Search: AUD
RBA Glossary definition for AUD
AUD – Australian dollar (ISO 4217 currency code); A$ is more commonly used.
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Read me file for Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
388KB
RDP 2019-09 supplementary information
https://www.rba.gov.au/publications/rdp/2019/2019-09/rdp-2019-09-read-me.pdf
Financial Market Volatility and the World-wide Fall in Inflation
1 Dec 2009
RDP
PDF
170KB
Theregressions use 5 exchange rates and their corresponding price differentials: AUD/USD, USD/YEN,USD/DEM, GBP/USD, USD/CAD. ... c) The regressions use 13 exchange rates and their corresponding inflation differentials: AUD/USD,AUD/YEN, AUD/DEM, AUD/CAD,
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9513.pdf
Abbreviations
27 Sep 2022
PSB Annual Report
- 2022
PDF
76KB
https://www.rba.gov.au/publications/annual-reports/psb/2022/pdf/abbreviations.pdf
Conclusion
1 Nov 1996
RDP
9609
The volatility of daily percentage changes in the USD/AUD exchange rate records the lowest period average out of the five currencies that are examined. ... Econometric tests as well as visual inspection, reveal a clear downward trend in the volatility
https://www.rba.gov.au/publications/rdp/1996/9609/conclusion.html
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Appendix A: Literature Review
28 Jan 2020
RDP
2020-01
AUD/USD exchange rate.
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-a.html
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Abbreviations
21 Oct 2021
PSB Annual Report
- 2021
PDF
76KB
https://www.rba.gov.au/publications/annual-reports/psb/2021/pdf/abbreviations.pdf
Volatility of the Australian Dollar
1 Dec 1990
RDP
9010
Average. Absolute. Daily Percentage. Change. AUD/USD. 1980. 0.22. 0.16. 1981. 0.29. ... 1989. 1984–1989. Standard Deviation of Daily Percentage Change. AUD/USD:. onshore. 0.35.
https://www.rba.gov.au/publications/rdp/1990/9010/volatility-of-the-australian-dollar.html
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Appendix B: Conditional Correlation Analysis
1 May 1999
RDP
1999-04
where S. t. is a dummy variable that takes the value 1 if the estimated conditional variance of the USD/AUD exchange rate return is greater than its unconditional value and ... This augmented model conditions the correlation on both the sign and
https://www.rba.gov.au/publications/rdp/1999/1999-04/appendix-b.html
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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
1464KB
of Australian dollars (AUD) into the foreign currency. Specifically, it is the return earned from. ... lending AUD against the foreign currency in the spot market, investing the foreign currency in.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf
Payments System Board Annual Report 2020 - Abbreviations
14 Oct 2020
PSB Annual Report
2020
PDF
623KB
https://www.rba.gov.au/publications/annual-reports/psb/2020/pdf/abbreviations.pdf