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Journal articles on the topic 'Interest rate futures Australia'

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Author: Grafiati

Published: 10 December 2022

Last updated: 29 January 2023

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1

Smales, Lee A. "IMPACT OF MACROECONOMIC ANNOUNCEMENTS ON INTEREST RATE FUTURES: HIGH-FREQUENCY EVIDENCE FROM AUSTRALIA." Journal of Financial Research 36, no. 3 (September 2013): 371–88. http://dx.doi.org/10.1111/j.1475-6803.2013.12015.x.

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2

TAN, TING-YEAN. "Event Studies of Efficiency in the Australian Interest Rate Futures Market." Economic Record 68 (December 1992): 135–40. http://dx.doi.org/10.1111/j.1475-4932.1992.tb02301.x.

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3

Keefe, Helena G., and Erick W. Rengifo. "Currency Options, Implied Interest Rates and Inflation Targeting." International Journal of Economics and Finance 11, no. 2 (January 15, 2019): 119. http://dx.doi.org/10.5539/ijef.v11n2p119.

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The currency option price is a powerful tool used regularly to determine market expectations on volatility in currencies using the implied volatility measure. This research tests and analyzes whether similar inferences can be made regarding interest rate and inflation expectations. Using historical options data, we derive and analyze implied interest rates during non-inflation targeting (non-IT) and inflation targeting (IT) periods for Australia, Canada, and the United Kingdom. We compare the results to a control group of countries that had not yet adopted inflation targeting during the period under study: Germany, Japan and Switzerland. Our results show that options prices can provide insights on market expectations on interest rates, that the adoption of inflation targeting strengthens the relationship between market expectations and inflation, and that shocks in interest rates and inflation lead to higher implied interest rates. In determining the potential uses of implied interest rates derived from currency options prices, our goal is not to replace the Federal Funds futures or equivalent tools in advanced economies, rather to present the usefulness of currency options as a tool to provide information to policymakers in emerging market economies. Central banks, such as the Banco Central de Colombia and Banco de Mexico, have been using currency options as tools for foreign exchange intervention or reserve accumulation/decumulation since the early 2000’s, and options markets in these economies have grown rapidly since then. Therefore, establishing the usefulness of implied interest rate measures derived from currency options prices may provide insights to policymakers and practitioners alike.

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4

Smales, Lee A. "RBA monetary policy communication: The response of Australian interest rate futures to changes in RBA monetary policy." Pacific-Basin Finance Journal 20, no. 5 (November 2012): 793–808. http://dx.doi.org/10.1016/j.pacfin.2012.04.002.

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5

McCredie, Bronwyn, Paul Docherty, Steve Easton, and Katherine Uylangco. "The differential impact of monetary policy announcements and explanatory minutes releases on the Australian interest rate futures market." Pacific-Basin Finance Journal 29 (September 2014): 261–71. http://dx.doi.org/10.1016/j.pacfin.2014.05.001.

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6

Aries, Morgan, Gianfranco Giromini, and Gunter Meissner. "A Model for a Fair Exchange Rate." Review of Pacific Basin Financial Markets and Policies 09, no. 01 (March 2006): 51–66. http://dx.doi.org/10.1142/s0219091506000641.

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Financial markets have developed formulas and models to derive fair values for bonds, futures, swaps, options and other securities. This model derives a fair value of an exchange rate, which might be used as a benchmark for a long-term equilibrium level to stabilize currency markets. The model is based on the value-added tax adjusted purchasing power parity exchange rate. This rate is then modified by five components: the macro-economic component, the foreign currency reserve component, the debt component, the interest rate component, and the political stability/leadership component. With respect to the American dollar, the model shows that the Euro and the Japanese Yen are overvalued compared to its current exchange rate, while the Brazilian Real, the Russian Ruble, the Chinese Yuan and the Australian dollar are currently undervalued.

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7

Wolfe, E. C. "Nitrogen Special Issue: summing up of papers and recommendations for future research." Australian Journal of Experimental Agriculture 41, no. 3 (2001): 459. http://dx.doi.org/10.1071/ea00137.

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The 12th Australian Nitrogen Fixation Conference was the third in a series of national workshops that began in 1991 and dealt with aspects of the nitrogen dynamics of Australian pastures and croplands. The conference and the papers published in the Special Issue addressed, at least in part, the slow progress that is evident in improving the rate of biological nitrogen fixation by enhancing inoculating techniques and Rhizobium strains. An important output from the conference was an analysis of nitrogen supply and demand in Australian dryland crops, indicating less reliance on biological nitrogen fixation due to higher wheat yields, the increased use of canola in crop rotations and problems with pulses. In 3 keynote reviews, the factors affecting the fixation and release of biologically fixed nitrogen to non-legume crops were comprehensively detailed. These factors included the frequency of legumes in rotations and their individual biomass rather than the efficiency of nitrogen fixation itself. The further development and use of models is a way of predicting outcomes for various combinations of management and crop rotations. The present trend towards fewer years of legumes in phase farming in Australia may reverse, resulting in renewed interest in ley pastures and pulse crops.

