Search: AUD
RBA Glossary definition for AUD
AUD – Australian dollar (ISO 4217 currency code); A$ is more commonly used.
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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
1464KB
of Australian dollars (AUD) into the foreign currency. Specifically, it is the return earned from. ... lending AUD against the foreign currency in the spot market, investing the foreign currency in.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf
Box B: Foreign Currency Exposure and Hedging Practices of Australian Banks
24 Mar 2010
FSR
- March 2010
PDF
136KB
https://www.rba.gov.au/publications/fsr/2010/mar/pdf/box-b.pdf
Appendix A: Literature Review
28 Jan 2020
RDP
2020-01
AUD/USD exchange rate.
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-a.html
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Volatility of the Australian Dollar
1 Dec 1990
RDP
9010
Average. Absolute. Daily Percentage. Change. AUD/USD. 1980. 0.22. 0.16. 1981. 0.29. ... 1989. 1984–1989. Standard Deviation of Daily Percentage Change. AUD/USD:. onshore. 0.35.
https://www.rba.gov.au/publications/rdp/1990/9010/volatility-of-the-australian-dollar.html
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Appendix B: Conditional Correlation Analysis
1 May 1999
RDP
1999-04
where S. t. is a dummy variable that takes the value 1 if the estimated conditional variance of the USD/AUD exchange rate return is greater than its unconditional value and ... This augmented model conditions the correlation on both the sign and
https://www.rba.gov.au/publications/rdp/1999/1999-04/appendix-b.html
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Motivation and Data
31 Dec 2001
RDP
2001-03
The relatively constant volatility of the AUD/NZD cross-rate reflects that these two currencies are generally traded as a bloc. ... Australian stocks, AUD/USD bilateral exchange rates and NZD/USD bilateral exchange rates.
https://www.rba.gov.au/publications/rdp/2001/2001-03/motivation-and-data.html
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Where's the Money? An Investigation into the Whereabouts and Uses of Australian Banknotes
1 Dec 2018
RDP
2018-12
Only the data for Figures 1, 2, 3 (except the gender panel data), 11, 16, 17, 18, 19 (except the USD per AUD series due to 3rd party provider agreement) and
https://www.rba.gov.au/publications/rdp/2018/2018-12/read-me.html
A Structural Vector Autoregression Model of Monetary Policy in Australia
1 Dec 2009
RDP
PDF
818KB
Domestic producers, however, are more. likely to be concerned with the AUD value. ... USD Exchange RateUSD/AUD. -0.6. -0.5. -0.4. -0.3. -0.2. -0.1. 0.0. 0.1.
https://www.rba.gov.au/publications/rdp/1999/pdf/rdp1999-11.pdf
Regulatory Developments
4 Oct 2019
FSR
– October 2019
SSFs exposed to AUD liquidity risk. ... This will ensure that, if future Australian-licensed systemically important SSFs were to adopt settlement models involving AUD liquidity risks, they would have backstops to help manage these risks.
https://www.rba.gov.au/publications/fsr/2019/oct/regulatory-developments.html
Identifying the Efficacy of Central Bank Interventions: Evidence from Australia
8 May 2012
RDP
PDF
128KB
Switzerland CHF/USD 03/01/1986 29/12/1999 –545 150 3.9. Australia AUD/USD 13/12/1983 30/07/1999 –932 436 42.3. ... et = Em {et1|t. } it it ρt (1). 12 The BIS survey lists the AUD/USD currency pair as the ninth most traded at that time.
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-04.pdf