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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.

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Exchange Rate Regimes and the Volatility of Financial Prices: The Australian Case

1 Jul 1986 RDP 8608
Robert G. Trevor and Stephen G. Donald
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1986/8608.html

Exchange Rate Regimes and the Volatility, of Financial Prices: The Australian Case

1 Jul 1986 RDP 8608
Robert G. Trevor and Stephen G. Donald
Research Discussion Paper – RDP 8608 Exchange Rate Regimes and the Volatility, of Financial Prices: The Australian Case.
https://www.rba.gov.au/publications/rdp/1986/8608/

Conclusions

1 Jul 1986 RDP 8608
Robert G. Trevor and Stephen G. Donald
The volatility in interest rates due to external impulses was expected to have been reduced, and that in exchange rates increased, in the move to a floating exchange rate regime. ... The extent to which our conclusion that exchange rates are relatively
https://www.rba.gov.au/publications/rdp/1986/8608/conclusions.html

Appendix D: Data Definitions and Sources

1 Jul 1986 RDP 8608
Robert G. Trevor and Stephen G. Donald
RDP 8608: Exchange Rate Regimes and the Volatility, of Financial Prices: The Australian Case Appendix D: Data Definitions and Sources. ... Calculated using closing rates in London. Source, Reuter. DMRATE. =. The West German 3 month interbank deposits rate
https://www.rba.gov.au/publications/rdp/1986/8608/appendix-d.html

Introduction

1 Jul 1986 RDP 8608
Robert G. Trevor and Stephen G. Donald
rates. At the time, the weight of the academic literature supported floating exchange rate regimes. ... This paper addresses the issue of the empirical volatility of exchange rates and interest rates under different exchange rate regimes.
https://www.rba.gov.au/publications/rdp/1986/8608/introduction.html

The VAR Methodology

1 Jul 1986 RDP 8608
Robert G. Trevor and Stephen G. Donald
RDP 8608: Exchange Rate Regimes and the Volatility, of Financial Prices: The Australian Case 2.
https://www.rba.gov.au/publications/rdp/1986/8608/var-methodology.html

References

1 Jul 1986 RDP 8608
Robert G. Trevor and Stephen G. Donald
Marston (eds. 1984). Exchange Rate Theory and Practice. , Chicago: University of Chicago Press. ... Kenen, P.B. (1985). “Forward Rates, Interest Rates, and Expectations Under Alternative Exchange Rate Regimes”,.
https://www.rba.gov.au/publications/rdp/1986/8608/references.html

Empirical Results

1 Jul 1986 RDP 8608
Robert G. Trevor and Stephen G. Donald
It suggests that foreign financial prices had little direct, net impact on Australian short-term interest rates under either regime, although they may have had an impact via the exchange rate ... Even allowing for possible changes in volatility of world
https://www.rba.gov.au/publications/rdp/1986/8608/empirical-results.html

Appendix A: Excluding Japan

1 Jul 1986 RDP 8608
Robert G. Trevor and Stephen G. Donald
RDP 8608: Exchange Rate Regimes and the Volatility, of Financial Prices: The Australian Case Appendix A: Excluding Japan.
https://www.rba.gov.au/publications/rdp/1986/8608/appendix-a.html

Appendix C: Sims Filtered Data

1 Jul 1986 RDP 8608
Robert G. Trevor and Stephen G. Donald
RDP 8608: Exchange Rate Regimes and the Volatility, of Financial Prices: The Australian Case Appendix C: Sims Filtered Data.
https://www.rba.gov.au/publications/rdp/1986/8608/appendix-c.html