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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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Online Appendices: Explaining Monetary Spillovers: The Matrix Reloaded

1 Apr 2019 RDP 2019-03
Jonathan Kearns, Andreas Schrimpf and Fan Dora Xia
0.03. 0.01. 0.06. 5.5. (0.55). (0.26). (1.94). Financial derivatives. ECB. 0.00. ... 2.06). Financial derivative liabilities. ECB. 0.00. 0.10. 0.16. 2.6. (0.11). (2.96).
https://www.rba.gov.au/publications/rdp/2019/2019-03/online-appendix.html

Explaining Monetary Spillovers: The Matrix Reloaded

1 Apr 2019 RDP 2019-03
Jonathan Kearns, Andreas Schrimpf and Fan Dora Xia
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

Data

23 Apr 2019 RDP 2019-03
Jonathan Kearns, Andreas Schrimpf and Fan Dora Xia
OIS contracts are OTC derivatives contracts allowing investors to hedge against (or speculate on) movements of the average level of the overnight rate over the maturity of the contract.
https://www.rba.gov.au/publications/rdp/2019/2019-03/data.html

What Determines the Strength of Spillovers?

23 Apr 2019 RDP 2019-03
Jonathan Kearns, Andreas Schrimpf and Fan Dora Xia
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/what-determines-the-strength-of-spillovers.html