Search: FX
RBA Glossary definition for FX
FX – Foreign exchange
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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
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
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
Domestic Financial Conditions
6 Dec 2023
SMP
- August 2023
PDF
2357KB
https://www.rba.gov.au/publications/smp/2023/aug/pdf/03-domestic-financial-conditions.pdf
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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Towards an Understanding of Australia’s Co-movement with Foreign Business Cycles
1 Dec 2009
RDP
PDF
148KB
x. When ε fx = 0, Australia’s exports are. insensitive to the business cycle in that country. ... For ε fx > 0 , Australia’s exports. and that country’s business cycle will be positively correlated.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9607.pdf
Domestic Financial Conditions
8 Nov 2019
SMP
– November 2019
Spreads of interest rates to OIS in the markets for repurchase agreements (repo) and 3-month foreign exchange (FX) swaps also declined since early 2019 and were broadly unchanged over recent ... For tenors of less than one month, the implied cost of
https://www.rba.gov.au/publications/smp/2019/nov/domestic-financial-conditions.html
References
31 Dec 2014
RDP
2014-12
Econometric Reviews. , 26(2–4), pp 113–172. Aruoba SB, FX Diebold, J Nalewaik, F Schorfheide and D Song (2013), ‘Improving GDP Measurement: A Measurement-Error Perspective’, NBER Working Paper No
https://www.rba.gov.au/publications/rdp/2014/2014-12/references.html
Domestic Financial Conditions
10 Aug 2018
SMP
– August 2018
Graph 3.2. In recent quarters, interest rates in bank bill, repurchase agreement (repo) and foreign exchange (FX) swap markets have risen noticeably towards the end of the quarter, before easing ... In net terms, banks operating in Australia have been
https://www.rba.gov.au/publications/smp/2018/aug/domestic-financial-conditions.html
The Well-meaning Economist
5 Sep 2019
RDP
PDF
2044KB
The Well-meaning Economist. Adam Gorajek. Research Discussion Paper. R D P 2019 - 08. Figures in this publication were generated using Mathematica. The contents of this publication shall not be reproduced, sold or distributed without the prior
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-08.pdf