Search: exchange rates

Sort by: Relevance Date
1–10 of 10 collapsed search results for exchange rates

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

Preface for RDP 7706: Interest Rates and Exchange Rate Expectations in the RBA76 Model

1 Oct 1977 RDP 7706
P.D. Jonson and J.I. Eberhardt
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1977/7706.html

Exchange Rate Expectations

31 Dec 1977 RDP 1977-06
P.D. Jonson and J.I. Eberhardt
RDP 1977-06: Interest Rates and Exchange Rate Expectations in the RBA76 Model 5. ... Symbolically,. The “equilibrium” exchange rate is assumed to be determined by a purchasing power parity condition, i.e.
https://www.rba.gov.au/publications/rdp/1977/7706/exchange-rate-expectations.html

Appendix A. Debenture Rate Data

31 Dec 1977 RDP 1977-06
P.D. Jonson and J.I. Eberhardt
RDP 1977-06: Interest Rates and Exchange Rate Expectations in the RBA76 Model Appendix A. ... are listed in the “top 50” companies in the Sydney Stock Exchange Leading Companies Index).
https://www.rba.gov.au/publications/rdp/1977/7706/appendix.html

Conclusions

31 Dec 1977 RDP 1977-06
P.D. Jonson and J.I. Eberhardt
RDP 1977-06: Interest Rates and Exchange Rate Expectations in the RBA76 Model 7. ... There is, however, urgent need to compare the measure of expected exchange rate changes derived in this paper with other measures which may be available.
https://www.rba.gov.au/publications/rdp/1977/7706/conclusions.html

References

31 Dec 1977 RDP 1977-06
P.D. Jonson and J.I. Eberhardt
RDP 1977-06: Interest Rates and Exchange Rate Expectations in the RBA76 Model References.
https://www.rba.gov.au/publications/rdp/1977/7706/references.html

Introduction

31 Dec 1977 RDP 1977-06
P.D. Jonson and J.I. Eberhardt
RDP 1977-06: Interest Rates and Exchange Rate Expectations in the RBA76 Model 1. ... In the current paper, which models interest rates in linear rather than log-linear form, it is possible to solve for the equation for exchange rate expectations, and to
https://www.rba.gov.au/publications/rdp/1977/7706/introduction.html

Simulation Analysis

31 Dec 1977 RDP 1977-06
P.D. Jonson and J.I. Eberhardt
RDP 1977-06: Interest Rates and Exchange Rate Expectations in the RBA76 Model 6. ... Which results in the models mainly from the decreased interest rates and devalued exchange rate.
https://www.rba.gov.au/publications/rdp/1977/7706/simulation-analysis.html

The Alternative Models

31 Dec 1977 RDP 1977-06
P.D. Jonson and J.I. Eberhardt
RDP 1977-06: Interest Rates and Exchange Rate Expectations in the RBA76 Model 2. ... Model C is the same as Model B except that the parameters measuring exchange rate expectations are constrained to be identical in each function in which the implicit
https://www.rba.gov.au/publications/rdp/1977/7706/the-alternative-models.html

Measuring and Modelling the Debenture Rate

31 Dec 1977 RDP 1977-06
P.D. Jonson and J.I. Eberhardt
RDP 1977-06: Interest Rates and Exchange Rate Expectations in the RBA76 Model 3. ... Then the world rate, adjusted for exchange rate expectations, rose sharply, in advance of the rise in domestic rates.
https://www.rba.gov.au/publications/rdp/1977/7706/measuring-and-modelling-the-debenture-rate.html

The Influence of the Debenture Rate

31 Dec 1977 RDP 1977-06
P.D. Jonson and J.I. Eberhardt
RDP 1977-06: Interest Rates and Exchange Rate Expectations in the RBA76 Model 4. ... model most comparable with Model A in terms of the treatment of exchange rate expectations.
https://www.rba.gov.au/publications/rdp/1977/7706/the-influence-of-the-debenture-rate.html