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8

Wong, Peng Yew, Woon-Weng Wong, and Kwabena Mintah. "Residential property market determinants: evidence from the 2018 Australian market downturn." Property Management 38, no. 2 (December 3, 2019): 157–75. http://dx.doi.org/10.1108/pm-07-2019-0043.

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Purpose The purpose of this paper is to validate and uncover the key determinants revolving around the Australian residential market downturn towards the 2020s. Design/methodology/approach Applying well-established time series econometric methods over a decade of data set provided by Australian Bureau of Statistics, Reserve Bank of Australia and Real Capital Analytics, the significant and emerging drivers impacting the Australian residential property market performance are explored. Findings Besides changes in the significant levels of some key traditional market drivers, housing market capital liquidity and cross-border investment fund were found to significantly impact the Australian residential property market between 2017 and 2019. The presence of some major positive economic conditions such as low interest rate, sustainable employment and population growth was perceived inadequate to uplift the Australian residential property market. The Australian housing market has performed negatively during this period mainly due to diminishing capital liquidity, excess housing supplies and retreating foreign investors. Practical implications A better understanding of the leading and emerging determinants of the residential property market will assist the policy makers to make sound decisions and effective policy changes based on the latest development in the Australian housing market. The results also provide a meaningful path for future property investments and investigations that explore country-specific effects through a comparative analysis. Originality/value The housing market determinants examined in this study revolve around the wider economic conditions in Australia that are not new. However, the coalesce analysis on the statistical results and the current housing market trends revealed some distinguishing characteristics and developments towards the 2020s Australian residential property market downturn.

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9

Zhao, K. "Localising Chinese language curriculum construction: A case study in an Australian primary school." Global Chinese 6, no. 2 (September 1, 2020): 263–88. http://dx.doi.org/10.1515/glochi-2020-0014.

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Abstract Chinese is now the second most commonly spoken language in Australia. There is a growing interest in learning Chinese in local schools. However, it is reported that the principally English-speaking learners in Australia have great difficulties and challenges in learning Chinese. The high dropout rate in Chinese courses demonstrates this. This paper presents a case study conducted in a local public school in New South Wales. The purpose of this study is to explore and employ the local students’ daily recurring sociolinguistic activities, performed in English at school, for creating suitable learning content. In this way, a localised Chinese curriculum is constructed in the Australian educational environment. The case study shows that the local students’ translanguaging aptitudes between English and Chinese are developing and becoming influential, as they have engaged in learning Chinese in the form of a local practice – playing chess, which is a typical instance of their daily recurring sociolinguistic activities in school. Therefore, in the process of such contextualised learning practices, not only can Chinese be made learnable for them, but also the specific vocabulary learnt can be the basis for their wider learning of Chinese in the future.

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10

Powell, T. G. "UNDERSTANDING AUSTRALIA’S PETROLEUM RESOURCES, FUTURE PRODUCTION TRENDS AND THE ROLE OF THE FRONTIERS." APPEA Journal 41, no. 1 (2001): 273. http://dx.doi.org/10.1071/aj00013.

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Relative to its needs over the last 30 years, Australia has enjoyed a high level of self-sufficiency. Whilst the overall remaining reserves of oil have been relatively constant, reserves of condensate have grown substantially as major reserves of natural gas have been added to Australia’s resource inventory. Oil and condensate reserves stand at 3.43 billion barrels (505 GL), of which 50% is condensate in gas fields. Australia’s undiscovered oil potential in its major offshore hydrocarbon producing basins has been upgraded to an indicative 5 billion barrels (800 GL) at the average expectation, following evaluation of the assessment results for Australia in the authoritative worldwide assessment of undiscovered potential by the US Geological Survey.Current reserves, however, are insufficient to sustain present levels of production in the medium term. Estimates of future production of oil and condensate suggest that at the mean expectation, production rates will drop by around 33% by 2005 and 50% by 2010, largely as a result of a decline in oil production. This forecast includes production from fields that have not yet been discovered. Condensate production will continue to grow, but the rate of growth is constrained by gas production rates and overall by the development timetable for the major gas fields.The rate of discovery of new oil fields is insufficient to replace the oil reserves that are being produced. If Australia is to maximise the opportunity to maintain production at similar levels to the recent past, it is probable that exploration effort will have to diversify to the frontier basins to locate a new oil province whilst continuing to explore the full potential of the known hydrocarbon-bearing basins. Australia still has a remarkable number of basins which have received little or no exploration. Whilst there is no substitute for a discovery to stimulate exploration in poorly known areas, demonstrating that petroleum has been generated and migrated is the key to attracting continued exploration interest.

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11

JIANG, Heng, and Chunlu LIU. "IDENTIFYING DETERMINANTS OF DEMAND FOR CONSTRUCTION USING AN ECONOMETRIC APPROACH." International Journal of Strategic Property Management 19, no. 4 (December 23, 2015): 346–57. http://dx.doi.org/10.3846/1648715x.2015.1072856.

