RBA monetary policy communication: The response of Australian interest rate futures to changes in RBA monetary policy

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RBA monetary policy communication: The response of Australian interest rate futures to changes in RBA monetary policy

This paper examines the Australian interest rate futures market reaction to changes in Reserve Bank of Australia (RBA) monetary policy. Having determined market expectations from 30-day Interbank futures, the study finds evidence that interest rate futures react strongly to target rate announcements...

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Bibliographic Details
Main Author:	Smales, Lee
Format:	Journal Article
Published:	Elsevier 2012
Subjects:	Interest rates International financial markets Futures markets RBA Monetary policy
Online Access:	http://hdl.handle.net/20.500.11937/30747

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