Search: AUD
RBA Glossary definition for AUD
AUD – Australian dollar (ISO 4217 currency code); A$ is more commonly used.
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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 Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
1464KB
of Australian dollars (AUD) into the foreign currency. Specifically, it is the return earned from. ... lending AUD against the foreign currency in the spot market, investing the foreign currency in.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf
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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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
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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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
The Financial Crisis through the Lens of Foreign Exchange Swap Markets
8 Jun 2010
Bulletin
PDF
315KB
Reserve Bank of Australia Bulletin June 2010
https://www.rba.gov.au/publications/bulletin/2010/jun/pdf/bu-0610-7.pdf
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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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
Forecasts
11 Sep 2015
RDP
2015-04
Prices. Underlying inflation. Import prices – quarterly percentage change. Oil price (AUD) – quarterly percentage change.
https://www.rba.gov.au/publications/rdp/2015/2015-04/forecasts.html