Search: foreign-currency liquidity
RBA Glossary definition for foreign-currency liquidity
foreign-currency liquidity – The capacity to exchange foreign currency for domestic currency without significantly moving the exchange rate. The extent to which a foreign currency may be traded readily without causing a significant movement in price.
RBA Glossary definition for liquidity
liquidity – The capacity to sell an asset quickly without significantly affecting the price of that asset. Liquidity is also sometimes used to refer to assets that are highly liquid.
Search Results
Modern Approaches to Asset Price Formation: A Survey of Recent Theoretical Literature
30 Nov 2009
RDP
PDF
89KB
Speculation in foreign currency markets was thus perceived by Nurske as adestabilising influence, accentuating and prolonging what otherwise would be small andshort-term fluctuations of a currency around its long-run ... determination, this problem of
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9501.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
Modelling the Australian Dollar
1 Oct 2015
RDP
PDF
1421KB
In practice, a number of factors could influence the magnitude of this channel, including the extent to which export prices are denominated in local or foreign currency, the price elasticity of ... foreign demand for these exports, and whether the
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-12.pdf
Optimal Wage Indexation, Monetary Policy and the Exchange Rate Regime
19 Nov 2012
RDP
PDF
753KB
level, and include a random component, 8. Equation (7) specifies. the demand for money, with 1: reflecting shocks to liquidity. ... the nominal exchange rate (the domestic price of foreign currency), real government expenditure and foreign prices have no
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8909.pdf
Do Collective Action Clauses Influence Bond Yields? New Evidence from Emerging Markets
2 Dec 2009
RDP
PDF
91KB
We also obtained data for the currency and modified duration of each bond from Merrill Lynch. ... Data on long-term foreign currency debt ratings were obtained from Bloomberg and transformed into a numerical variable (as described in Footnote 15).
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-02.pdf
The Link between the Cash Rate and Market Interest Rates
1 Dec 2009
RDP
PDF
179KB
On occasions, the Bank. also utilises the foreign currency swap market. ... The first channel is oftenreferred to as the liquidity effect - lower short rates today imply lower short rates forsome period into the future.
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9504.pdf
The Liberalisation and Integration of Domestic Financial Markets in Western Pacific Economies
1 Dec 2009
RDP
PDF
253KB
Indonesia, Japan and, to alesser extent, Australia) or when they provide direct liquidity to banks (as inIndonesia and Japan). ... APEG 1995).Hong Kong, on the other hand, encourages foreign institutions but sanctioned a cartelto reduce competitive
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9506.pdf
A Structural Vector Autoregression Model of Monetary Policy in Australia
1 Dec 2009
RDP
PDF
818KB
Forexample, KR imposes the restriction that domestic monetary authorities do notrespond contemporaneously to movements in foreign interest rates. ... The foreign variables are a current USD spot price for oil and the USFederal Funds rate.
https://www.rba.gov.au/publications/rdp/1999/pdf/rdp1999-11.pdf
How the Reserve Bank Intervenes
31 Dec 2004
RDP
2004-06
Footnote. It will usually subsequently re-balance the various currencies it holds in order to restore the proportions in line with its foreign currency benchmark. ... US dollars so that the proportions of each currency held are restored to benchmark.
https://www.rba.gov.au/publications/rdp/2004/2004-06/how-the-reserve-bank-intervenes.html
See 3 more results from "RDP 2004-06"
Developments to Date
1 Dec 1993
RDP
9315
Life offices and superannuation funds provide very little debt finance. The largest direct holder of corporate equity is the foreign sector. ... Banks could avoid the implicit tax of the SRD requirement by raising funds through foreign currency deposits
https://www.rba.gov.au/publications/rdp/1993/9315/developments-to-date.html
See 5 more results from "RDP 9315"