Search: appreciation
RBA Glossary definition for appreciation
appreciation – An increase in the value of an asset. In foreign-exchange terms, it is a relative increase in the value of one currency compared to another.
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Discussion
1 Oct 1989
RDP
8906
Immediately the tightening is recognised by the market, the domestic exchange rate jumps up – overshooting its long-run nominal appreciation. ... Over the next ten Fridays, they predict an average appreciation of the $A at an annual rate of 8.8%.
https://www.rba.gov.au/publications/rdp/1989/8906/discussion.html
Inflation and Interest Rates
1 Oct 1989
RDP
8906
on an investment from Jan 85 to Sept 89 – because over this time the $A experienced real appreciation against the $US at an average rate of 3.0% p.a.
https://www.rba.gov.au/publications/rdp/1989/8906/inflation-and-interest-rates.html
Exchange Rate Expectations and the Forward Rate
1 Oct 1989
RDP
8906
t. [a/b] represents an appreciation of currency b with respect to currency a) and let F. ... for the average market participant compared to an average rate of appreciation of the actual rate of 2.8% p.a.
https://www.rba.gov.au/publications/rdp/1989/8906/exchange-rate-expectations-and-the-forward-rate.html
Skewness
1 Oct 1989
RDP
8906
In both Figures, the significant proportion of big depreciations of the $A is clearly not matched by an equal proportion of big appreciations.
https://www.rba.gov.au/publications/rdp/1989/8906/skewness.html