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RBA Glossary definition for financial markets

financial markets – A generic term for the markets in which financial instruments are traded. Financial instruments have no intrinsic value of themselves. They represent a claim over real assets or a future income stream. The four main financial markets are the foreign exchange market, the fixed interest or bond market, the share or equity market and the derivatives market.

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The Response of Financial Markets in Australia and New Zealand to News about the Asian Crisis

1 Jul 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2001/2001-03.html

The Response of Financial Markets in Australia and New Zealand to News About the Asian Crisis

1 Jul 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
Research Discussion Paper – RDP 2001-03 The Response of Financial Markets in Australia and New Zealand to News About the Asian Crisis. ... Reserve Bank of Australia. Endnotes. Economic Research Department and []. Domestic Markets Department Reserve
https://www.rba.gov.au/publications/rdp/2001/2001-03/

Motivation and Data

31 Dec 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
Download the Paper 677. KB. 2.1 Why Australian and New Zealand Financial Markets Might be Affected. ... This period was characterised by falling bond prices and more volatile financial markets in general.
https://www.rba.gov.au/publications/rdp/2001/2001-03/motivation-and-data.html

Conclusion

31 Dec 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
In general, Australian and New Zealand financial markets were positively correlated with Asian news events. ... However, there is no evidence of a systematic difference in responses to Asian news events or financial-market developments.
https://www.rba.gov.au/publications/rdp/2001/2001-03/conclusion.html

References

31 Dec 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
RDP 2001-03: The Response of Financial Markets in Australia and New Zealand to News About the Asian Crisis References. ... Baig T and I Goldfajn (1998), ‘Financial Market Contagion in the Asian Crisis’, IMF Working Paper WP98/155.
https://www.rba.gov.au/publications/rdp/2001/2001-03/references.html

Introduction

31 Dec 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
Calvo and Mendoza (1999) show that contagion of financial-market volatility might increase as world markets become more integrated. ... In general, studies of this kind examine the impact of economic announcements on ‘own’ financial markets.
https://www.rba.gov.au/publications/rdp/2001/2001-03/introduction.html

Appendix A: Chronology of Major Events in the Asian Crisis

31 Dec 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
RDP 2001-03: The Response of Financial Markets in Australia and New Zealand to News About the Asian Crisis Appendix A: Chronology of Major Events in the Asian Crisis. ... bad. 17 August. Russia allows the rouble to float freely within a corridor between 6
https://www.rba.gov.au/publications/rdp/2001/2001-03/appendix-a.html

The Response to News

31 Dec 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
The variation in bond-market volatility was much smaller than for the other financial markets considered. ... The two-sided alternative is that they are different. While the volatility in the two countries' financial markets were very similar during the
https://www.rba.gov.au/publications/rdp/2001/2001-03/response-to-news.html

Comparing Spillover in Crises and at Other Times

31 Dec 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
This type of development may be evidence that financial market integration brings an increased proportion of less-informed traders to regional markets, who may look to indicator variables with little information ... Financial market returns depend on
https://www.rba.gov.au/publications/rdp/2001/2001-03/comparing-spillover-in-crises-and-at-other-times.html