Search: AUD
RBA Glossary definition for AUD
AUD – Australian dollar (ISO 4217 currency code); A$ is more commonly used.
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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
Stability of the Variance-covariance Matrix
1 May 1999
RDP
1999-04
The USD/AUD and DEM/AUD covariance matrix and the 90-day bank accepted bill and overnight cash rate covariance matrix appear to be less stable than the other bivariate systems.
https://www.rba.gov.au/publications/rdp/1999/1999-04/stability-of-the-variance-covariance-matrix.html