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.
Search Results
Read me
23 Mar 2021
RDP
2021-03
If you make use of any of these files you should clearly attribute the authors in any derivative work.
https://www.rba.gov.au/publications/rdp/2021/2021-03/read-me.html
Read me file for Financial Conditions and Downside Risk to Economic Activity in Australia
19 Mar 2021
RDP
PDF
480KB
RDP 2021-03 supplementary information
https://www.rba.gov.au/publications/rdp/2021/2021-03/rdp-2021-03-read-me.pdf
Star Wars at Central Banks
11 Feb 2021
RDP
2021-02
If you make use of any of these files you should clearly attribute the authors in any derivative work.
https://www.rba.gov.au/publications/rdp/2021/2021-02/read-me.html
Read me file for Star Wars at Central Banks
4 Feb 2021
RDP
PDF
518KB
RDP 2021-02 supplementary information
https://www.rba.gov.au/publications/rdp/2021/2021-02/rdp-2021-02-read-me.pdf
Read me file for Start Spreading the News: News Sentiment and Economic Activity in Australia
2 Feb 2021
RDP
PDF
561KB
RDP 2020-08 supplementary information
https://www.rba.gov.au/publications/rdp/2020/2020-08/rdp-2020-08-read-me.pdf
Start Spreading the News: News Sentiment and Economic Activity in Australia
23 Dec 2020
RDP
2020-08
In effect, the identification strategy is the same as estimating a VAR with economic activity, consumer sentiment and news sentiment to consider the partial derivatives of the activity indicators at various
https://www.rba.gov.au/publications/rdp/2020/2020-08/full.html
See 2 more results from "RDP 2020-08"
Start Spreading the News: News Sentiment and Economic Activity in Australia
21 Dec 2020
RDP
PDF
1524KB
consumer sentiment and news sentiment to consider the partial derivatives of the activity indicators.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-08.pdf
How Many Jobs Did JobKeeper Keep?
23 Nov 2020
RDP
2020-07
If you make use of any of these files you should clearly attribute the authors in any derivative work.
https://www.rba.gov.au/publications/rdp/2020/2020-07/read-me.html
Read me file for How Many Jobs Did JobKeeper Keep?
19 Nov 2020
RDP
PDF
499KB
RDP 2020-07 supplementary information
https://www.rba.gov.au/publications/rdp/2020/2020-07/rdp-2020-07-read-me.pdf
Read me file for How Risky is Australian Household Debt?
27 Aug 2020
RDP
PDF
434KB
RDP 2020-05 supplementary information
https://www.rba.gov.au/publications/rdp/2020/2020-05/rdp-2020-05-read-me.pdf