Search: USD
RBA Glossary definition for USD
USD – US dollar. Also referred to as US$.
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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
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1464KB
three-month JPY or USD London Interbank Offered Rate (LIBOR), and swapping the proceeds. ... swaps directed into USD were not profitable for the supervised major banks until forward rates.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf
Volatility of the Australian Dollar Exchange Rate
19 Nov 2012
RDP
PDF
525KB
AUD/USD 1980 1981 1982 1983 1980-1983. 1984 1985 1986 1987 1988 1989 1984-1989. ... AUD/USD AUD/TWI AUD/ MERM. Standard Deviation of Daily Percentage Change. 1980 0.22 0.06 n.a.
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9010.pdf
The Impact of Real and Nominal Shocks on Australian Real Exchange Rates
31 Jan 2006
RDP
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634KB
Their effect is, however, much less pronounced than for the AUD/USD rate. ... 30. Figure 4: Responses to Nominal Shocks. AUD/USD RESPONSE TO AUSTRALIAN NOMlNAL SHOCK.
https://www.rba.gov.au/publications/rdp/1992/pdf/rdp9201.pdf
The Response of Financial Markets in Australia and New Zealand to News about the Asian Crisis
1 Dec 2009
RDP
PDF
676KB
On the other hand, the exchange rates of the two currencies against the USD moved together, reflecting that these currencies are generally traded as a bloc. ... The estimated coefficients on the news dummies are positive, implying that bad news in Asia
https://www.rba.gov.au/publications/rdp/2001/pdf/rdp2001-03.pdf
Financial Market Volatility and the World-wide Fall in Inflation
1 Dec 2009
RDP
PDF
170KB
Theregressions use 5 exchange rates and their corresponding price differentials: AUD/USD, USD/YEN,USD/DEM, GBP/USD, USD/CAD. ... Exchange rate volatilities Percentage change1973-80 1981-87 1988-95 1973-87 to. 1988-95AUD/USD 2.3 2.9 2.5 -1.8AUD/YEN 3.4
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9513.pdf
Read me file for Where's the Money‽ An Investigation into the Whereabouts and Uses of Australian Banknotes
6 Dec 2018
RDP
PDF
420KB
RDP 2018-12 supplementary information
https://www.rba.gov.au/publications/rdp/2018/2018-12/rdp-2018-12-read-me.pdf
Measuring Traded Market Risk: Value-at-risk and Backtesting Techniques
1 Dec 2009
RDP
PDF
400KB
JPY.USD USD. =. . . . = . . σ σ. ... v [ ]. JPY USDJPY JPY.USD. JPY.USD USD. JPY. USD=. .
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9708.pdf
Identifying the Efficacy of Central Bank Interventions: Evidence from Australia
8 May 2012
RDP
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128KB
US$ million) days withintervention. Minimum Maximum (Per cent). US DEM/USD 01/07/1983 31/12/1998 –797 950 5.6. ... Theaverage daily turnover for the USD/DEM, USD/JPY and USD/CHF was US$192.2 billion,US$154.8 billion, and US$48.8 billion, respectively.
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-04.pdf
Australian Financial Market Volatility: An Exploration of Cross-country and Cross-market Linkages
1 Dec 2009
RDP
PDF
776KB
As might be expected, theTWI had more consistent volatility than the USD/AUD. ... Table 3: Exchange Rate Volatility (Feb 1987-Feb 1996)Daily percentage changes. USD/AUDexchange.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9609.pdf
Online Appendix: Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
PDF
378KB
RDP 2019-03 online appendix
https://www.rba.gov.au/publications/rdp/2019/2019-03/rdp-2019-03-online-appendix.pdf