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RBA Glossary definition for TWI

TWI – Trade-weighted index. The TWI is the weighted average value of the Australian dollar in relation to the currencies of Australia's trading partners. The base level was set at 100 in May 1970. The TWI is calculated daily at 4 pm.

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Skewness

1 Oct 1989 RDP 8906
Jeremy Smith and David W.R. Gruen
Currency a. $US. ¥. £. DM. $C. TWI. Period. Jan 79 – Dec 83. ... of $A Against the TWI, Jan 86 to Apr 89 Using Dataset B.
https://www.rba.gov.au/publications/rdp/1989/8906/skewness.html

Data Appendix

1 Oct 1989 RDP 8906
Jeremy Smith and David W.R. Gruen
The TWI is from the Reserve Bank of Australia (RBA) at 4 p.m. ... TWI. For both datasets, cross-rates are derived by dividing the appropriate rates (e.g., for dataset B, ¥/£ is derived as [¥/$A]/[£/$A]).
https://www.rba.gov.au/publications/rdp/1989/8906/data-appendix.html

Discussion

1 Oct 1989 RDP 8906
Jeremy Smith and David W.R. Gruen
From the beginning of Feb to 8 Mar 85, the $A fell 16% against the $US and 13% against the TWI.
https://www.rba.gov.au/publications/rdp/1989/8906/discussion.html

Appendix D

1 Oct 1989 RDP 8906
Jeremy Smith and David W.R. Gruen
With the exception of the TWI data (which is quoted to three figures), all our exchange rate data is quoted to (at least) four significant figures, so it is unlikely that
https://www.rba.gov.au/publications/rdp/1989/8906/appendix-d.html

Exchange Rate Expectations and the Forward Rate

1 Oct 1989 RDP 8906
Jeremy Smith and David W.R. Gruen
RDP 8906: A Random Walk Around the $A: Expectations, Risk, Interest Rates and Consequences for External Imbalance II. Exchange Rate Expectations and the Forward Rate. Jeremy Smith and David W. R. Gruen. October 1989. Download the Paper 1.72. MB. To
https://www.rba.gov.au/publications/rdp/1989/8906/exchange-rate-expectations-and-the-forward-rate.html