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Economic variation and its effects on construction demand have received a great deal of attention in construction economics studies. An understanding of future trends in demand for construction could influence investment strategies for a variety of parties, including construction developers, suppliers, property investors and financial institutions. This paper derives the determinants of demand for construction in Australia using an econometric approach to identify and evaluate economic indicators that affect construction demand. The forecasting contribution of different determinants of economic indicators and their categories to the demand for construction are further estimated. The results of this empirical study suggest that changes in consumer's expectation, income and production, and demography and labour force are closely correlated with the movement of construction demand; and 14 economic indicators are identified as the determinants for construction demand. It was found that the changes in construction price, national income, size of population, unemployment rate, value or export, household expenditure and interest rates play key roles in explaining future variations in the demand for construction in Australia. Some “popular” macroeconomic indicators, such as GDP, established house price and bank loans produced inconclusive results.

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12

Ho, Thomas S. Y., and Sang Bin Lee. "Interest Rate Futures Options and Interest Rate Options." Financial Review 25, no. 3 (August 1990): 345–70. http://dx.doi.org/10.1111/j.1540-6288.1990.tb00801.x.

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13

Pepic, Marina. "Managing interest rate risk with interest rate futures." Ekonomika preduzeca 62, no. 3-4 (2014): 201–9. http://dx.doi.org/10.5937/ekopre1404201p.

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14

Gourley, Cameron J. P., David M. Weaver, Richard J. Simpson, Sharon R. Aarons, Murray M. Hannah, and Ken I. Peverill. "The development and application of functions describing pasture yield responses to phosphorus, potassium and sulfur in Australia using meta-data analysis and derived soil-test calibration relationships." Crop and Pasture Science 70, no. 12 (2019): 1065. http://dx.doi.org/10.1071/cp19068.

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An improved ability to predict pasture dry matter (DM) yield response to applied phosphorus (P), potassium (K) and sulfur (S) is a crucial step in determining the production and economic benefits of fertiliser inputs and the environmental benefits associated with efficient nutrient use. The adoption and application of soil testing can make substantial improvements to nutrient use efficiency, but soil test interpretation needs to be based on the best available and most relevant experimental data. This paper reports on the development of improved national and regionally specific soil test–pasture yield response functions and critical soil test P, K and S values for near-maximum growth of improved pastures across Australia. A comprehensive dataset of pasture yield responses to fertiliser applications was collated from field experiments conducted in all improved pasture regions of Australia. The Better Fertiliser Decisions for Pastures (BFDP) database contains data from 3032 experiment sites, 21918 yield response measures and 5548 experiment site years. These data were converted to standard measurement units and compiled within a specifically designed relational database, where the data could be explored and interpreted. Key data included soil and site descriptions, pasture type, fertiliser type and rate, nutrient application rate, DM yield measures and soil test results (i.e. Olsen P, Colwell P, P buffering, Colwell K, Skene K, exchangeable K, CPC S, KCl S). These data were analysed, and quantitative non-linear mixed effects models based upon the Mitscherlich function were developed. Where appropriate, disparate datasets were integrated to derive the most appropriate response relationships for different soil texture and P buffering index classes, as well as interpretation at the regional, state, and national scale. Overall, the fitted models provided a good fit to the large body of data, using readily interpretable coefficients, but were at times limited by patchiness of meta-data and uneven representation of different soil types and regions. The models provided improved predictions of relative pasture yield response to soil nutrient status and can be scaled to absolute yield using a specified maximal yield by the user. Importantly, the response function exhibits diminishing returns, enabling marginal economic analysis and determination of optimum fertiliser application rate to a specific situation. These derived relationships form the basis of national standards for soil test interpretation and fertiliser recommendations for Australian pastures and grazing industries, and are incorporated within the major Australian fertiliser company decision support systems. However, the utility of the national database is limited without a contemporary web-based interface, like that developed for the Better Fertiliser Decisions for Cropping (BFDC) national database. An integrated approach between the BFDP and the BFDC would facilitate the interrogation of the database by advisors and farmers to generate yield response curves relevant to the region and/or pasture system of interest and provides the capacity to accommodate new data in the future.

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15

D’Arcy, Sarah, Chester Cao, Steve Ahn, Victoria Allan, and Alireza Ahmadvand. "Trends of intrauterine device insertion and ‘Googling’ about intrauterine devices before and during the COVID-19 pandemic in Australia." DIGITAL HEALTH 8 (January 2022): 205520762211457. http://dx.doi.org/10.1177/20552076221145799.

