RDP 2024-03: Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020 References
May 2024
- Download the Paper 4.51MB
Becker C, A Fang and JC Wang (2016), ‘Developments in the Australian Repo Market’, RBA Bulletin, September, pp 41–46.
Becker C and P Rickards (2017), ‘Secured Money Market Transactions: Trends in the Australian Repo Rate’, JASSA: The Finsia Journal of Applied Finance, 2017(1), pp 13–21.
Becker C and S Woon (2019), ‘A Case Study of Liquidity Management on 3 August 2016’, RBA website, Teacher Materials, Presentation Notes, January.
Cheung B and S Printant (2019), ‘Australian Money Market Divergence: Arbitrage Opportunity or Illusion?’, RBA Research Discussion Paper No 2019-09.
Cleveland RB, WS Cleveland, JE McRae and I Terpenning (1990), ‘STL: A Seasonal-trend Decomposition Procedure Based on Loess’, Journal of Official Statistics, 6(1), pp 3–73.
Debelle G (2020), ‘The Reserve Bank's Policy Actions and Balance Sheet’, Address to the Economic Society of Australia, Online, 30 June.
Domestic Markets Department (2019), ‘The Framework for Monetary Policy Implementation in Australia’, RBA Bulletin, June.
Finlay R, C Seibold and M Xiang (2020), ‘Government Bond Market Functioning and COVID-19’, RBA Bulletin, September.
Kent C (2020), ‘The Reserve Bank's Operations – Liquidity, Market Function and Funding’, Address to KangaNews, Online, 27 July.
Kent C (2022), ‘Changes to the Reserve Bank's Open Market Operations’, Remarks to the Australian Financial Markets Association, Sydney, 22 February.
Kent C (2024), ‘The Future System for Monetary Policy Implementation’, Keynote address to Bloomberg Australia Briefing, Sydney, 2 April.
Krishna V (2002), Auction Theory, Academic Press, San Diego.
Wakeling D and I Wilson (2010), ‘The Repo Market in Australia’, RBA Bulletin, December, pp 27–35.