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RBA Glossary definition for exchange rates

exchange rates – The price of one currency expressed in terms of another currency. Any exchange rate can be quoted two ways, e.g. Australian dollars per US dollar (USD/AUD) or US dollars per Australian dollar (AUD/USD). The convention for the Australian dollar is that it is quoted as the foreign currency price of the Australian dollar. This is sometimes referred to as the 'Indirect' method of quoting.

Search Results

Volatility of the Australian Dollar Exchange Rate

1 Dec 1990 RDP 9010
Lindsay F. Boulton, Mardi H. Dungey and Melissa B. Parkin
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1990/9010.html

Volatility of the Australian Dollar Exchange Rate

1 Dec 1990 RDP 9010
Lindsay F. Boulton, Mardi H. Dungey and Melissa B. Parkin
Research Discussion Paper – RDP 9010 Volatility of the Australian Dollar Exchange Rate.
https://www.rba.gov.au/publications/rdp/1990/9010/

Conclusion

1 Dec 1990 RDP 9010
Lindsay F. Boulton, Mardi H. Dungey and Melissa B. Parkin
A comparison of effective exchange rates for different countries shows that the Australian dollar has been more volatile. ... Under a floating exchange rate regime, the burden of adjustment resulting from external shocks has shifted from foreign exchange
https://www.rba.gov.au/publications/rdp/1990/9010/conclusion.html

References

1 Dec 1990 RDP 9010
Lindsay F. Boulton, Mardi H. Dungey and Melissa B. Parkin
28, pp 275–309. Artus, J.R. and R.R. Rhomberg (1973), “A Multilateral Exchange Rate Model”, IMF Staff Papers, Vol. ... MacDonald, R. (1988), “Floating Exchange Rates: Theory and Evidence”, Unwin Hyman Ltd, London.
https://www.rba.gov.au/publications/rdp/1990/9010/references.html

Introduction

1 Dec 1990 RDP 9010
Lindsay F. Boulton, Mardi H. Dungey and Melissa B. Parkin
RDP 9010: Volatility of the Australian Dollar Exchange Rate 1. Introduction. ... This paper examines the volatility of the Australian dollar in both the period immediately prior to the floating of the exchange rate and in the six years thereafter.
https://www.rba.gov.au/publications/rdp/1990/9010/introduction.html

Measuring Volatility

1 Dec 1990 RDP 9010
Lindsay F. Boulton, Mardi H. Dungey and Melissa B. Parkin
on what the fundamentals are and on their exact relationship with the exchange rate. ... Furthermore, estimates of fundamental equilibrium exchange rates have proven to be highly model-specific.
https://www.rba.gov.au/publications/rdp/1990/9010/measuring-volatility.html

Volatility of the Australian Dollar

1 Dec 1990 RDP 9010
Lindsay F. Boulton, Mardi H. Dungey and Melissa B. Parkin
RDP 9010: Volatility of the Australian Dollar Exchange Rate 3. Volatility of the Australian Dollar. ... 24 hour period and, thereby, incorporate exchange rate movements in both the onshore and offshore markets.
https://www.rba.gov.au/publications/rdp/1990/9010/volatility-of-the-australian-dollar.html

Volatility of the Australian Dollar Relative to Other Asset Prices

1 Dec 1990 RDP 9010
Lindsay F. Boulton, Mardi H. Dungey and Melissa B. Parkin
Download the Paper 526. KB. It is widely argued that, ceteris paribus, interest rates should be less volatile (and exchange rates more volatile) under a floating exchange rate regime than under ... A change to a more flexible exchange rate regime should,
https://www.rba.gov.au/publications/rdp/1990/9010/volatility-of-the-australian-dollar-relative-to-other-asset-prices.html

Volatility of the Australian Dollar Relative to Other Currencies

1 Dec 1990 RDP 9010
Lindsay F. Boulton, Mardi H. Dungey and Melissa B. Parkin
An alternative to measuring bilateral exchange rate volatility is to compare movements in effective exchange rates. ... Table 4 Volatility of the Australian Dollar and Other Selected Effective Exchange Rates (TWI).
https://www.rba.gov.au/publications/rdp/1990/9010/volatility-of-the-australian-dollar-relative-to-other-currencies.html