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Objective The COVID-19 pandemic significantly disrupted access to primary care in Australia. This could have negatively impacted reproductive health services rates such as intrauterine device insertion rates, and interest in seeking information about intrauterine devices by searching on Google. We aimed to assess the trends of, and the association between, the actual Medicare service utilization rates for intrauterine device insertion and searching about intrauterine devices on Google, before and during the COVID-19 pandemic. Methods We conducted systematic analyses of secondary data from June 2017 to May 2022, using Medicare and Google Trends data sources. We visualized the rates of intrauterine device insertion, plus Google's search volumes about ‘Intrauterine device’ and ‘Progestin IUDs’ as topics. Then, we assessed the correlation between intrauterine device insertion rates and Google search, using Spearman correlation. Results The average yearly rates of intrauterine device insertion increased noticeably from 25.1–26.3 in 2018–2019 to 29.3–31.2 per 100,000 population in 2020–2021 (12–18% increase). The highest monthly intrauterine device insertion rate nationally (37 per 100,000 population) was seen in March 2021. By June 2020, search term use for the two intrauterine device-related topics returned to much higher levels (50% increase for ‘Progestin IUDs’, and 54% for ‘Intrauterine device’, respectively). A moderately strong correlation was seen between actual intrauterine device insertion rates and search on Google about intrauterine devices (Spearman rho = 0.61, p < 0.000). Conclusion We demonstrated a moderately strong correlation between trends of intrauterine device insertion rates and search on Google about intrauterine devices, before and during the COVID-19 pandemic in Australia. Googling about intrauterine devices could, therefore, be a useful indicator to gauge future interest in actual intrauterine device insertion for months thereafter.

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16

Ghosh, Asim. "Hedging With Interest Rate Futures." Journal of Fixed Income 3, no. 1 (June 30, 1993): 72–79. http://dx.doi.org/10.3905/jfi.1993.408072.

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17

Fung, Hung-Gay, and Wai-Chung Lo. "Memory in interest rate futures." Journal of Futures Markets 13, no. 8 (December 1993): 865–72. http://dx.doi.org/10.1002/fut.3990130804.

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18

Chen, Ren-Raw, and Louis Scott. "Pricing interest rate futures options with futures-style margining." Journal of Futures Markets 13, no. 1 (February 1993): 15–22. http://dx.doi.org/10.1002/fut.3990130103.

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19

Broll, Udo, and Timothy W. Guinnane. "Interest rate futures and bank hedging." OR Spectrum 21, no. 1-2 (February 1, 1999): 71–80. http://dx.doi.org/10.1007/s002910050081.

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20

Bristow, Mila, Lindsay B. Hutley, Jason Beringer, Stephen J. Livesley, Andrew C. Edwards, and Stefan K. Arndt. "Quantifying the relative importance of greenhouse gas emissions from current and future savanna land use change across northern Australia." Biogeosciences 13, no. 22 (November 23, 2016): 6285–303. http://dx.doi.org/10.5194/bg-13-6285-2016.

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Abstract. The clearing and burning of tropical savanna leads to globally significant emissions of greenhouse gases (GHGs); however there is large uncertainty relating to the magnitude of this flux. Australia's tropical savannas occupy the northern quarter of the continent, a region of increasing interest for further exploitation of land and water resources. Land use decisions across this vast biome have the potential to influence the national greenhouse gas budget. To better quantify emissions from savanna deforestation and investigate the impact of deforestation on national GHG emissions, we undertook a paired site measurement campaign where emissions were quantified from two tropical savanna woodland sites; one that was deforested and prepared for agricultural land use and a second analogue site that remained uncleared for the duration of a 22-month campaign. At both sites, net ecosystem exchange of CO2 was measured using the eddy covariance method. Observations at the deforested site were continuous before, during and after the clearing event, providing high-resolution data that tracked CO2 emissions through nine phases of land use change. At the deforested site, post-clearing debris was allowed to cure for 6 months and was subsequently burnt, followed by extensive soil preparation for cropping. During the debris burning, fluxes of CO2 as measured by the eddy covariance tower were excluded. For this phase, emissions were estimated by quantifying on-site biomass prior to deforestation and applying savanna-specific emission factors to estimate a fire-derived GHG emission that included both CO2 and non-CO2 gases. The total fuel mass that was consumed during the debris burning was 40.9 Mg C ha−1 and included above- and below-ground woody biomass, course woody debris, twigs, leaf litter and C4 grass fuels. Emissions from the burning were added to the net CO2 fluxes as measured by the eddy covariance tower for other post-deforestation phases to provide a total GHG emission from this land use change. The total emission from this savanna woodland was 148.3 Mg CO2-e ha−1 with the debris burning responsible for 121.9 Mg CO2-e ha−1 or 82 % of the total emission. The remaining emission was attributed to CO2 efflux from soil disturbance during site preparation for agriculture (10 % of the total emission) and decay of debris during the curing period prior to burning (8 %). Over the same period, fluxes at the uncleared savanna woodland site were measured using a second flux tower and over the 22-month observation period, cumulative net ecosystem exchange (NEE) was a net carbon sink of −2.1 Mg C ha−1, or −7.7 Mg CO2-e ha−1. Estimated emissions for this savanna type were then extrapolated to a regional-scale to (1) provide estimates of the magnitude of GHG emissions from any future deforestation and (2) compare them with GHG emissions from prescribed savanna burning that occurs across the northern Australian savanna every year. Emissions from current rate of annual savanna deforestation across northern Australia was double that of reported (non-CO2 only) savanna burning. However, if the total GHG emission, CO2 plus non-CO2 emissions, is accounted for, burning emissions are an order of magnitude larger than that arising from savanna deforestation. We examined a scenario of expanded land use that required additional deforestation of savanna woodlands over and above current rates. This analysis suggested that significant expansion of deforestation area across the northern savanna woodlands could add an additional 3 % to Australia's national GHG account for the duration of the land use change. This bottom-up study provides data that can reduce uncertainty associated with land use change for this extensive tropical ecosystem and provide an assessment of the relative magnitude of GHG emissions from savanna burning and deforestation. Such knowledge can contribute to informing land use decision making processes associated with land and water resource development.

