Search: FX
RBA Glossary definition for FX
FX – Foreign exchange
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References
13 Sep 2019
RDP
2019-09
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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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
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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The Well-meaning Economist
5 Sep 2019
RDP
PDF
2044KB
The Well-meaning Economist. Adam Gorajek. Research Discussion Paper. R D P 2019 - 08. Figures in this publication were generated using Mathematica. The contents of this publication shall not be reproduced, sold or distributed without the prior
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-08.pdf
What Determines the Strength of Spillovers?
23 Apr 2019
RDP
2019-03
Table 8: Distinguishing FX and Financial Channels. Foreign currency debt. Portfolio equity from originator. ... FX volatility is calculated from the bilateral exchange rate between the originator and recipient economies.
https://www.rba.gov.au/publications/rdp/2019/2019-03/what-determines-the-strength-of-spillovers.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
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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Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve’s Approach
27 Feb 2017
RDP
PDF
1444KB
Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting. Errors: The Federal Reserve’s Approach. David Reifschneider and Peter Tulip. Research Discussion Paper. R D P 2017- 01. The contents of this publication shall not be
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-01.pdf
References
31 Dec 2015
RDP
2015-12
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
Modelling the Australian Dollar
1 Oct 2015
RDP
PDF
1421KB
Research Discussion Paper. Modelling the Australian Dollar. Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright. RDP 2015-12. The contents of this publication shall not be reproduced, sold or distributed without
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-12.pdf