Research Discussion Paper – RDP 9010 Volatility of the Australian Dollar Exchange Rate

Contents

• Introduction
• Measuring Volatility
• Volatility of the Australian Dollar
• Volatility of the Australian Dollar Relative to Other Currencies
• Volatility of the Australian Dollar Relative to Other Asset Prices
• Conclusion
• References

The authors are analysts in the Bank's International Department. John Laker, Keith Hall, John Broadbent, David Gruen and Jerome Fahrer provided valuable comments on earlier drafts of this paper; however, any ren1aining errors are the responsibility of the authors. The views expressed herein do not necessarily represent those of the Reserve Bank of Australia.