Search: AUD
RBA Glossary definition for AUD
AUD – Australian dollar (ISO 4217 currency code); A$ is more commonly used.
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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
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
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
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
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
Read me file for Where's the Money‽ An Investigation into the Whereabouts and Uses of Australian Banknotes
6 Dec 2018
RDP
PDF
420KB
RDP 2018-12 supplementary information
https://www.rba.gov.au/publications/rdp/2018/2018-12/rdp-2018-12-read-me.pdf
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
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
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
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