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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Market Structure and Monetary Non-neutrality
4 Jan 2018
Research Workshop
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1832KB
Since η > θ, then π̃i isincreasing in µj. Combined, these imply that the cross-partial derivative of π̃i is positive. ... Static complementarity Prices are static complements when the cross-partial derivative of a firm’s.
https://www.rba.gov.au/publications/workshops/research/2017/pdf/rba-workshop-2017-simon-mongey.pdf
QUANTITATIVE EASINGEmail: w.cui@ucl.ac.uk and v.sterk@ucl.ac.uk. We thank Marios Angeletos, Richard Harrison, and seminar participants at…
18 Nov 2018
Research Workshop
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872KB
derivatives of the aggregate demand function, and will be denoted by MPCL CL(L, I,Γ)and MPCI CI(L, I,Γ).
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-sterk.pdf
Mortgage Prepayment and Path-Dependent Effects of Monetary Policy∗ David ...
20 Nov 2018
Research Workshop
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691KB
Mortgage Prepayment and Path-Dependent Effects of Monetary. Policy. David Berger† Konstantin Milbradt‡ Fabrice Tourre Joseph Vavra. November 2018. Abstract. How much ability does the Fed have to stimulate the economy by cutting interest rates?
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-berger.pdf
Crisis and Commitment: Inflation Credibility and the Vulnerability to Sovereign Debt Crises
13 Dec 2012
Research Workshop
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474KB
Reserve Bank of Australia Workshop 2012
https://www.rba.gov.au/publications/workshops/research/2012/pdf/gopinath.pdf
Bank of England Staff Working Paper No. 827
20 Sep 2019
Research Workshop
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4321KB
Employment and the collateral channel of monetary policy
https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-foulis.pdf
The Role of Auctions and Negotiation in Housing Prices
19 Dec 2019
Research Workshop
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4167KB
RBA Workshop 2019
https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-hansen.pdf
The Rise of Niche Consumption
19 Dec 2019
Research Workshop
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799KB
RBA Workshop 2019
https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-vavra.pdf
Credit, Money, Interest and Prices
26 Nov 2018
Research Workshop
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1403KB
A Model of Intermediation, Money, Interest, andPrices. DRAFT: November 2018. Saki Bigio† and Yuliy Sannikov‡. November 21, 2018. Abstract. A model integrates a modern implementation of monetary policy into an incomplete-. markets monetary
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-bigio.pdf
Putting the Cycle Back into Business Cycle Analysis
17 Jan 2017
Research Workshop
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7471KB
https://www.rba.gov.au/publications/workshops/research/2016/pdf/rba-workshop-2016-portier.pdf
A Model of Secular Stagnation: Theory and Quantitative Evaluation
17 Jan 2017
Research Workshop
PDF
904KB
https://www.rba.gov.au/publications/workshops/research/2016/pdf/rba-workshop-2016-mehrotra.pdf