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A primer on derivatives markets

Author

Listed:
  • Christian Hawkesby

    (Reserve Bank of New Zealand)

Abstract

This article describes the main financial derivative products and markets in New Zealand.

Suggested Citation

  • Christian Hawkesby, 1999. "A primer on derivatives markets," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 62, June.
    • Handle: RePEc:nzb:nzbbul:june1999:2
    as

    Download full text from publisher

    File URL: http://www.rbnz.govt.nz/-/media/ReserveBank/Files/Publications/Bulletins/1999/1999jun62-2Hawkesby.pdf
    Download Restriction: no
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    References listed on IDEAS

    as
    1. Carrick Lucas & Lauren Rosborough, 1999. "The foreign exchange market and derivatives activity," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 62, March.
    2. Yuong Ha & Michael Reddell, 1998. "What do forward interest and exchange rates tell us?," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 61, June.
    3. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
    4. Kelly Eckhold, 1998. "Developments in the Eurokiwi bond market," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 61, June.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Andy Brookes & Tim Hampton, 2000. "The Official Cash Rate one year on," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 63, June.
    2. Christian Hawkesby, 2000. "Maintaining financial system stability: the role of macro-prudential indicators," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 63, June.
    3. Tim Hampton, 1999. "Intra-day liquidity and real-time gross settlement - 18 months on," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 62, December.
    4. Pakorn Aschakulporn & Jin E. Zhang, 2021. "New Zealand whole milk powder options," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(S1), pages 2201-2246, April.
    5. Aron Gereben, 2002. "Extracting market expectations from option prices?," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 65, March.
    6. Andy Brookes, 1999. "Monetary policy and the Reserve Bank balance sheet," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 62, December.

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