Search: floating exchange rate
RBA Glossary definition for floating exchange rate
floating exchange rate – Exchange rates determined by market forces based on the demand for and supply of a currency.
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Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions
3 Jan 2023
RDP
2022-09
The estimation sample begins in the March quarter 1984 (following the floating of Australia's exchange rate in December 1983) and ends in the December quarter 2019 (before the onset of ... Note that the responses of output and the exchange rate are left
https://www.rba.gov.au/publications/rdp/2022/2022-09/full.html
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Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions
29 Dec 2022
RDP
PDF
1886KB
rate responses, although the posterior lower probability that the exchange rate appreciates on. ... and exchange rate depreciations, I consider combining these restrictions with restrictions on the.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-09.pdf
The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
24 May 2022
RDP
2022-02
OIS rates provide a measure of market expectations for the evolution of the cash rate, and so can be used as at least a partial control to isolate the effect of ... As noted earlier, OIS rates provide a measure of market expectations for the evolution of
https://www.rba.gov.au/publications/rdp/2022/2022-02/full.html
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The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
the ‘OIS rate’) in exchange for receiving a floating interest rate based on the realised daily overnight cash rate, and. ... rate’) in exchange for paying a floating 3- or 6-month bank bill swap rate (BBSW).
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf
References
9 Dec 2019
RDP
2019-11
Mehrotra A and JR Sánchez-Fung (2010), ‘China's Monetary Policy and the Exchange Rate’, Comparative Economic Studies, 52(4), pp 497–514. ... PBC (People's Bank of China) (2005), ‘Public Announce of the People's Bank of China on Reforming the RMB
https://www.rba.gov.au/publications/rdp/2019/2019-11/references.html
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China’s Evolving Monetary Policy Framework in International Context
4 Dec 2019
RDP
PDF
1923KB
of the exchange rate (e.g. Geiger 2006; Laurens and Maino 2007; Koivu 2009; Mehrotra and. ... exchange rate, sectoral – are each capable of being adjusted in a timely and reinforcing manner, in.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-11.pdf
A History of Australian Equities
31 Jul 2019
RDP
PDF
1467KB
exchanges. Around this time, companies on the Sydney Stock Exchange had an aggregate market capitalisation. ... Exchange) increased at an annual rate of 30 per cent between 1955 and 1975, and its market.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-04.pdf
Australian Equity Market Facts: 1917–2019
19 Jun 2019
RDP
2019-04
The profits of Australian Guarantee Corporation (the largest hire purchase company on the Sydney Stock Exchange) increased at an annual rate of 30 per cent between 1955 and 1975, and its ... This may reflect that the Sydney Stock Exchange had fewer
https://www.rba.gov.au/publications/rdp/2019/2019-04/australian-equity-market-facts-1917-2019.html
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Data and Stylised Facts
6 May 2018
RDP
2018-05
Some report the ultimate rate they face, while others report rates on the borrowing, as well as on the fixed- and floating-rate legs of their swaps. ... This suggests that declines in the cash rate in recent years have not necessarily flowed through to
https://www.rba.gov.au/publications/rdp/2018/2018-05/data-and-stylised-facts.html
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Do Interest Rates Affect Business Investment? Evidence from Australian Company-level Data
27 Apr 2018
RDP
PDF
1257KB
on the borrowing, as well as on the fixed- and floating-rate legs of their swaps. ... have outstanding floating-rate debt receive higher cash flows when rates fall, which could.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-05.pdf