Search: FX
RBA Glossary definition for FX
FX – Foreign exchange
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Box C: Foreign Currency Exposure and Hedging Practices of Australian Banks
27 Mar 2006
FSR
– March 2006
PDF
37KB
https://www.rba.gov.au/publications/fsr/2006/mar/pdf/box-c.pdf
Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
PDF
1861KB
16. 6.1 Domestic Economic Conditions 16. 6.2 FX Regime Channel 18. ... realised FX volatility from squared daily changes of spot exchange rates (see, for example,.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-03.pdf
Domestic Financial Conditions
10 Feb 2020
SMP
- August 2018
PDF
2043KB
https://www.rba.gov.au/publications/smp/2018/aug/pdf/03-domestic-financial-conditions.pdf
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
1464KB
leg. Investment. leg. Total0. 20. 40. 60. 80. %FX swaps. Baseline.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf
Domestic Financial Conditions
6 Dec 2023
SMP
- August 2023
PDF
2357KB
https://www.rba.gov.au/publications/smp/2023/aug/pdf/03-domestic-financial-conditions.pdf
Measuring Traded Market Risk: Value-at-risk and Backtesting Techniques
1 Dec 2009
RDP
PDF
400KB
Table 3 shows the change in the portfoliogiven a 1 per cent move in each of the spot FX rates. ... Current Revalued (assuming a 1% increase in AUD). FX rates. JPY/AUD 86.46 87.32 (1.01 x 86.46).
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9708.pdf
A Select Bibliography of Published Research by Staff of the Reserve Bank of Australia: 1991–2001
1 Dec 2009
RDP
PDF
201KB
9203 Blundell-Wignall A and FX Browne, ‘Real Exchange Rates and the Globalisation of Financial Markets’. ... 9209 Blundell-Wignall A, FX Browne, S Cavaglia and A Tarditi, ‘Financial Liberalisation and Consumption Behaviour’.9.
https://www.rba.gov.au/publications/rdp/2001/pdf/rdp2001-10.pdf
Developments in the Financial System Architecture
26 Mar 2014
FSR
March 2014
PDF
363KB
https://www.rba.gov.au/publications/fsr/2014/mar/pdf/dev-fin-sys-arch.pdf
Forward-looking Behaviour and Credibility: Some Evidence and Implications for Policy
1 Dec 2009
RDP
PDF
343KB
FORWARD-LOOKING BEHAVIOUR AND CREDIBILITY:SOME EVIDENCE AND IMPLICATIONS FOR POLICY. Gordon de Brouwer and Luci Ellis. Research Discussion Paper9803. February 1998. Economic Group. Reserve Bank of Australia. This paper was prepared for the Model
https://www.rba.gov.au/publications/rdp/1998/pdf/rdp9803.pdf
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