RDP 8608: Exchange Rate Regimes and the Volatility, of Financial Prices: The Australian Case Appendix D: Data Definitions and Sources
July 1986
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DATA DEFINITIONS AND SOURCES
| AUSTWI | = | Trade-weighted index of value of Australian dollar set by RBA and used to determine $A/US$ rate prior to 12/12/83. Set at 9.00 a.m. on current day, based on previous days rates – largely overnight rates in New York. Source, Reserve Bank. |
| AUSRATE | = | The Australian 90 day bank accepted bill rate. Calculated as mid-point of midday quotes in Sydney. Source, Reserve Bank. |
| USTWI | = | Morgan Guaranty's trade-weighted index of value of US dollar. Calculated using rates quoted in New York and miscellaneous markets. Source, Reuter. |
| USRATE | = | The US 90 day prime bank acceptances rate. Daily average of trading in New York, source, Reuter. |
| DMTWI | = | The Bank of England's trade-weighted index of value of West German deutschemark. Calculated using closing rates in London. Source, Reuter. |
| DMRATE | = | The West German 3 month interbank deposits rate. Mid-point of closing quotes in Frankfurt. Source, Reuter. |
| JAPTWI | = | The Bank of England's trade-weighted index of value of Japan's yen. Calculated using closing quotes in London. Source, Reuter. |
| JAPRATE (Pre-float) | = | The Japanese unconditional call money rate. Daily average of trading in Tokyo. Source, Reuter. |
| JAPRATE (Post-float) | = | The Japanese 3-month Gensaki rate. Daily average of trading in Tokyo. Source, Reuter. |