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21

Fortin, Michel, and Nabil Khoury. "Hedging Interest Rate Risks with Financial Futures." Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration 1, no. 2 (April 8, 2009): 367–82. http://dx.doi.org/10.1111/j.1936-4490.1984.tb00297.x.

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22

Omar, Rusdi, Narentheren Kaliappen, Kamarul Azman Khamis, and Dwi Sulisworo. "Blended Learning Approach in Graduate Studies: A Bibliometric Analysis from 1997-2021." International Journal of Information and Education Technology 11, no. 11 (2021): 546–52. http://dx.doi.org/10.18178/ijiet.2021.11.11.1563.

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Research on the blended learning approach in graduate studies has started since 1997. Thereafter, researchers in various subject areas have widely investigated the term blended learning. This paper thus seeks to analyze scientific literature, especially for graduate studies, published on the blended approach. All the literature published about blended approach in graduate studies was gathered using the Scopus database. The data was analyzed using Microsoft Excel. Standard bibliometric analysis was used to create the growth of publications and the citation analysis. A total of 801 documents were found based on the search results. Since 2004, the growth rate of literature on blended learning in graduate studies has accelerated radically. Journal articles and conference papers accounted for most of the publications, which were mostly written in English and Spanish. Most of the studies were conducted in the fields of social science and computer science. E-learning, online learning, collaborative learning and flipped classroom were among the most frequently used keywords. Most of the blended learning research in graduate studies was carried out in the United Kingdom, Australia, and the United States. This paper presents the literature's evolution in the blended learning approach in graduate studies and identifies current research interest and the potential future research direction.

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23

Edwards, Franklin R. "Futures trading and cash market volatility: Stock index and interest rate futures." Journal of Futures Markets 8, no. 4 (August 1988): 421–39. http://dx.doi.org/10.1002/fut.3990080404.

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24

Liu, Yuxuan. "The Pricing of New Interest Rate Derivative Futures." Science Innovation 8, no. 4 (2020): 114. http://dx.doi.org/10.11648/j.si.20200804.16.

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25

Chen, Ren-Raw. "A new look at interest rate futures contracts." Journal of Futures Markets 12, no. 5 (October 1992): 539–48. http://dx.doi.org/10.1002/fut.3990120505.

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Chen, Andrew H., Marcia Millon Cornett, and Prafulla G. Nabar. "An empirical examination of interest-rate futures prices." Journal of Futures Markets 13, no. 7 (October 1993): 781–97. http://dx.doi.org/10.1002/fut.3990130706.

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27

Choi, Hyunyoung, and Joseph Finnerty. "Impact study on the interest rate futures market." Quarterly Review of Economics and Finance 46, no. 4 (September 2006): 495–512. http://dx.doi.org/10.1016/j.qref.2006.06.001.

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28

Hills, J. L., S. C. García, B. Dela Rue, and C. E. F. Clark. "Limitations and potential for individualised feeding of concentrate supplements to grazing dairy cows." Animal Production Science 55, no. 7 (2015): 922. http://dx.doi.org/10.1071/an14855.

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The increasing availability and installation of computerised feeding and milk-monitoring technology in Australia and New Zealand has led to an increased interest in feeding individual cows different amounts and types of supplements over lactation. However, there is confusion about the potential benefits of individualised feeding strategies compared with feeding the same amount of supplement to all cows in the herd on any given day. The majority of bail feeding research conducted over the past 30 years has identified little difference in cow response between flat-rate feeding and more complicated approaches of split feeding or feeding to individual cow milk yield. However, it must be noted that many of these experiments involved animals with ad libitum access to a forage supply. This is an important distinction as individual cows receiving high-quality forage ad libitum would be able to compensate, at least partially, for any shortage in concentrate. Large variability in response to supplements among individual cows within the herd implies that there should be a benefit from individualised bail feeding practices. This review examines the potential for individualised bail feeding in pasture-based dairy systems, considering both system (pasture allowance and type) and cow-level parameters (e.g. dry matter intake, milk yield, genotype, bodyweight, stage of lactation) that could affect the individual cow response to a particular supplement, and discusses the current limitations and future challenges for implementing this technology on farm. Recommendations for future research are made to address any knowledge gaps.

