Search: S&P
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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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Funding Flows and Credit in Carry Trade Economies | Conference – 2013
19 Aug 2013
Conferences
It is a measure of the implied volatility of S&P 500 index options. ... Avdjiev S, RN McCauley and P McGuire (2012), ‘Rapid Credit Growth and International Credit: Challenges for Asia’, BIS Working Papers No 377.
https://www.rba.gov.au/publications/confs/2013/mirandaagrippino-rey.html
Oversight of Clearing and Settlement Facilities
12 Sep 2014
PSB Annual Report
– 2014
The average volatility in equity prices in 2013/14, as measured by the average of absolute daily percentage changes in the S&P ASX All Ordinaries Index, was unchanged from the ... SwapClear's operating hours in a number of phases, beginning later in 2014.
https://www.rba.gov.au/publications/annual-reports/psb/2014/oversight-clearing-set.html
Determinants of Agricultural and Mineral Commodity Prices | Conference – 2009
17 Aug 2009
Conferences
0.01. (0.01). S&P GSCI. 1984. 4.83. (2.78). 0.17. (0.35). 0.004. (0.001). ... 0.002. (0.002). 0.09. (0.11). 0.00. (0.01). S&P GSCI. 1984. 0.10. (0.04).
https://www.rba.gov.au/publications/confs/2009/frankel-rose.html
The Role of the Exchange Rate in Monetary Policy – the Experience of Other Countries | Conference – 1993
12 Jul 1993
Conferences
Table 1: Kendall's Rank Correlation τ. 79:4–. 82:12. 83:1–. 91:12. 79:4–. ... released from such an obligation if the commitment should appear to undermine the Bundesbank's ability to maintain stability of the currency domestically.
https://www.rba.gov.au/publications/confs/1993/artis.html
Financial Markets, Institutions and Liquidity | Conference – 2013
19 Aug 2013
Conferences
The ex post performance of each bank's loan portfolio is also observed by the public. ... The prospect of a future fire sale of the bank's assets depresses their current value.
https://www.rba.gov.au/publications/confs/2013/allen-carletti.html
Experiences with Current Account Deficits Among Asian Economies: Lessons for Australia? | Conference – 1994
11 Jul 1994
Conferences
Investment in export industries was a top priority in the government's plan. ... Further, he argued that ‘it is rather obvious that any further deterioration in the current account could seriously undermine Korea's credit standing in international
https://www.rba.gov.au/publications/confs/1994/collins.html
Microeconomic Policies and Structural Change | Conference – 2000
24 Jul 2000
Conferences
In the late 1980s and early 1990s, Australia's current account deficit, and growing debt, were attracting attention (see Pitchford (1990)). ... There were other changes which can be regarded as partly micro and partly macro, and which affected
https://www.rba.gov.au/publications/confs/2000/forsyth.html
Discussion | Conference – 2009
17 Aug 2009
Conferences
For example, using Christiane, Gert and Ine's data I estimated a very simple version of a linear Taylor rule for Australia with and without a dummy variable for the GST. ... Dees S, P di Mauro, MH Pesaran and LV Smith (2007), ‘Exploring the
https://www.rba.gov.au/publications/confs/2009/baumeister-peersman-vanrobays-disc.html
Oversight of Clearing and Settlement Facilities
8 Sep 2011
PSB Annual Report
– 2011
These differences across markets have been reflected in margins held. The average volatility in equities prices, as measured by the absolute daily percentage change in the S&P ASX All Ordinaries ... It is regulated and supervised by the UK's Financial
https://www.rba.gov.au/publications/annual-reports/psb/2011/oversight-clearing-settlement.html
Stock Market Volatility and Monetary Policy: What the Historical Record Shows | Conference – 2003
18 Aug 2003
Conferences
In terms of this paper's finding, the point can be put as follows. ... In effect, they responded by introducing additional macroeconomic variables. Binder and Merges (2001) regressed the volatility of the US S&P Composite Index on measures of monetary
https://www.rba.gov.au/publications/confs/2003/eichengreen-tong.html