://www.rba.gov.au/publications/confs/1999/yam.html
9 Aug 1999
Conferences
Michael P Dooley and Carl E Walsh
Because the exchange rate regime ends when reserves go to zero, subsequent deficits are financed by money creation. ... Finally, there is an exogenous riskless rate of return that the net return on land must equal.
https://www.rba.gov.au/publications/confs/1999/dooley-walsh.html