Search: USD
RBA Glossary definition for USD
USD – US dollar. Also referred to as US$.
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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
Appendix A: Literature Review
28 Jan 2020
RDP
2020-01
AUD/USD exchange rate.
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-a.html
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Appendix B: Data
21 Dec 2009
RDP
2009-09
Exchange rates. Quarter-average local currency to US dollar exchange rates. Sources: Euro/USD – Bloomberg; authors' calculations; All other exchange rates – IMF's International Financial Statistics (the December quarter 1985 Brazilian
https://www.rba.gov.au/publications/rdp/2009/2009-09/appendix-b.html
Additional Analysis of Yield Effects
24 May 2022
RDP
2022-02
Model 1. Model 2. Model 3. Preferred model. Includes 3-month. USD LIBOR–OIS spread. ... 0.18. (0.11). 0.19. (0.10). 0.20. (0.10). 0.16. (0.10). 3-month USD LIBOR–OIS spread.
https://www.rba.gov.au/publications/rdp/2022/2022-02/additional-analysis-of-yield-effects.html
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Motivation and Data
31 Dec 2001
RDP
2001-03
Almeida et al (1998) find that the response of the USD/DEM bilateral exchange rate to German releases is somewhat more drawn out than the response to US releases, which are ... Australian stocks, AUD/USD bilateral exchange rates and NZD/USD bilateral
https://www.rba.gov.au/publications/rdp/2001/2001-03/motivation-and-data.html
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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
Identifying the Efficacy of Central Bank Interventions: Evidence from Australia
8 May 2012
RDP
PDF
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
The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
The Yield and Market Function Effects of the Reserve Bank of Australia’s. Bond Purchases. Richard Finlay, Dmitry Titkov and Michelle Xiang. Research Discussion Paper. R DP 2022- 02. Figures in this publication were generated using Mathematica.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf
Appendix 2: Data Methods and Sources
1 Jul 1991
RDP
9105
WP. excluding the respective domestic component. (ii) Exchange rates for five currencies against the USD (the Japanese yen (JPY), the Australian dollar (AUD), the New Zealand dollar (NZD), the Deutsche ... For the USD price of foreign currency, the index
https://www.rba.gov.au/publications/rdp/1991/9105/appendix-2.html
Financial Market Volatility – Some Facts
1 Dec 1995
RDP
9513
The regressions use 5 exchange rates and their corresponding price differentials: AUD/USD, USD/YEN, USD/DEM, GBP/USD, USD/CAD. ... 1981–87. 1988–95. 1973–87 to 1988–95. AUD/USD. 2.3. 2.9. 2.5. 1.8. AUD/YEN.
https://www.rba.gov.au/publications/rdp/1995/9513/fin-market-volatility.html