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RBA Glossary definition for FX

FX – Foreign exchange

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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

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

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

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

Author Index

31 Dec 2001 RDP 2001-10
Susan Hornby and Ivan Roberts
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
See 1 more results from "RDP 2001-10"

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

Similar Shocks, Different Responses: Australia versus Chile 1997–1999

31 Dec 2004 RDP 2004-03
Ricardo J Caballero, Kevin Cowan and Jonathan Kearns
In this specification Fx is currency derivative turnover in 2001 scaled by nominal GDP, y is per capita income on a PPP basis for the period 1996–2000, trade is the
https://www.rba.gov.au/publications/rdp/2004/2004-03/similar-shocks-different-responses-australia-versus-chile-1997-1999.html