Search: FX
RBA Glossary definition for FX
FX – Foreign exchange
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Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve’s Approach
27 Feb 2017
RDP
PDF
1444KB
Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting. Errors: The Federal Reserve’s Approach. David Reifschneider and Peter Tulip. Research Discussion Paper. R D P 2017- 01. The contents of this publication shall not be
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-01.pdf
Domestic Financial Markets
10 Aug 2016
SMP
– August 2016
This widening appears to reflect heightened demand for secured funding from market participants responding to arbitrage opportunities in the bond futures and foreign exchange (FX) swap markets. ... In the FX swap market, Australian dollars can be lent
https://www.rba.gov.au/publications/smp/2016/aug/domestic-financial-markets.html
The Decline in Australian Output Volatality
1 Dec 2009
RDP
PDF
151KB
Diebold FX and GD Rudebusch (1990), ‘A Nonparametric Investigation ofDuration Dependence in the American Business Cycle’, Journal of PoliticalEconomy, 98(3), pp 596–616. ... Diebold FX and GD Rudebusch (1992), ‘Have Postwar Economic
https://www.rba.gov.au/publications/rdp/2001/pdf/rdp2001-01.pdf
Combining Multivariate Density Forecasts Using Predictive Criteria
14 May 2008
RDP
PDF
352KB
Reserve Bank of Australia. Reserve Bank of AustraliaEconomic Research Department. 2008. -02. RESEARCHDISCUSSIONPAPER. Combining Multivariate Density Forecasts Using Predictive Criteria. Hugo Gerard andKristoffer Nimark. RDP 2008-02. COMBINING
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-02.pdf
References
31 Dec 2014
RDP
2014-09
The Review of Economic Studies. , 58(3), pp 529–546. Diebold FX and RS Mariano (1995), ‘Comparing Predictive Accuracy’,.
https://www.rba.gov.au/publications/rdp/2014/2014-09/references.html
Value-at-risk
1 Nov 1997
RDP
9708
Table 2: Portfolio Value as at 5 June 1996. Spot FX rate. ... Table 3 shows the change in the portfolio given a 1 per cent move in each of the spot FX rates.
https://www.rba.gov.au/publications/rdp/1997/9708/value-at-risk.html
Domestic Financial Conditions
27 Nov 2018
SMP
– November 2018
In contrast, US dollar money market rates have increased recently. The cost of raising US dollar funding and then converting these funds into Australian dollars in the foreign exchange (FX) swap ... Bank bill and FX swap markets have been less volatile
https://www.rba.gov.au/publications/smp/2018/nov/domestic-financial-conditions.html
Financial Reform in Australia and China
4 Feb 2015
RDP
PDF
1153KB
Research Discussion Paper. Financial Reform in Australia and China. Alexander Ballantyne, Jonathan Hambur, Ivan Roberts and Michelle Wright. RDP 2014-10. The Discussion Paper series is intended to make the results of the current economic research
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-10.pdf
Appendix 1: Summary of Deregulation in Banking and in Deposit and Loan Markets
1 Sep 1995
RDP
9506
November 1980. prescribed interest rate band widened; interest rates on bank debentures, NCDs, FX deposits and interbank call loans liberalised.
https://www.rba.gov.au/publications/rdp/1995/9506/appendix-1.html
Domestic Financial Conditions
10 Feb 2020
SMP
- November 2018
PDF
2608KB
https://www.rba.gov.au/publications/smp/2018/nov/pdf/03-domestic-financial-conditions.pdf