Search: FX
RBA Glossary definition for FX
FX – Foreign exchange
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Domestic Financial Markets
10 Aug 2016
SMP
– August 2016
This widening appears to reflect heightened demand for secured funding from market participants responding to arbitrage opportunities in the bond futures and foreign exchange (FX) swap markets. ... In the FX swap market, Australian dollars can be lent
https://www.rba.gov.au/publications/smp/2016/aug/domestic-financial-markets.html
Towards an Understanding of Australia’s Co-movement with Foreign Business Cycles
1 Dec 2009
RDP
PDF
148KB
x. When ε fx = 0, Australia’s exports are. insensitive to the business cycle in that country. ... For ε fx > 0 , Australia’s exports. and that country’s business cycle will be positively correlated.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9607.pdf
The Decline in Australian Output Volatality
1 Dec 2009
RDP
PDF
151KB
Diebold FX and GD Rudebusch (1990), ‘A Nonparametric Investigation ofDuration Dependence in the American Business Cycle’, Journal of PoliticalEconomy, 98(3), pp 596–616. ... Diebold FX and GD Rudebusch (1992), ‘Have Postwar Economic
https://www.rba.gov.au/publications/rdp/2001/pdf/rdp2001-01.pdf
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
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 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
Domestic Financial Conditions
27 Nov 2018
SMP
– November 2018
In contrast, US dollar money market rates have increased recently. The cost of raising US dollar funding and then converting these funds into Australian dollars in the foreign exchange (FX) swap ... Bank bill and FX swap markets have been less volatile
https://www.rba.gov.au/publications/smp/2018/nov/domestic-financial-conditions.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
Statement on Monetary Policy
6 Dec 2023
SMP
- August 2023
PDF
9542KB
https://www.rba.gov.au/publications/smp/2023/aug/pdf/statement-on-monetary-policy-2023-08.pdf