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RBA Glossary definition for AUD

AUD – Australian dollar (ISO 4217 currency code); A$ is more commonly used.

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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

Results

1 Jan 1992 RDP 9201
Philip Lowe
12. 24. 3. 6. 12. AUD/USD. 4.52. 4.81. 5.00. 1.70. 1.49. ... The shock which permanently appreciates the real AUD/YEN rate reduces unemployment in Australia.
https://www.rba.gov.au/publications/rdp/1992/9201/results.html
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Appendix

1 Dec 1989 RDP 8908
Ian Macfarlane and W.J. Tease
0.53. 2.01. 0.56. £/AUD. 0.68. 0.58. 3.64. 1.52. See footnotes Table 2. ... Table 4. Exchange. Rate. Δ(i. t. ). Weekly. Monthly. US$/AUD. 1.02.
https://www.rba.gov.au/publications/rdp/1989/8908/appendix.html
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The Impact of Real and Nominal Shocks on Australian Real Exchange Rates

31 Jan 2006 RDP PDF 634KB
Their effect is, however, much less pronounced than for the AUD/USD rate. ... The. Figure 1: Responses to Real Shock. AUD/YEN RESPONSE TO REAL SHOCK.
https://www.rba.gov.au/publications/rdp/1992/pdf/rdp9201.pdf

Capital Flows and Exchange Rate Determination

19 Nov 2012 RDP PDF 1148KB
Figure 4. NOMINAl EXCHANGE RATE AND REI ATIYE PRICES. USS I AUD YEN I AUD 11DEX 1100::. ... Exchange Rate. US$/AUD YEN/AUD DM/AUD £/AUD. See footnotes Table 2. 22.
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8908.pdf

Measuring Traded Market Risk: Value-at-risk and Backtesting Techniques

1 Dec 2009 RDP PDF 400KB
0.20. 0.25. 0.30. Change in USD/AUD. Relative frequency (LHS). Probability densityfunction (RHS). ... Position 1 JPY/AUD 86.46 100 000 JPY 1 156.60 (100 000/86.46).
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9708.pdf

Appendix A: Data Summary

13 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
AUD into JPY. Bloomberg. We assume the JPY leg is. invested in Japanese LIBOR. ... AUD into USD. Bloomberg. We assume the USD leg is. invested in US LIBOR.
https://www.rba.gov.au/publications/rdp/2019/2019-09/appendix-a.html
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The Role of Collateral in Borrowing

20 Jan 2021 RDP 2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
Table 1: Summary Statistics. Panel A: Loans outstanding at lender-borrower-day-market level, in AUD millions, pre-logs. ... We measure this in billions of AUD, add one, then take the natural logarithm.
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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The Response of Financial Markets in Australia and New Zealand to News about the Asian Crisis

1 Dec 2009 RDP PDF 676KB
The relatively constant volatility of the AUD/NZD cross-rate reflects that these two currencies are generally traded as a bloc. ... 13. Figure 4: AUD/NZD Volatility. l l l l l l l l 0.
https://www.rba.gov.au/publications/rdp/2001/pdf/rdp2001-03.pdf

Value-at-risk

1 Nov 1997 RDP 9708
Colleen Cassidy and Marianne Gizycki
10,000 / 0.8022). Change in portfolio value or delta (AUD). Position 1. ... The standard deviation of changes in the portfolio's total value is 46 AUD.
https://www.rba.gov.au/publications/rdp/1997/9708/value-at-risk.html