Search: AUD

Sort by: Relevance Date
31–40 of 166 search results for AUD

RBA Glossary definition for AUD

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

Search Results

Volatility of the Australian Dollar

1 Dec 1990 RDP 9010
Lindsay F. Boulton, Mardi H. Dungey and Melissa B. Parkin
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
See 2 more results from "RDP 9010"

Appendix B: Conditional Correlation Analysis

1 May 1999 RDP 1999-04
James Engel and Marianne Gizycki
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
See 1 more results from "RDP 1999-04"

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
See 2 more results from "RDP 2001-03"

Risk Management

9 Aug 2023 RBA Annual Report - 2022 PDF 545KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/risk-management.pdf

Financial Market Infrastructures

28 Sep 2022 PSB Annual Report – September 2022
Australia. (RBA/ASIC). ASX Clear (Futures). (b). Futures and options on interest rate, equity, energy and commodity products traded on the ASX 24 market, as well as AUD and New Zealand ... UK. (Bank of England). Chicago Mercantile Exchange Inc. (CME).
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html

Abbreviations

28 Sep 2022 PSB Annual Report – 2022
ASX Settlement. ASX Settlement Pty Limited. ATM. Automated teller machine. AUD.
https://www.rba.gov.au/publications/annual-reports/psb/2022/abbreviations.html

Where's the Money? An Investigation into the Whereabouts and Uses of Australian Banknotes

1 Dec 2018 RDP 2018-12
Richard Finlay, Andrew Staib and Max Wakefield
Only the data for Figures 1, 2, 3 (except the gender panel data), 11, 16, 17, 18, 19 (except the USD per AUD series due to 3rd party provider agreement) and
https://www.rba.gov.au/publications/rdp/2018/2018-12/read-me.html

A Structural Vector Autoregression Model of Monetary Policy in Australia

1 Dec 2009 RDP PDF 818KB
Domestic producers, however, are more. likely to be concerned with the AUD value. ... USD Exchange RateUSD/AUD. -0.6. -0.5. -0.4. -0.3. -0.2. -0.1. 0.0. 0.1.
https://www.rba.gov.au/publications/rdp/1999/pdf/rdp1999-11.pdf

List of graphs

20 Sep 2018 PSB Annual Report – 2018
Graph 20: Outstanding AUD-denominated OTC Interest Rate Derivatives.
https://www.rba.gov.au/publications/annual-reports/psb/2018/graphs.html

Identifying the Efficacy of Central Bank Interventions: Evidence from Australia

8 May 2012 RDP PDF 128KB
Switzerland CHF/USD 03/01/1986 29/12/1999 –545 150 3.9. Australia AUD/USD 13/12/1983 30/07/1999 –932 436 42.3. ... et = Em {et1|t. } it it ρt (1). 12 The BIS survey lists the AUD/USD currency pair as the ninth most traded at that time.
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-04.pdf