Search: AUD
RBA Glossary definition for AUD
AUD – Australian dollar (ISO 4217 currency code); A$ is more commonly used.
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The Impact of Real and Nominal Shocks on Australian Real Exchange Rates
31 Jan 2006
RDP
PDF
634KB
Their effect is, however, much less pronounced than for the AUD/USD rate. ... The. Figure 1: Responses to Real Shock. AUD/YEN RESPONSE TO REAL SHOCK.
https://www.rba.gov.au/publications/rdp/1992/pdf/rdp9201.pdf
Capital Flows and Exchange Rate Determination
19 Nov 2012
RDP
PDF
1148KB
Figure 4. NOMINAl EXCHANGE RATE AND REI ATIYE PRICES. USS I AUD YEN I AUD 11DEX 1100::. ... Exchange Rate. US$/AUD YEN/AUD DM/AUD £/AUD. See footnotes Table 2. 22.
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8908.pdf
Volatility of the Australian Dollar Exchange Rate
19 Nov 2012
RDP
PDF
525KB
AUD/USD 1980 1981 1982 1983 1980-1983. 1984 1985 1986 1987 1988 1989 1984-1989. ... AUD/USD AUD/TWI AUD/ MERM. Standard Deviation of Daily Percentage Change. 1980 0.22 0.06 n.a.
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9010.pdf
Appendix
1 Dec 1989
RDP
8908
0.53. 2.01. 0.56. £/AUD. 0.68. 0.58. 3.64. 1.52. See footnotes Table 2. ... Table 4. Exchange. Rate. Δ(i. t. ). Weekly. Monthly. US$/AUD. 1.02.
https://www.rba.gov.au/publications/rdp/1989/8908/appendix.html
See 1 more results from "RDP 8908"
Results
1 Jan 1992
RDP
9201
12. 24. 3. 6. 12. AUD/USD. 4.52. 4.81. 5.00. 1.70. 1.49. ... The shock which permanently appreciates the real AUD/YEN rate reduces unemployment in Australia.
https://www.rba.gov.au/publications/rdp/1992/9201/results.html
See 4 more results from "RDP 9201"
Measuring Traded Market Risk: Value-at-risk and Backtesting Techniques
1 Dec 2009
RDP
PDF
400KB
0.20. 0.25. 0.30. Change in USD/AUD. Relative frequency (LHS). Probability densityfunction (RHS). ... Position 1 JPY/AUD 86.46 100 000 JPY 1 156.60 (100 000/86.46).
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9708.pdf
Appendix A: Data Summary
13 Sep 2019
RDP
2019-09
AUD into JPY. Bloomberg. We assume the JPY leg is. invested in Japanese LIBOR. ... AUD into USD. Bloomberg. We assume the USD leg is. invested in US LIBOR.
https://www.rba.gov.au/publications/rdp/2019/2019-09/appendix-a.html
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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
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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
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