Search: FX
RBA Glossary definition for FX
FX – Foreign exchange
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Appendix B: Time Line of Chinese Financial Reforms
31 Dec 2014
RDP
2014-10
The PBC introduces outright forward foreign exchange (FX) contracts to the CFETS. ... 2006. Renminbi FX swaps are introduced, over-the-counter trading of the renminbi is permitted and a market-making system is created.
https://www.rba.gov.au/publications/rdp/2014/2014-10/appendix-b.html
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References
13 Sep 2019
RDP
2019-09
651. Sushko V, C Borio, R McCauley and P McGuire (2016), ‘The Failure of Covered Interest Parity: FX Hedging Demand and Costly Balance Sheets’, BIS Working Papers No 590.
https://www.rba.gov.au/publications/rdp/2019/2019-09/references.html
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References
31 Dec 2015
RDP
2015-12
Asian Economic Papers. , 5(2), pp 7–29. Diebold FX (2015), ‘Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests’,. ... Journal of Business & Economic Statistics. , 33(1), pp 1–9.
https://www.rba.gov.au/publications/rdp/2015/2015-12/references.html
Measuring Traded Market Risk: Value-at-risk and Backtesting Techniques
1 Dec 2009
RDP
PDF
400KB
Table 3 shows the change in the portfoliogiven a 1 per cent move in each of the spot FX rates. ... Current Revalued (assuming a 1% increase in AUD). FX rates. JPY/AUD 86.46 87.32 (1.01 x 86.46).
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9708.pdf
Property Prices and Bank Risk-taking | Conference – 2012
20 Aug 2012
Conferences
In Europe, a similar trend took the form of a sharp increase in the share of FX-denominated loans. ... The lower interest rate attached to FX-denominated contracts increased affordability and reduced idiosyncratic risk.
https://www.rba.gov.au/publications/confs/2012/dellariccia.html
Forward-looking Behaviour and Credibility: Some Evidence and Implications for Policy
1 Dec 2009
RDP
PDF
343KB
FORWARD-LOOKING BEHAVIOUR AND CREDIBILITY:SOME EVIDENCE AND IMPLICATIONS FOR POLICY. Gordon de Brouwer and Luci Ellis. Research Discussion Paper9803. February 1998. Economic Group. Reserve Bank of Australia. This paper was prepared for the Model
https://www.rba.gov.au/publications/rdp/1998/pdf/rdp9803.pdf
G-20 Comparisons of Incomes and Prices: What can we Learn from the International Comparison Program?
11 Sep 2002
Conferences
PDF
97KB
Wide variations across countries in the prices of non-tradedgoods and services are not reflected in the market for foreign exchange (FX). ... Indeed, the Balassa-Samuelson argument2 suggeststhat FX income comparisons tend to exaggerate international
https://www.rba.gov.au/publications/confs/2002/pdf/dowrick.pdf
Discussion on Central Bank Liquidity Provision and Core Funding Markets | Conference – 2013
19 Aug 2013
Conferences
The success of the central bank foreign exchange (FX) swap lines is easy enough to understand. ... either secured against local currency (as in an FX swap) or against local currency-denominated securities.
https://www.rba.gov.au/publications/confs/2013/johnson-santor-disc.html
References
11 Sep 2019
RDP
2019-08
Christoffersen PF and FX Diebold (1997), ‘Optimal Prediction under Asymmetric Loss’, Econometric Theory, 13(6), pp 808–817.
https://www.rba.gov.au/publications/rdp/2019/2019-08/references.html
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A Select Bibliography of Published Research by Staff of the Reserve Bank of Australia: 1991–2001
1 Dec 2009
RDP
PDF
201KB
9203 Blundell-Wignall A and FX Browne, ‘Real Exchange Rates and the Globalisation of Financial Markets’. ... 9209 Blundell-Wignall A, FX Browne, S Cavaglia and A Tarditi, ‘Financial Liberalisation and Consumption Behaviour’.9.
https://www.rba.gov.au/publications/rdp/2001/pdf/rdp2001-10.pdf