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RBA Glossary definition for USD

USD – US dollar. Also referred to as US$.

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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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Online Appendix - MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy

25 Nov 2019 RDP PDF 624KB
RDP 2019-07 online appendix
https://www.rba.gov.au/publications/rdp/2019/2019-07/rdp-2019-07-online-appendix.pdf

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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Estimation Results

1 Dec 1999 RDP 1999-11
Andrea Brischetto and Graham Voss
The foreign variables are a current USD spot price for oil and the US Federal Funds rate. ... t. is defined as the logarithm of the USD price of the domestic currency).
https://www.rba.gov.au/publications/rdp/1999/1999-11/estimation-results.html
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Profits from Intervention

31 Dec 2004 RDP 2004-06
Chris Becker and Michael Sinclair
b) 12 December 1983 to 23 September 1991; USD 100 per cent, DEM 0 per cent, JPY 0 per cent. ... c) 24 September 1991 to 2 September 1997; USD 40 per cent, DEM 30 per cent, JPY 30 per cent.
https://www.rba.gov.au/publications/rdp/2004/2004-06/profits-from-intervention.html

Funding Flows and Credit in Carry Trade Economies | Conference – 2013

19 Aug 2013 Conferences
Silvia Miranda Agrippino and Hélène Rey
In Figure 2, we show the response of the AUD/USD exchange rate to a 50 basis point increase in the spread of the Australian policy rate over the US federal ... House price indices: Source: BIS and OECD. Nominal GDP data in USD: original data in national
https://www.rba.gov.au/publications/confs/2013/mirandaagrippino-rey.html

Results

31 Dec 2003 RDP 2003-04
Jonathan Kearns and Roberto Rigobon
Table 3 presents the results from an EGARCH(1,1) model of log changes in the AUD/USD exchange rate over the full sample, and in each of the high- and
https://www.rba.gov.au/publications/rdp/2003/2003-04/results.html
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Discussion on The Case for Inflation Targeting in East Asian Countries | Conference – 2001

24 Jul 2001 Conferences
442. 209. 158. Large firms. 385. 377. 209. 199. Firms with USD debt.
https://www.rba.gov.au/publications/confs/2001/debelle-disc.html

The Role of Collateral in Borrowing

14 Jan 2021 RDP PDF 1784KB
transactions. 1 The TED spread is between the 3-month LIBOR based on USD and the 3-month US Treasury bill rate.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf

Appendix A: Data

31 Dec 2001 RDP 2001-02
Jacqueline Dwyer and Kenneth Leong
Calculated using the US dollar price per barrel of West Texas Intermediate crude oil and the AUD/USD exchange rate.
https://www.rba.gov.au/publications/rdp/2001/2001-02/appendix-a.html