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Patel, Kanak. "Lessons from the FOX residential property futures and mortgage interest rate futures market." Housing Policy Debate 5, no. 3 (January 1994): 343–60. http://dx.doi.org/10.1080/10511482.1994.9521168.

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30

Poskitt, Russell. "Interest rate futures and forwards: Evidence from the sterling futures and FRA markets." Journal of International Financial Markets, Institutions and Money 18, no. 5 (December 2008): 399–412. http://dx.doi.org/10.1016/j.intfin.2007.05.001.

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Lim, Hui Yin, Chong Chyn Chua, Matthew Sleeman, Andrew P. Grigg, and Prahlad Ho. "Venous Thromboembolism in Northeast Melbourne, Australia: Evaluation of Epidemiology, Risk Factors and Treatment Strategies in the Warfarin Era." Blood 124, no. 21 (December 6, 2014): 4834. http://dx.doi.org/10.1182/blood.v124.21.4834.4834.

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Abstract Aim Venous thromboembolism (VTE) is a major cause of morbidity and mortality and is estimated to cost approximately AUD$117 000 per person (Access Economics 2008). Despite advances in thrombosis management, recurrence rates remain high and management strategies are often heterogenous even within a single institution. While most studies have analysed specific aspects of VTE management, we aim to provide a holistic evaluation of real-world VTE management in the warfarin era including identifiying potential causal effects and complications. Method Retrospective evaluation of VTE over an 18-month period, from July 2011 to December 2012, at two major hospitals in Northeast Melbourne, Australia, including demographics, provoking factors, management, complications and mortality. Comparisons were made between cancer and non-cancer populations. Result 1003 patients, with median age of 63 (range 19-97) years, were identified including 26 recurrences (total 1029 episodes) - 577 (56%) pulmonary embolism (PE), 428 (42%) deep venous thrombosis (DVT). There was an overall male predominance (52%), particularly affecting the DVT subgroup (57% vs 48%, p=0.003) with no gender differences detected in the PE subgroup. 20% reported prior VTE and left limb DVT was more common (49% vs 43%, p=0.0008). The median follow up was 20 (range 10-32) months. NON-CANCER PATIENTS In this cohort, 63% had provoked VTE and thrombophilia screen was performed in 41%. The median duration of anticoagulation was 6 and 7 months for DVT and PE respectively. The majority (90%) was on warfarin for long-term anticoagulation. 5% required further interventions – IVC filter (n=28) and thrombolysis (n=15). 38% had end-of-treatment repeat imaging and residual clot was observed in 40%. Clot persistence was associated with increased recurrence risk, with an odds ratio of 2.64 (1.15 – 6.04, p=0.02). 8% had recurrent thrombosis with no difference between provoked versus unprovoked VTE (7.5% vs 9.0%, p=0.45). 5% reported grade III/IV bleeding, independent of duration of anticoagulation. Patients on enoxaparin had higher risk of bleeding (28% vs 10%, p<0.001). The all-cause mortality rate was 11%. In the sub-analysis of below knee DVT (BKDVT), 3 patients (1.5%) were subsequently diagnosed with cancer, similar prevalence to those with major VTE (1.7%), defined as proximal DVT and/or PE. BKDVT were more likely to be provoked (72% vs 55%, p<0.001) and recurrence was similar to major VTE (6.8% vs 8.7%, p=0.42) although patients with major VTE were more likely to experience grade III/IV bleeding complications (6.3% vs 1.0%, p=0.003) despite similar duration of therapy. Mortality rate in this cohort was 5.5% with no thrombosis-related deaths. CANCER PATIENTS 233 (23%) patients had active malignancy at time of VTE with 14 patients (1.4%) subsequently diagnosed. Cancer patients were older (67 vs 61 years, p<0.001) and had higher clot burden with more PE (64% vs 53%, p=0.004), proximal DVT (63% vs 46%, p=0.0008) and bilateral DVT (16% vs 5%, p<0.001) compared to non-cancer patients. Patients with metastatic cancer were also more likely to have unprovoked events (p=0.015). Cancer patients were more likely to require IVC filters (9% vs 3.6%, p<0.001) and lifelong anticoagulation (35% vs 18%, p<0.001). Recurrent thrombosis (16%, p<0.001) and Grade III/IV bleeding (9%, p=0.025) were more common. However, bleeding rates in cancer patients on long-term enoxaparin were similar to warfarin. Mortality rate in the cancer patients was 63% and were related to with higher incidence of complications-related deaths (p<0.001). Conclusion VTE is associated with significant mortality, even in non-cancer patients (11%). The annual recurrence rate is 6%, with malignancy and residual clot on repeat imaging being major risk factors. Cancer patients experience more Grade III/IV bleeding complications (9% vs 5%) and had higher clot burden and all-cause mortality compared to non-cancer patients. Interestingly, BKDVT, often considered a minor VTE, had comparable rates of recurrence and subsequent cancer detection to major VTE suggesting that the investigation and treatment of BKDVT should not differ from major VTE. Further evaluation of new treatment strategies as well as clinical and laboratory risk assessments are required to improve the management for VTE. This data will serve as an important baseline for future comparison in the new era of novel oral anticoagulants. Disclosures No relevant conflicts of interest to declare.

