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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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The Effect of Chinese Macroeconomic News on Australian Financial Markets

15 Dec 2016 Bulletin – December 2016
Thomas Mathews
Over the past two decades, economic and financial developments in China have become more important for the Australian economy in many ways. This article focuses on the effect of economic data releases in China on financial markets in Australia, and
https://www.rba.gov.au/publications/bulletin/2016/dec/6.html

The Financial Crisis through the Lens of Foreign Exchange Swap Markets

8 Jun 2010 Bulletin PDF 315KB
Reserve Bank of Australia Bulletin June 2010
https://www.rba.gov.au/publications/bulletin/2010/jun/pdf/bu-0610-7.pdf

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
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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
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Interpreting Market Responses to Economic Data

11 Oct 2010 Bulletin PDF 231KB
Reserve Bank of Australia Bulletin September 2010
https://www.rba.gov.au/publications/bulletin/2010/sep/pdf/bu-0910-5.pdf

Fundamentals, Portfolio Adjustments and the Australian Dollar

10 May 2009 Bulletin – May 2009
Patrick D'Arcy and Emily Poole
These flows were attributed to investors unwinding carry trade positions that had become unprofitable given the sharp depreciation of the AUD/JPY exchange rate. ... close out their carry positions, placing further downward pressure on AUD/JPY, resulting
https://www.rba.gov.au/publications/bulletin/2009/may/1.html

Australian Capital Flows

15 Jun 2017 Bulletin – June 2017
Susan Black, Blair Chapman and Callan Windsor
Capital inflows have underpinned the expansion of Australia's productive capacity for the past 200 years or more. Recently, there have been three noteworthy changes in the composition of these flows. First, most inflows to the mining sector are now
https://www.rba.gov.au/publications/bulletin/2017/jun/3.html

Wage Growth Distribution and Decline among Individuals: 2001-2017

22 Jul 2019 Conferences PDF 4037KB
RBA Annual Conference 2019
https://www.rba.gov.au/publications/confs/2019/pdf/rba-conference-2019-kalb-meekes.pdf

The Australian Foreign Exchange and Derivatives Markets

10 Jun 2005 Bulletin – June 2005
1989. 1992. 1995. 1998. 2001. 2004. AUD/USD. 55.2. 40.3. 42.0. 53.9. ... Around 40 per cent of global trade in the AUD/USD pair occurred in the Australian market in 2004.
https://www.rba.gov.au/publications/bulletin/2005/jun/1.html

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
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