Search: S&P
Did you mean
"sep"?
RBA Glossary definition for S&P
S&P – Standard and Poor's. An international statistical rating organisation and data provider.
Search Results
Uncertainty and Monetary Policy in Good and Bad Times
12 Oct 2017
RDP
PDF
1508KB
extreme events, that is events associated with large jumps in the level of the S&P 100 Volatility. ... uncertainty shocks have almost no effect on financial volatility. We include, however, the S&P 500.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-06.pdf
Changes in the Characteristics of the Australian Business Cycle: Some Lessons for Monetary Policy from the 1980s and Early 1990s
31 Jan 2006
RDP
PDF
758KB
011c inportant possibility here is that extreme 111oven1e11ts in foreign asset prices may have had interiational spillover effects on s p c c u l a t i o i n ... Australia's terms of trade is very highly positively correlated with commodity prices.
https://www.rba.gov.au/publications/rdp/1992/pdf/rdp9212.pdf
Real Exchange Rates and Australian Export Competitiveness
19 Nov 2012
RDP
PDF
1121KB
Weights are calculated for 22 of Australia's trading partners. They are given by:. ... Mar-86 Jun-86 Sep-86 Dec-86. Ma.r-87 Jun-87 Sep-87 Dec-87. Mar-88 Jun-88 S('p-88.
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9005.pdf
Are Inflationary Shocks Regressive? A Feasible Set Approach
19 Dec 2023
Research Workshop
PDF
842KB
RBA Workshop 2023
https://www.rba.gov.au/publications/workshops/research/2023/pdf/rba-workshop-2023-del-canto-grigsby-qian-walsh.pdf
Experiences with Current Account Deficits Among Asian Economies: Lessons for Australia?
12 Feb 2007
Conferences
PDF
84KB
RBA Conference Volume 1994
https://www.rba.gov.au/publications/confs/1994/pdf/collins.pdf
It Takes More Than a Bubble to Become Japan
27 Nov 2006
Conferences
PDF
322KB
RBA Conference Volume 2003
https://www.rba.gov.au/publications/confs/2003/pdf/posen.pdf
The Impact of Rating Changes in Australian Financial Markets
2 Dec 2009
RDP
PDF
328KB
in ratings of Australian Ratings (acquired by S&P in 1990) over 1982–1991. ... Finally, rating changes by S&P account for 100 of the equity events, broadly.
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-02.pdf
Wrap-up Discussion
27 Nov 2006
Conferences
PDF
181KB
RBA Conference Volume 2004
https://www.rba.gov.au/publications/confs/2004/pdf/wrap-up-disc-2004.pdf
Financialisation and the Term Structure of Commodity Risk Premiums
24 May 2017
RDP
PDF
1495KB
c m t c m t. Return S F. E S F S E S. ... In. particular, those commodities that are part of major commodity indices, such as the S&P Goldman.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-03.pdf
Big Fish in Small Ponds: The Trading Behaviour and Price Impact of Foreign Investors in Asian Emerging Equity Markets
9 Jun 2004
RDP
PDF
623KB
0.000) 0.295. (0.657) 0.228. (0.000) 0.369. (0.007) 0.377. (0.000) 0.335. (0.000) S&P 500 returns 0.399. ... S&P 500 returns 0.409 (0.599). 0.366 (0.003). 0.246 (0.000). 0.365 (0.989).
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-05.pdf