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32

Benninga, Simon, and Aris Protopapadakis. "Forward and Futures Prices with Markovian Interest-Rate Processes." Journal of Business 67, no. 3 (January 1994): 401. http://dx.doi.org/10.1086/296639.

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Doukas, John, and Bala Arshanapalli. "Interest rate risk management with futures for financial intermediaries." Applied Financial Economics 2, no. 3 (September 1992): 179–85. http://dx.doi.org/10.1080/758516632.

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34

Gurrola, Pedro, and Renata Herrerías. "Maturity effects in the Mexican interest rate futures market." Journal of Futures Markets 31, no. 4 (February 3, 2011): 371–93. http://dx.doi.org/10.1002/fut.20477.

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35

Sultan, Jahangir. "Options on federal funds futures and interest rate volatility." Journal of Futures Markets 32, no. 4 (April 14, 2011): 330–59. http://dx.doi.org/10.1002/fut.20524.

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36

Krehbiel, Tim, and Roger Collier. "Normal backwardation in short-term interest rate futures markets." Journal of Futures Markets 16, no. 8 (December 1996): 899–913. http://dx.doi.org/10.1002/(sici)1096-9934(199612)16:8<899::aid-fut4>3.0.co;2-h.

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37

Truong, Chi, and Stefan Trück. "Discounting the distant future—Data on Australian discount rates estimated by a stochastic interest rate model." Data in Brief 11 (April 2017): 127–30. http://dx.doi.org/10.1016/j.dib.2016.12.026.

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38

SUMENDRA, GEDE, KOMANG DHARMAWAN, and I. NYOMAN WIDANA. "MENENTUKAN HARGA KONTRAK BERJANGKA NILAI TUKAR RUPIAH TERHADAP DOLLAR AS MENGGUNAKAN DISTRIBUSI LOGNORMAL." E-Jurnal Matematika 4, no. 2 (May 30, 2015): 43. http://dx.doi.org/10.24843/mtk.2015.v04.i02.p087.

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The purpose of this study is to determine the fair price of a futures contract for the IDR (Rupiah) against the USD using lognormal distribution simulation. This result is compared with interest rate parity theorem. The first step of this study is to determine the values of the parameters which are optimized using Maximum Likelihood Estimation (MLE). The parameters obtained in the form of the mean () and variance (). Further, parameters obtained are simulated using lognormal distribution to determine the exchange rate simulation (). Then price of future contract is also calculated using interest rate parity theorem. The price of the futures contracts () is determined by lognormal distribution simulated and price of interest rate futures contracts using parity theorem. The results of this study show that future contract price over the fair use lognormal distribution of 12.215 compared to the interest rate parity theorem which 12.400, with the initial contract price () of 12.185.

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McGroarty, Frank, Owain ap Gwilym, and Steve Thomas. "Market structure and microstructure, in international interest rate futures markets." Research in International Business and Finance 24, no. 3 (September 2010): 253–66. http://dx.doi.org/10.1016/j.ribaf.2009.12.005.

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40

Flesaker, Bjorn. "Arbitrage free pricing of interest rate futures and forward contracts." Journal of Futures Markets 13, no. 1 (February 1993): 77–91. http://dx.doi.org/10.1002/fut.3990130108.

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41

Lamichhaney, Sangeet, Renee Catullo, J. Scott Keogh, Simon Clulow, Scott V. Edwards, and Tariq Ezaz. "A bird-like genome from a frog: Mechanisms of genome size reduction in the ornate burrowing frog, Platyplectrum ornatum." Proceedings of the National Academy of Sciences 118, no. 11 (March 8, 2021): e2011649118. http://dx.doi.org/10.1073/pnas.2011649118.

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The diversity of genome sizes across the tree of life is of key interest in evolutionary biology. Various correlates of variation in genome size, such as accumulation of transposable elements (TEs) or rate of DNA gain and loss, are well known, but the underlying molecular mechanisms driving or constraining genome size are poorly understood. Here, we study one of the smallest genomes among frogs characterized thus far, that of the ornate burrowing frog (Platyplectrum ornatum) from Australia, and compare it to other published frog and vertebrate genomes to examine the forces driving reduction in genome size. At ∼1.06 gigabases (Gb), the P. ornatum genome is like that of birds, revealing four major mechanisms underlying TE dynamics: reduced abundance of all major classes of TEs; increased net deletion bias in TEs; drastic reduction in intron lengths; and expansion via gene duplication of the repertoire of TE-suppressing Piwi genes, accompanied by increased expression of Piwi-interacting RNA (piRNA)-based TE-silencing pathway genes in germline cells. Transcriptomes from multiple tissues in both sexes corroborate these results and provide insight into sex-differentiation pathways in Platyplectrum. Genome skimming of two closely related frog species (Lechriodus fletcheri and Limnodynastes fletcheri) confirms a reduction in TEs as a major driver of genome reduction in Platyplectrum and supports a macroevolutionary scenario of small genome size in frogs driven by convergence in life history, especially rapid tadpole development and tadpole diet. The P. ornatum genome offers a model for future comparative studies on mechanisms of genome size reduction in amphibians and vertebrates generally.

