Search: MSCI ACWI Index
RBA Glossary definition for MSCI ACWI Index
MSCI ACWI Index – MSCI's All Country World Index (ACWI) is composed of 2,400 constituents, 11 sectors, and is the industry�s accepted gauge of global stock market activity. It provides a seamless, modern and fully integrated view across all sources of equity returns in 47 developed and emerging markets.
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A History of Australian Equities
31 Jul 2019
RDP
PDF
1467KB
A. reliable long-run share price index is already calculated by Lamberton, so this section focuses. ... Note: (a) RBA dataset to 1979, Datastream index from 1980–2019. (b) Or closest available.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-04.pdf
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
1 Aug 2019
RDP
2019-07
ptm. Trimmed mean inflation. Log. ABS. pw. Wage price index, excluding bonuses. ... rewi. Export-weighted exchange rate index. Log. Real. BIS, RBA. RMR. Mortgage rate.
https://www.rba.gov.au/publications/rdp/2019/2019-07/full.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
Accordingly, the return on a broad emerging markets index (the MSCI Emerging Markets Free index) is also included as a possible explanator. ... MSCI world index return 0.397 (0.388). 0.330 (0.000). 0.210 (0.000). 0.359 (0.628).
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-05.pdf
The Characteristics and Trading Behaviour of Dual-listed Companies
2 Dec 2009
RDP
PDF
382KB
This. 12 The three Australian stocks are all included in the ASX 100 index, while the three UK stocks. ... The use of standard market indices in such regressions potentially creates a bias when one of the companies is included in a market index.
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-06.pdf
Financialisation and the Term Structure of Commodity Risk Premiums
1 May 2017
RDP
2017-03
Irwin and Sanders (2012b) criticised the measure of index fund positions used in Singleton (2014). ... We use the MSCI All Country Weighted Index (MSCI) as the market portfolio as commodity markets are global and ergo a global index like the MSCI is
https://www.rba.gov.au/publications/rdp/2017/2017-03/full.html
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Appendix D: Data Sources and Definitions
31 Dec 2003
RDP
2003-12
table notes); data on the MSCI national net index (official) for Australia, available from <http://www.msci.com>; and finally, linearly interpolated data for the annual All Ordinaries Accumulation Index from ... Foster (1997), Table 3.18a, available at
https://www.rba.gov.au/publications/rdp/2003/2003-12/appendix-d.html
The Real-time Forecasting Performance of Phillips Curves
2 Dec 2009
RDP
PDF
127KB
and late equation vintages); and the first lag of the SouthernOscillation Index (except in early vintages). ... import price inflation, bond market inflation expectations,and the Southern Oscillation Index, will develop over the coming year.
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-12.pdf
Comparing Spillover in Crises and at Other Times
31 Dec 2001
RDP
2001-03
For stock markets, we use the MSCI Far East Free (excluding Japan) Index compiled by Morgan Stanley. ... MSCI Emerging Markets Far East. MSCI Emerging Markets Asia. EMBI Global Constrained (Asia sub-index).
https://www.rba.gov.au/publications/rdp/2001/2001-03/comparing-spillover-in-crises-and-at-other-times.html
How Are the Net Purchases of Foreign Investors Related to Prior Returns?
31 Dec 2004
RDP
2004-05
MSCI world index return. 0.397 (0.388). 0.330 (0.000). 0.210 (0.000). 0.359 (0.628). ... MSCI world index return. 0.408 (0.783). 0.367 (0.003). 0.250 (0.000). 0.367 (0.778).
https://www.rba.gov.au/publications/rdp/2004/2004-05/how-are-the-net-purchases-of-foreign-investors-related-to-prior-returns.html
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Testing for Changes in Market Exposures Following Unification of DLCs
31 Dec 2003
RDP
2003-06
MSCI), Dow Jones and Bloomberg typically transfer the entire index weight to the country of the new primary listing. ... the combined group is treated by all major global index providers (including MSCI, FTSE, Bloomberg, and Dow Jones) as belonging
https://www.rba.gov.au/publications/rdp/2003/2003-06/testing-for-changes-in-market-exposures-following-unification-of-dlcs.html