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Foreign Exchange Derivative Markets in Asia

Author

Listed:
  • Megan Garner

    (Reserve Bank of Australia)

Abstract

Activity in foreign exchange derivative markets in Asia has increased in recent years, along with greater incentives to hedge exchange rate risk. But these markets are more developed for the currencies of advanced Asian economies than emerging Asian economies. Foreign exchange derivative markets also tend to be deeper for Asian economies that are more integrated into global financial markets and have flexible exchange rates.

Suggested Citation

  • Megan Garner, 2017. "Foreign Exchange Derivative Markets in Asia," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 77-83, December.
    • Handle: RePEc:rba:rbabul:dec2017-09
    as

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    File URL: https://www.rba.gov.au/publications/bulletin/2017/dec/pdf/bu-1217-9-foreign-exchange-derivative-markets-in-asia.pdf
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    References listed on IDEAS

    as
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    2. Alexander Ballantyne & Jonathan Hambur & Ivan Roberts & Michelle Wright, 2014. "Financial Reform in Australia and China," RBA Research Discussion Papers rdp2014-10, Reserve Bank of Australia.
    3. Christian Upper & Marcos Valli, 2016. "Emerging derivatives markets?," BIS Quarterly Review, Bank for International Settlements, December.
    4. Lane, Philip R. & Milesi-Ferretti, Gian Maria, 2007. "The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970-2004," Journal of International Economics, Elsevier, vol. 73(2), pages 223-250, November.
    5. Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB) & Asian Development Bank (ADB), 2015. "Facilitating Foreign Exchange Risk Management for Bond Investments in ASEAN+3," ADB Reports RPT157560-2, Asian Development Bank (ADB).
    6. Megan Garner & Anna Nitschke & David Xu, 2016. "Developments in Foreign Exchange and OTC Derivatives Markets," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 63-74, December.
    7. Lane, Philip & Milesi-Ferretti, Gian Maria, "undated". "External Wealth of Nations," Instructional Stata datasets for econometrics extwealth, Boston College Department of Economics.
    Full references (including those not matched with items on IDEAS)

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