Search: Index of Commodity Prices
RBA Glossary definition for Index of Commodity Prices
Index of Commodity Prices – A Reserve Bank of Australia-compiled index which provides a measure of price movements in rural and non-rural (including base metals) commodities in Australian Dollars (AUD), Special Drawing Rights (SDR) and United States Dollars (USD).
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Estimates of the IAPM
1 Sep 1991
RDP
9107
For example, Macfarlane and Tease (1989) also find evidence that the Australian dollar is affected by commodity prices. ... They find that the response to commodity prices is greatest when the Australian dollar is measured against the Deutschemark.
https://www.rba.gov.au/publications/rdp/1991/9107/estimates-of-the-iapm.html
Data – Stockmarket Returns
1 Sep 1991
RDP
9107
They account for the reinvestment of dividends on a monthly basis, and thus are indices for total returns, not just price movements. ... Indeed, some studies that estimate CAPM-type models across countries use only price data and ignore the effect of
https://www.rba.gov.au/publications/rdp/1991/9107/data-stockmarket-returns.html
Can Stockmarket Risk be Explained by Real Earnings Risk in Australia?
1 Sep 1991
RDP
9107
One might have expected part of Australia's excess cyclicalily to explained by real commodity price movements, which might also be correlated with world earnings. ... However, there was only a small correlation between world operating surplus and
https://www.rba.gov.au/publications/rdp/1991/9107/can-stockmarket-risk-be-explained-by-real-earnings-risk-in-australia.html