Search: ASX
RBA Glossary definition for ASX
ASX – The Australian Securities Exchange is Australia's primary national exchange for equities, warrants and equity-related derivatives.
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Measuring Economic Uncertainty and Its Effects
22 Feb 2016
RDP
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1096KB
expected one-month-ahead volatility in the ASX 200. Unfortunately, data for option-implied. ... Option-. implied. volatility(a). Realised. volatility. Analyst. earnings. forecast. uncertainty. (ASX 200)(a).
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-01.pdf
Currency Demand during the Global Financial Crisis: Evidence from Australia
2 Feb 2015
RDP
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633KB
Research Discussion Paper. Currency Demand during the Global Financial Crisis: Evidence from Australia. Tom Cusbert and Thomas Rohling. RDP 2013-01. The Discussion Paper series is intended to make the results of the current economic research within
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-01.pdf
Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 May 2023
RDP
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1465KB
strongly related to its slope), (log) commodity prices, (log) ASX 200, the US VIX and the US.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf
The Role of Collateral in Borrowing
14 Jan 2021
RDP
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1784KB
feedback. We would also like to thank Mark Manning and ASX staff Tim Hogben and Wayne Jordan. ... b) Lagged one day to account for time zones. Sources: ASX; Authors’ calculations; Federal Reserve Bank of St.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
The Role of Credit Supply in the Australian Economy
28 Jan 2015
RDP
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817KB
Research Discussion Paper. The Role of Credit Supply in the Australian Economy. David Jacobs and Vanessa Rayner. RDP 2012-02. The Discussion Paper series is intended to make the results of the current economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-02.pdf
The Mining Industry: From Bust to Boom
21 Feb 2012
RDP
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1041KB
11. Table 2: Consolidation of the Australian Mining IndustryTop 20 mining companies listed on ASX in 2000. ... ASX market capitalisation. $ billion. Mergers, takeovers and failures in the first half of the 2000s.
https://www.rba.gov.au/publications/rdp/2011/pdf/rdp2011-08.pdf
The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
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1588KB
Note: Data from the EFS collection from July 2019. Sources: ABS; APRA; ASX; Australian Financial Markets Association; Bank liaison; Banks’ websites; Bloomberg; Board of Governors of. ... Figure 7: Major Banks’ Net Interest Margin. Domestic,
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
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1464KB
Australian Money Market Divergence: Arbitrage Opportunity or Illusion? Belinda Cheung and Sebastien Printant. Research Discussion Paper. R D P 2019 - 09. Figures in this publication were generated using Mathematica. The contents of this publication
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf
The Real-time Forecasting Performance of Phillips Curves
2 Dec 2009
RDP
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127KB
THE REAL-TIME FORECASTING PERFORMANCE OFPHILLIPS CURVES. Tim Robinson, Andrew Stone and Marileze van Zyl. Research Discussion Paper2003-12. December 2003. Economic Research DepartmentReserve Bank of Australia. The authors are grateful to David Gruen,
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-12.pdf
Do Interest Rates Affect Business Investment? Evidence from Australian Company-level Data
27 Apr 2018
RDP
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1257KB
We take the return on the. ASX 200 to be the market rate of return, and calculate both the return on the ASX 200 and on the.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-05.pdf