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RBA Glossary definition for AUD

AUD – Australian dollar (ISO 4217 currency code); A$ is more commonly used.

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Motivation and Data

31 Dec 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
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

The Response to News

31 Dec 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
CRB. AUD. NZD. CRB. Constant. 0.02. 0.03. 0.02. 0.05. 0.08. 0.05. ... 1.52). (1.26). (0.45). (0.78). (0.39). (0.19). (0.74). AUD. 1. 0.03. 0.04.
https://www.rba.gov.au/publications/rdp/2001/2001-03/response-to-news.html

Comparing Spillover in Crises and at Other Times

31 Dec 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
NZD. CRB. ASIA. AUD/USD. 0. 0.468. 99.60. 0.00. 0.00. 0.40. 1. ... AUD. NZD. CRB. ASIA. AUD/USD. 0. 0.660. 92.23. 0.00. 0.00. 7.77.
https://www.rba.gov.au/publications/rdp/2001/2001-03/comparing-spillover-in-crises-and-at-other-times.html