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RBA Glossary definition for S&P

S&P – Standard and Poor's. An international statistical rating organisation and data provider.

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Oversight of Clearing and Settlement Facilities

10 Sep 2012 PSB Annual Report – 2012
The average volatility in equity prices, as measured by the average of absolute daily percentage changes in the S&P ASX All Ordinaries Index, increased from 0.6 per cent in ... ASX's Bridge Street office in Sydney remains its primary site for staff and
https://www.rba.gov.au/publications/annual-reports/psb/2012/oversight-clearing-set.html

Explaining the Recent Performance of Australia’s Manufactured Exports

30 Nov 2009 RDP PDF 108KB
Q. S. P. P. P. W1. L. DP -dW1. Local supply and demand are equated at PL, and PW-PL is in the band of inaction.There are no exports: the ... S. P. P. P WL. D. X. s2. This can be recognised as the standard model.
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9310.pdf

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

Data

31 Dec 2003 RDP 2003-06
Jaideep Bedi, Anthony Richards and Paul Tennant
UK FTSE 100, and US S&P 500.
https://www.rba.gov.au/publications/rdp/2003/2003-06/data.html
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The Model

1 Jul 1986 RDP 8610
Robert G. Trevor
There are S distinct financial assets with nominal prices P. j. ... However, such models are capable of delivering restrictions on only (S1) of the (S1) prices (the S P.
https://www.rba.gov.au/publications/rdp/1986/8610/model.html

Payments System Board Annual Report 2012 - Oversight of Clearing and Settlement Facilities

14 Sep 2012 PSB Annual Report 2012 PDF 396KB
https://www.rba.gov.au/publications/annual-reports/psb/2012/pdf/oversight-clearing-set.pdf

Explaining Forward Discount Bias: Is it Anchoring?

30 Nov 2009 RDP PDF 119KB
ta t t t t t tE s f s p s p+ = >1 0β β, (8)This equation embodies two behavioural assumptions:. ... E s E sfd s p s p fd. fd. = =. 1 11. 1 (12). It is a striking property of the model that, regardless of parameter values, the meanof market
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9307.pdf

Appendix A: Chronology of Major Events in the Asian Crisis

31 Dec 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
Overnight interest rates rise from 7% to around 250%. S&P downgrades Korea and Thailand's sovereign ratings. ... S&P cuts Russia's long-term foreign currency debt rating to CCC from B–.
https://www.rba.gov.au/publications/rdp/2001/2001-03/appendix-a.html
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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

Appendix D: Data Sources and Definitions

31 Dec 2003 RDP 2003-12
Tim Robinson, Andrew Stone and Marileze van Zyl
From 1992:Q3 onwards this is the quarter average of the daily close of the Standard and Poor's (S&P)/Australian Stock Exchange (ASX) 200 accumulation index, available from Datastream ... For the period 1990:Q1–1992:Q2, we back-cast the S&P/ASX 200
https://www.rba.gov.au/publications/rdp/2003/2003-12/appendix-d.html