Search: FX

Sort by: Relevance Date
2130 of 43 search results for FX

RBA Glossary definition for FX

FX – Foreign exchange

Search Results

Value-at-risk

1 Nov 1997 RDP 9708
Colleen Cassidy and Marianne Gizycki
Table 2: Portfolio Value as at 5 June 1996. Spot FX rate. ... Table 3 shows the change in the portfolio given a 1 per cent move in each of the spot FX rates.
https://www.rba.gov.au/publications/rdp/1997/9708/value-at-risk.html

Appendix 1: Summary of Deregulation in Banking and in Deposit and Loan Markets

1 Sep 1995 RDP 9506
Gordon de Brouwer
November 1980. prescribed interest rate band widened; interest rates on bank debentures, NCDs, FX deposits and interbank call loans liberalised.
https://www.rba.gov.au/publications/rdp/1995/9506/appendix-1.html

References

31 Dec 2014 RDP 2014-09
David Genesove and James Hansen
The Review of Economic Studies. , 58(3), pp 529–546. Diebold FX and RS Mariano (1995), ‘Comparing Predictive Accuracy’,.
https://www.rba.gov.au/publications/rdp/2014/2014-09/references.html

Background | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations

7 Jun 2011 Consultations
Within the local market, trading was dominated by interest rate and foreign exchange (FX) derivatives, with only small amounts of activity in equity, commodity and credit derivatives. ... The US Treasury's decision regarding an exemption for certain FX
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/background.html

References

31 Dec 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
Andersen TG, T Bollerslev, FX Diebold and P Labys (1999), ‘The Distribution of Exchange Rate Volatility’, Wharton Financial Institutions Center Working Paper No 99–08, University of Pennsylvania.
https://www.rba.gov.au/publications/rdp/2001/2001-03/references.html

References

31 Dec 2003 RDP 2003-12
Tim Robinson, Andrew Stone and Marileze van Zyl
Diebold FX and JA Lopez (1996), ‘Forecast evaluation and combination’, in GS Maddala and CR Rao (eds), Handbook of statistics, 14, North-Holland, Amsterdam, pp 241–268.
https://www.rba.gov.au/publications/rdp/2003/2003-12/references.html

Financial Reform in Australia and China

4 Feb 2015 RDP PDF 1153KB
Research Discussion Paper. Financial Reform in Australia and China. Alexander Ballantyne, Jonathan Hambur, Ivan Roberts and Michelle Wright. RDP 2014-10. The Discussion Paper series is intended to make the results of the current economic research
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-10.pdf

References

1 Oct 1989 RDP 8906
Jeremy Smith and David W.R. Gruen
Hunt, B. (1987), ‘Propheteering in the Australian FX Market’, Working Paper No.
https://www.rba.gov.au/publications/rdp/1989/8906/references.html

References

31 Dec 2012 RDP 2012-07
Peter Tulip and Stephanie Wallace
Diebold FX and RS Mariano (1995), ‘Comparing Predictive Accuracy’,. Journal of Business & Economic Statistics. ,
https://www.rba.gov.au/publications/rdp/2012/2012-07/references.html

OTC Derivatives Markets in Australia | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations

7 Jun 2011 Consultations
As with Australia, global activity is dominated by interest rate and FX derivatives, though credit derivatives have grown strongly over the past decade. ... Similarly for FX derivatives, the vast bulk of activity is accounted for by transactions with a
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/otc-derivatives-markets-australia.html