Search: TWI

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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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Conclusion

1 Nov 1996 RDP 9609
Tro Kortian and James O'Regan
These tests however also reveal a slight positive trend in the volatility of the TWI, possibly reflecting the higher volatility of the JPY/USD exchange rate in recent years.
https://www.rba.gov.au/publications/rdp/1996/9609/conclusion.html

Other Stylised Facts

1 Nov 1996 RDP 9609
Tro Kortian and James O'Regan
0.56. 0.16. TWI-US$/$A. 0.48. 0.78. 0.52. 0.77. Intra-US markets. Share-bond. 0.19. ... 0.16. 0.04. 0.18. TWI-US$/$A. 0.52. 0.73. 0.67. 0.64. Intra-US markets. Share-Bond.
https://www.rba.gov.au/publications/rdp/1996/9609/other-stylised-facts.html

Australia and the US: Cross-Market Linkages

1 Nov 1996 RDP 9609
Tro Kortian and James O'Regan
US share prices, changes in Australian share prices, and movements in the Australia's TWI exchange rate. ... This is followed by changes in US bond yields, and contemporaneous percentage changes in the TWI exchange rate.
https://www.rba.gov.au/publications/rdp/1996/9609/australia-and-the-us-cross-market-linkages.html

Bond, Share and Foreign Exchange Markets: Descriptive Statistics and Correlations

1 Nov 1996 RDP 9609
Tro Kortian and James O'Regan
USD/AUD. exchange rate. TWI. exchange rate. JPY/USD. exchange rate. DEM/USD. exchange rate. ... When combined with their lower troughs, this gives the AUD and the TWI the highest tension coefficients.
https://www.rba.gov.au/publications/rdp/1996/9609/bond-share-and-foreign-exchange-markets-descriptive-statistics-and-correlations.html