Search: FX
RBA Glossary definition for FX
FX – Foreign exchange
Search Results
Topic: Finance
12 Mar 2019
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/finance/
2023
14 Dec 2022
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2023/
OTC Derivatives Reforms and the Australian Cross-currency Swap Market
19 Jun 2013
Bulletin
PDF
241KB
Reserve Bank of Australia Bulletin June 2013
https://www.rba.gov.au/publications/bulletin/2013/jun/pdf/bu-0613-7.pdf
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
References
8 Mar 2017
RDP
2017-01
Diebold FX and RS Mariano (1995), ‘Comparing Predictive Accuracy’, Journal of Business and Economic Statistics, 13(July), pp 253–263. ... Diebold FX, F Schorfheide and M Shin (2016), ‘Real-Time Forecast Evaluation of DSGE Models with Stochastic
https://www.rba.gov.au/publications/rdp/2017/2017-01/references.html
See 1 more results from "RDP 2017-01"
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
References
31 Dec 2001
RDP
2001-01
Diebold FX and GD Rudebusch (1990), ‘A Nonparametric Investigation of Duration Dependence in the American Business Cycle’, Journal of Political Economy, 98(3), pp 596–616. ... Diebold FX and GD Rudebusch (1992), ‘Have Postwar Economic
https://www.rba.gov.au/publications/rdp/2001/2001-01/references.html
References
16 May 2008
RDP
2008-02
Diebold FX, TA Gunther and AS Tay (1998), ‘Evaluating Density Forecasts with Applications to Financial Risk Management’, International Economic Review, 39(4), pp 863–883. ... Diebold FX, J Hahn and AS Tay (1999), ‘Multivariate Density Forecast
https://www.rba.gov.au/publications/rdp/2008/2008-02/references.html
Australian OTC Derivatives Markets: Insights from the BIS Semiannual Survey
10 Dec 2012
Bulletin
– December 2012
Sources: BIS; RBA. Around half of all foreign exchange (FX) derivatives instruments are FX swaps and a further 40 per cent are cross-currency swaps. ... FX derivatives comprise a higher proportion of Australian banks' outstanding derivatives positions
https://www.rba.gov.au/publications/bulletin/2012/dec/5.html
March | 2022
17 Mar 2022
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2022/mar/