Search: AUD
RBA Glossary definition for AUD
AUD – Australian dollar (ISO 4217 currency code); A$ is more commonly used.
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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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Motivation and Data
31 Dec 2001
RDP
2001-03
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
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
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
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
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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Supervisory Aspects of Options Pricing
10 Apr 1997
Bulletin
– April 1997
10-year. bonds. AUD/USD. AUD/JPY. 1995–1997. 10.41. 16.53. 7.28. 14.34. 10.90. 9.33. ... 14.34. 14.20. 8.44. 12.71. 17.21. 18.70. Data Sample: 2 January 1987 to 19 March 1997 (90-day bank bills, 10-year bonds, USD/AUD,
https://www.rba.gov.au/publications/bulletin/1997/apr/2.html
Foreign Currency Exposure and Hedging in Australia
14 Dec 2009
Bulletin
PDF
181KB
Reserve Bank of Australia Bulletin December 2009
https://www.rba.gov.au/publications/bulletin/2009/dec/pdf/bu-1209-1.pdf
The Profitability of Speculators in Currency Futures Markets
2 Dec 2009
RDP
PDF
142KB
2003).Some observations are missing within the AUD sample where there were not enough large traders. ... do not Granger-cause speculator net position. Null hypothesis AUD GBP JPY CAD CHF DEM/EUR.
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-07.pdf