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RBA Glossary definition for USD

USD – US dollar. Also referred to as US$.

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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?

12 Sep 2019 RDP PDF 1464KB
three-month JPY or USD London Interbank Offered Rate (LIBOR), and swapping the proceeds. ... swaps directed into USD were not profitable for the supervised major banks until forward rates.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf

2010 BIS Triennial Survey Results – Australia

31 Aug 2010 Media Releases
AUD/JPY. –. 0.8. 1.0. 1.0. 1.4. EUR/USD. –. 11.4. 16.3. 13.9. ... 19.8. USD/DEM. 13.5. –. –. –. –. USD/JPY. 16.0. 14.0. 12.6.
https://www.rba.gov.au/media-releases/2010/mr-10-19-tables.html

Australian Money Market Divergence: Arbitrage Opportunity or Illusion?

1 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
Relative to cash rate expectations, the gross return on USD swaps increased to 60 basis points. ... AUD into USD. Bloomberg. We assume the USD leg is. invested in US LIBOR.
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html
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Appendix A: Data Sources

31 Dec 2001 RDP 2001-04
Luci Ellis
Datastream code. Australia (dollar). AUD/USD. AUI.RF. Belgium (B franc). USD/BEF. BGI.RF. ... Canada (dollar). USD/CAD. CNI.RF. Chile (peso). USD/CLP. CLI.RF. China (renminbi). USD/CNY.
https://www.rba.gov.au/publications/rdp/2001/2001-04/appendix-a.html
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RESERVE BANK OF AUSTRALIA FOREIGN EXCHANGE SETTLEMENTPRACTICES IN AUSTRALIA ...

18 Dec 1997 Media Release PDF 268KB
12. Diagram 2Settlement risk on USD purchases. GBP/USD. NZD/USD. USD/JPY. USD/DEM. ... Diagram 3Settlement risk on USD sales. GBP/USD. NZD/USD. USD/JPY. USD/DEM. AUD/USD.
https://www.rba.gov.au/media-releases/1997/pdf/fxsp.pdf

2022 Triennial Central Bank Survey Results for Foreign Exchange and Derivative Markets – Australia

28 Oct 2022 Media Releases
April 2016. April 2019. April 2022. AUD/USD. 50.1. 44.0. 45.3. 39.3. ... 1.7. 2.9. 2.0. USD/CNY. -. -. -. 0.1. 0.3. 1.7. 1.8.
https://www.rba.gov.au/media-releases/2022/mr-22-35-tables.html

Volatility of the Australian Dollar Exchange Rate

19 Nov 2012 RDP PDF 525KB
AUD/USD 1980 1981 1982 1983 1980-1983. 1984 1985 1986 1987 1988 1989 1984-1989. ... AUD/USD AUD/TWI AUD/ MERM. Standard Deviation of Daily Percentage Change. 1980 0.22 0.06 n.a.
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9010.pdf

December: 1997-Hours at Risk Per Currency Pairing

9 Mar 2023 Media Release
December 1997. Download the complete Report 269. KB. Buy. Sell. USD. ... AUD. DEM. JPY. NZD. GBP. CHF. FRF. CAD. USD. 33. 31.
https://www.rba.gov.au/media-releases/1997/mr-97-22-fxsp/annex-d.html

The Response of Financial Markets in Australia and New Zealand to News about the Asian Crisis

1 Dec 2009 RDP PDF 676KB
On the other hand, the exchange rates of the two currencies against the USD moved together, reflecting that these currencies are generally traded as a bloc. ... The estimated coefficients on the news dummies are positive, implying that bad news in Asia
https://www.rba.gov.au/publications/rdp/2001/pdf/rdp2001-03.pdf

The Impact of Real and Nominal Shocks on Australian Real Exchange Rates

31 Jan 2006 RDP PDF 634KB
Their effect is, however, much less pronounced than for the AUD/USD rate. ... 30. Figure 4: Responses to Nominal Shocks. AUD/USD RESPONSE TO AUSTRALIAN NOMlNAL SHOCK.
https://www.rba.gov.au/publications/rdp/1992/pdf/rdp9201.pdf