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Choi, Youngsoo, Se Jin O, and Jae Yeong Seo. "Korean Treasury Bond Futures Pricing Model." Journal of Derivatives and Quantitative Studies 12, no. 1 (May 30, 2004): 1–22. http://dx.doi.org/10.1108/jdqs-01-2004-b0001.

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This paper proposes two alternative methods which are used for pricing the theoretical value of the KTB futures on the non-traded underlying asset; first method is to use the CKLS model, under which the volatility of interest rate changes is highly sensitive to the level of the interest rate, and then employ binomial trees to compute the theoretical value of futures, second one is to use the multifactor Vasicek model considering correlations between yields-to-maturity and then employ the Monte Carlo simulation to compute it. In the empirical study on KTB303 and KTB306, an CKLS methodology is superior to the conventional KORFX method based on the cost-of-carry model in terms of the size of difference between market price and theoretical price. However, the phenomena, the price discrepancy using the KOFEX methodology is very small for all test perlod, implies that the KOFEX one is being used for the most market participants. The reasons that an multifactor Vasicek methodlogy is performed poorly in comparison to another methods are 1) the Vasicek model might be not a good model for explaining the level of interest rates, or 2) the important point considered by the most market participants may be on the volatility or interest rate, not on the correlations between yields-to-maturity.

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43

Lin, Jyh-Horng, and Chuen-Ping Chang. "Liquidity management and futures hedging under deposit insurance: An option-based analysis." Yugoslav Journal of Operations Research 14, no. 2 (2004): 209–18. http://dx.doi.org/10.2298/yjor0402209l.

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Theories on financial futures hedging are generally based on a portfolio-choice approach. This paper presents an alterative: a firm-theoretic model of bank behavior with financial futures under deposit insurance. Assuming that the bank is a certificate of deposit (CD) rate-setter and faces random CDs, expressions for the optimal futures hedge are derived under the option-based valuation. When the bank is in a bad state of the world, a decrease in the short position of the futures decreases the loan rate and increases the CD rate; an increase in the deposit insurance premium increases the loan rate and decreases the CD rate. We also show that the bank?s amount of futures increases with a lower expected futures interest rate.

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44

Zhao, Fang, and James Moser. "Bank Lending and Interest- Rate Derivatives." International Journal of Financial Research 8, no. 4 (September 14, 2017): 23. http://dx.doi.org/10.5430/ijfr.v8n4p23.

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Using data that cover a full business cycle, this paper documents a direct relationship between interest-rate derivative usage by U.S. banks and growth in their commercial and industrial (C&I) loan portfolios. This positive association holds for interest-rate options contracts, forward contracts, and futures contracts. This result is consistent with the implication of Diamond’s model (1984) that predicts that a bank’s use of derivatives permits better management of systematic risk exposure, thereby lowering the cost of delegated monitoring, and generates net benefits of intermediation services. The paper’s sample consists of all FDIC-insured commercial banks between 1996 and 2004 having total assets greater than $300 million and having a portfolio of C&I loans. The main results remain after a robustness check.

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45

Hilliard, Jimmy E., and Susan D. Jordan. "Hedging Interest Rate Risk with Futures Portfolios Under Full-Rank Assumptions." Journal of Financial and Quantitative Analysis 24, no. 2 (June 1989): 217. http://dx.doi.org/10.2307/2330773.

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46

Hilliard, Jimmy E. "A Unified Approach to Hedging Interest Rate Risk with Financial Futures." Decision Sciences 19, no. 3 (September 1988): 654–71. http://dx.doi.org/10.1111/j.1540-5915.1988.tb00292.x.

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Bhar, Ramaprasad. "Cointegration in interest rate futures trading on the Sydney future exchange." Applied Financial Economics 6, no. 3 (June 1996): 251–57. http://dx.doi.org/10.1080/096031096334277.

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48

Woodward, R. S. "Interest rate arbitrage using the forwards and futures markets 1977–85." Applied Economics 19, no. 10 (October 1987): 1329–35. http://dx.doi.org/10.1080/00036848700000120.

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Liu, Xiaoquan, Jing-Ming Kuo, and Jerry Coakley. "A pricing kernel approach to valuing options on interest rate futures." European Journal of Finance 21, no. 2 (April 15, 2013): 93–110. http://dx.doi.org/10.1080/1351847x.2013.779289.

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50

Jamshidian, Farshid. "Bond, futures and option evaluation in the quadratic interest rate model." Applied Mathematical Finance 3, no. 2 (June 1996): 93–115. http://dx.doi.org/10.1080/13504869600000005.

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