Search: FX
RBA Glossary definition for FX
FX – Foreign exchange
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Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
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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
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
Measuring Traded Market Risk: Value-at-risk and Backtesting Techniques
1 Dec 2009
RDP
PDF
400KB
Table 3 shows the change in the portfoliogiven a 1 per cent move in each of the spot FX rates. ... Current Revalued (assuming a 1% increase in AUD). FX rates. JPY/AUD 86.46 87.32 (1.01 x 86.46).
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9708.pdf
A Select Bibliography of Published Research by Staff of the Reserve Bank of Australia: 1991–2001
1 Dec 2009
RDP
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201KB
9203 Blundell-Wignall A and FX Browne, ‘Real Exchange Rates and the Globalisation of Financial Markets’. ... 9209 Blundell-Wignall A, FX Browne, S Cavaglia and A Tarditi, ‘Financial Liberalisation and Consumption Behaviour’.9.
https://www.rba.gov.au/publications/rdp/2001/pdf/rdp2001-10.pdf
Forward-looking Behaviour and Credibility: Some Evidence and Implications for Policy
1 Dec 2009
RDP
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343KB
FORWARD-LOOKING BEHAVIOUR AND CREDIBILITY:SOME EVIDENCE AND IMPLICATIONS FOR POLICY. Gordon de Brouwer and Luci Ellis. Research Discussion Paper9803. February 1998. Economic Group. Reserve Bank of Australia. This paper was prepared for the Model
https://www.rba.gov.au/publications/rdp/1998/pdf/rdp9803.pdf
Exchange Rate Disconnect Revisited
19 Dec 2023
Research Workshop
PDF
4777KB
RBA Workshop 2023
https://www.rba.gov.au/publications/workshops/research/2023/pdf/rba-workshop-2023-chahrour-cormun-de-leo-guerron-quintana-valchev.pdf
The Role of Establishment Heterogeneity in Sudden Stops
12 Dec 2011
Research Workshop
PDF
2055KB
Reserve Bank of Australia Workshop 2011
https://www.rba.gov.au/publications/workshops/research/2011/pdf/choi.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
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