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RBA Glossary definition for FX

FX – Foreign exchange

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Explaining Monetary Spillovers: The Matrix Reloaded

1 Apr 2019 RDP 2019-03
Jonathan Kearns, Andreas Schrimpf and Fan Dora Xia
Alternatively, they may intervene in the FX market to smooth the bilateral exchange rate. ... Hence, one would expect FX volatility and spillover strengths to be negatively correlated.
https://www.rba.gov.au/publications/rdp/2019/2019-03/full.html
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Explaining Monetary Spillovers: The Matrix Reloaded

8 Apr 2019 RDP PDF 1861KB
16. 6.1 Domestic Economic Conditions 16. 6.2 FX Regime Channel 18. ... realised FX volatility from squared daily changes of spot exchange rates (see, for example,.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-03.pdf

References

8 Mar 2017 RDP 2017-01
David Reifschneider and Peter Tulip
Diebold FX and RS Mariano (1995), ‘Comparing Predictive Accuracy’, Journal of Business and Economic Statistics, 13(July), pp 253–263. ... Diebold FX, F Schorfheide and M Shin (2016), ‘Real-Time Forecast Evaluation of DSGE Models with Stochastic
https://www.rba.gov.au/publications/rdp/2017/2017-01/references.html
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References

16 May 2008 RDP 2008-02
Hugo Gerard and Kristoffer Nimark
Diebold FX, TA Gunther and AS Tay (1998), ‘Evaluating Density Forecasts with Applications to Financial Risk Management’, International Economic Review, 39(4), pp 863–883. ... Diebold FX, J Hahn and AS Tay (1999), ‘Multivariate Density Forecast
https://www.rba.gov.au/publications/rdp/2008/2008-02/references.html

References

13 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
651. Sushko V, C Borio, R McCauley and P McGuire (2016), ‘The Failure of Covered Interest Parity: FX Hedging Demand and Costly Balance Sheets’, BIS Working Papers No 590.
https://www.rba.gov.au/publications/rdp/2019/2019-09/references.html
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References

31 Dec 2001 RDP 2001-01
John Simon
Diebold FX and GD Rudebusch (1990), ‘A Nonparametric Investigation of Duration Dependence in the American Business Cycle’, Journal of Political Economy, 98(3), pp 596–616. ... Diebold FX and GD Rudebusch (1992), ‘Have Postwar Economic
https://www.rba.gov.au/publications/rdp/2001/2001-01/references.html

References

31 Dec 2015 RDP 2015-12
Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright
Asian Economic Papers. , 5(2), pp 7–29. Diebold FX (2015), ‘Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests’,. ... Journal of Business & Economic Statistics. , 33(1), pp 1–9.
https://www.rba.gov.au/publications/rdp/2015/2015-12/references.html

Appendix B: Time Line of Chinese Financial Reforms

31 Dec 2014 RDP 2014-10
Alexander Ballantyne, Jonathan Hambur, Ivan Roberts and Michelle Wright
The PBC introduces outright forward foreign exchange (FX) contracts to the CFETS. ... 2006. Renminbi FX swaps are introduced, over-the-counter trading of the renminbi is permitted and a market-making system is created.
https://www.rba.gov.au/publications/rdp/2014/2014-10/appendix-b.html
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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?

12 Sep 2019 RDP PDF 1464KB
leg. Investment. leg. Total0. 20. 40. 60. 80. %FX swaps. Baseline.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf

References

11 Sep 2019 RDP 2019-08
Adam Gorajek
Christoffersen PF and FX Diebold (1997), ‘Optimal Prediction under Asymmetric Loss’, Econometric Theory, 13(6), pp 808–817.
https://www.rba.gov.au/publications/rdp/2019/2019-08/references.html
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