Search: AUD
RBA Glossary definition for AUD
AUD – Australian dollar (ISO 4217 currency code); A$ is more commonly used.
Search Results
The Response of Financial Markets in Australia and New Zealand to News about the Asian Crisis
1 Dec 2009
RDP
PDF
676KB
The relatively constant volatility of the AUD/NZD cross-rate reflects that these two currencies are generally traded as a bloc. ... 13. Figure 4: AUD/NZD Volatility. l l l l l l l l 0.
https://www.rba.gov.au/publications/rdp/2001/pdf/rdp2001-03.pdf
The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
Table 1: Summary Statistics. Panel A: Loans outstanding at lender-borrower-day-market level, in AUD millions, pre-logs. ... We measure this in billions of AUD, add one, then take the natural logarithm.
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
See 3 more results from "RDP 2021-01"
The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
Panel A: Loans outstanding at lender-borrower-day-market level, in AUD millions, pre-logs. ... measure this in billions of AUD, add one, then take the natural logarithm.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Value-at-risk
1 Nov 1997
RDP
9708
10,000 / 0.8022). Change in portfolio value or delta (AUD). Position 1. ... The standard deviation of changes in the portfolio's total value is 46 AUD.
https://www.rba.gov.au/publications/rdp/1997/9708/value-at-risk.html
Financial Market Volatility and the World-wide Fall in Inflation
1 Dec 2009
RDP
PDF
170KB
Theregressions use 5 exchange rates and their corresponding price differentials: AUD/USD, USD/YEN,USD/DEM, GBP/USD, USD/CAD. ... c) The regressions use 13 exchange rates and their corresponding inflation differentials: AUD/USD,AUD/YEN, AUD/DEM, AUD/CAD,
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9513.pdf
Australian Financial Market Volatility: An Exploration of Cross-country and Cross-market Linkages
1 Dec 2009
RDP
PDF
776KB
As might be expected, theTWI had more consistent volatility than the USD/AUD. ... volatility, but the USD/AUD was also distinctlymore subdued than the other bilateral rates.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9609.pdf
Read me file for Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
388KB
RDP 2019-09 supplementary information
https://www.rba.gov.au/publications/rdp/2019/2019-09/rdp-2019-09-read-me.pdf
The Impact of Hedge Funds on Financial Markets: Lessons from the Experience of Australia
7 Dec 2006
Conferences
PDF
35KB
RBA Conference Volume 1999
https://www.rba.gov.au/publications/confs/1999/pdf/rankin.pdf
The Impact of Hedge Funds on Financial Markets: Lessons from the Experience of Australia | Conference – 1999
9 Aug 1999
Conferences
0.0015. 1.67. AUD(1). 0.17. 3.05. 0.15. 2.69. WCFI(1). 0.04. 1.14. 0.02. ... AUD is the Australian dollar/US dollar bilateral exchange rate (log). D in front of a variable indicates that it is in first differences.
https://www.rba.gov.au/publications/confs/1999/rankin.html
Conclusion
1 Nov 1996
RDP
9609
The volatility of daily percentage changes in the USD/AUD exchange rate records the lowest period average out of the five currencies that are examined. ... Econometric tests as well as visual inspection, reveal a clear downward trend in the volatility
https://www.rba.gov.au/publications/rdp/1996/9609/conclusion.html
See 1 more results from "RDP 9609"