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RBA Glossary definition for FX
FX – Foreign exchange
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Combining Multivariate Density Forecasts Using Predictive Criteria
14 May 2008
RDP
PDF
352KB
Reserve Bank of Australia. Reserve Bank of AustraliaEconomic Research Department. 2008. -02. RESEARCHDISCUSSIONPAPER. Combining Multivariate Density Forecasts Using Predictive Criteria. Hugo Gerard andKristoffer Nimark. RDP 2008-02. COMBINING
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-02.pdf
Value-at-risk
1 Nov 1997
RDP
9708
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
References
31 Dec 2014
RDP
2014-09
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
Appendix 1: Summary of Deregulation in Banking and in Deposit and Loan Markets
1 Sep 1995
RDP
9506
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 2001
RDP
2001-03
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
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
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
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
Author Index
31 Dec 2001
RDP
2001-10
Brock H, 25. Browne FX, 4, 5. Bullock ML, 3, 5, 18, 30.
https://www.rba.gov.au/publications/rdp/2001/2001-10/author-index.html
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