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Monetary Policy, Equity Markets and the Information Effect

23 Mar 2021 RDP 2021-04
Calvin He
s. 1. R. t. s. ]. where:. P. t. is the equity price at time t. ... R represents the relevant discount rate for equities; this includes the zero coupon (or risk-free) rate, term premia and the equity risk premium.
https://www.rba.gov.au/publications/rdp/2021/2021-04/full.html

Beyond Board Meetings

1 Apr 2021 RDP 2021-04
Calvin He
c. {. b. o. a. r. d. ,. s. p. e.
https://www.rba.gov.au/publications/rdp/2021/2021-04/beyond-board-meetings.html

Appendix B: Regression Output

1 Apr 2021 RDP 2021-04
Calvin He
156. 156. 155. 155. R. 2. 0.168. 0.000. 0.034. 0.013. 0.000. ... 475. R. 2. 0.082. 0.039. 0.004. Notes: Parentheses show Newey-West standard errors; , and denote statistical significance at the 10, 5 and 1 per cent levels, respectively.
https://www.rba.gov.au/publications/rdp/2021/2021-04/appendix-b.html

Robustness and Extensions

1 Apr 2021 RDP 2021-04
Calvin He
I. [. Δ. C. a. s. h. r. a. t. e. ... I. [. Δ. C. a. s. h. r. a. t. e. =.
https://www.rba.gov.au/publications/rdp/2021/2021-04/robustness-and-extensions.html

Monetary Policy, Equity Markets and the Information Effect

23 Mar 2021 RDP 2021-04
Calvin He
The files are set up using an R Project. Please double click the.
https://www.rba.gov.au/publications/rdp/2021/2021-04/read-me.html

The Information Effect and Equity Prices

1 Apr 2021 RDP 2021-04
Calvin He
s. 1. R. t. s. ]. where:. P. t. is the equity price at time t. ... R represents the relevant discount rate for equities; this includes the zero coupon (or risk-free) rate, term premia and the equity risk premium.
https://www.rba.gov.au/publications/rdp/2021/2021-04/the-information-effect-and-equity-prices.html