Search: exchange rates

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1–7 of 7 collapsed search results for exchange rates

RBA Glossary definition for exchange rates

exchange rates – The price of one currency expressed in terms of another currency. Any exchange rate can be quoted two ways, e.g. Australian dollars per US dollar (USD/AUD) or US dollars per Australian dollar (AUD/USD). The convention for the Australian dollar is that it is quoted as the foreign currency price of the Australian dollar. This is sometimes referred to as the 'Indirect' method of quoting.

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Exchange Rate Volatilities and Correlations

1 Mar 1993 RDP 9301
Paul D. McNelis
and US dollar/Japanese yen exchange rates appear in Figures 9 through 13. ... t. ' δ. t. '] are the time-varying coefficients of the contemporaneous foreign exchange rates and lagged own rate, and ε.
https://www.rba.gov.au/publications/rdp/1993/9301/exchange-rate-volatilities-correlations.html

The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities

1 Mar 1993 RDP 9301
Paul D. McNelis
Research Discussion Paper – RDP 9301 The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities.
https://www.rba.gov.au/publications/rdp/1993/9301/

The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities

1 Mar 1993 RDP 9301
Paul D. McNelis
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1993/9301.html

Introduction

1 Mar 1993 RDP 9301
Paul D. McNelis
In particular, I examine whether returns in Australian stock prices, long-term bond yields and exchange rates are more highly correlated with corresponding foreign stock prices, bond yields and exchange rates ... The two succeeding sections treat foreign
https://www.rba.gov.au/publications/rdp/1993/9301/introduction.html

References

1 Mar 1993 RDP 9301
Paul D. McNelis
RDP 9301: The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities References. ... Lowe, Philip (1992), ‘The Impact of Real and Nominal Shocks on Australian Real Exchange Rates’, Reserve Bank of
https://www.rba.gov.au/publications/rdp/1993/9301/references.html

Bond Yield Volatilities and Correlations

1 Mar 1993 RDP 9301
Paul D. McNelis
RDP 9301: The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities 4. ... 1.42. 3.40. 4.20. As in the analysis of the stock prices and exchange rates, I examine the following time-varying coefficient
https://www.rba.gov.au/publications/rdp/1993/9301/bond-yield-volatilities-correlations.html

Stock Price Volatilities and Correlations

1 Mar 1993 RDP 9301
Paul D. McNelis
RDP 9301: The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities 2. ... See Lowe (1992) for an application of variance-decomposition analysis to Australian real exchange rates.
https://www.rba.gov.au/publications/rdp/1993/9301/stock-price-volatilities-correlations.html