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RBA Glossary definition for AUD

AUD – Australian dollar (ISO 4217 currency code); A$ is more commonly used.

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Appendix A: Literature Review

28 Jan 2020 RDP 2020-01
Benjamin Beckers
AUD/USD exchange rate.
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-a.html
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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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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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Box B: Foreign Currency Exposure and Hedging Practices of Australian Banks

24 Mar 2010 FSR - March 2010 PDF 136KB
https://www.rba.gov.au/publications/fsr/2010/mar/pdf/box-b.pdf

Motivation and Data

31 Dec 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
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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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

Financial Market Volatility – Some Facts

1 Dec 1995 RDP 9513
David Gruen
The regressions use 5 exchange rates and their corresponding price differentials: AUD/USD, USD/YEN, USD/DEM, GBP/USD, USD/CAD. ... 1981–87. 1988–95. 1973–87 to 1988–95. AUD/USD. 2.3. 2.9. 2.5. 1.8. AUD/YEN.
https://www.rba.gov.au/publications/rdp/1995/9513/fin-market-volatility.html

Where's the Money? An Investigation into the Whereabouts and Uses of Australian Banknotes

1 Dec 2018 RDP 2018-12
Richard Finlay, Andrew Staib and Max Wakefield
Only the data for Figures 1, 2, 3 (except the gender panel data), 11, 16, 17, 18, 19 (except the USD per AUD series due to 3rd party provider agreement) and
https://www.rba.gov.au/publications/rdp/2018/2018-12/read-me.html

Regulatory Developments

4 Oct 2019 FSR – October 2019
SSFs exposed to AUD liquidity risk. ... This will ensure that, if future Australian-licensed systemically important SSFs were to adopt settlement models involving AUD liquidity risks, they would have backstops to help manage these risks.
https://www.rba.gov.au/publications/fsr/2019/oct/regulatory-developments.html

Forecasts

11 Sep 2015 RDP 2015-04
Christian Gillitzer
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