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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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References

9 Dec 2014 RDP 2014-01
Tim Atkin, Mark Caputo, Tim Robinson and Hao Wang
Bhattacharyya S and TJ Hatton (2011), ‘Australian Unemployment in the Long Run, 1903–2007’,. ... Pfaffenzeller S, P Newbold and A Rayner (2007), ‘A Short Note on Updating the Grilli and Yang Commodity Price Index’,.
https://www.rba.gov.au/publications/rdp/2014/2014-01/references.html

Appendix A: Data Details

12 Sep 2014 RDP 2014-06
Ryan Fox and Peter Tulip
3.0. Total transaction costs. 7.3. Average (over ten years) transaction costs (s). ... Annual geometric mean return on the S&P/ASX 200 Accumulation index (RBA Statistical Table F7 Share Market), deflated by the CPI over 1979–2013.
https://www.rba.gov.au/publications/rdp/2014/2014-06/appendix-a.html

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

Online Appendices: Explaining Monetary Spillovers: The Matrix Reloaded

1 Apr 2019 RDP 2019-03
Jonathan Kearns, Andreas Schrimpf and Fan Dora Xia
VIX. S&P 500 volatility index. Bloomberg. Economic conditions. Real GDP. Year-ended growth. ... BIS International Banking Statistics. Notes: T Mayer and S Zignago (2011), ‘Notes on CEPII's Distances Measures: The GeoDist Database’, Centre d′Études
https://www.rba.gov.au/publications/rdp/2019/2019-03/online-appendix.html

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

Empirical Evidence

21 Dec 2009 RDP 2009-08
Michael B Devereux and James Yetman
P-values are in parentheses; bold indicates significance at the 5 per cent level. ... CRX and CRTCI are interactive terms, where CR is S&P sovereign foreign currency credit rating in 2007.
https://www.rba.gov.au/publications/rdp/2009/2009-08/empirical-evidence.html

References

31 Dec 2005 RDP 2005-12
Gianni La Cava
Journal of Finance. , 54(2), pp 673–692. Cleary S, P Povel and M Raith (2004), ‘The U-shaped investment curve: theory and evidence’, Centre for Economic Policy Research Discussion Paper ... Shuetrim G, P Lowe and S Morling (1993), ‘The
https://www.rba.gov.au/publications/rdp/2005/2005-12/references.html

Bibliography

1 Aug 1990 RDP 9004
Malcolm Edey and Mark Britten-Jones
Blanchard, O.J. (1983), “Debt and the Current Account Deficit in Brazil”, In Armella, P.S., Dornbusch, R. ... Zeldes, S.P. (1989), “Consumption and Liquidity Constraints: An Empirical Investigation”, Journal of Political Economy, 97(2), 305–346.
https://www.rba.gov.au/publications/rdp/1990/9004/bibliography.html

Financial Conditions and Downside Risk to Economic Activity in Australia

23 Mar 2021 RDP 2021-03
Luke Hartigan and Michelle Wright
Refinitiv. Aus. 1973:Q1. 2020:Q3. LD. 47. S&P 500 Index. FRED. US. ... with j = 0,1,.,s and t = 1,.,T. The dynamic factors follow a VAR(p) process with.
https://www.rba.gov.au/publications/rdp/2021/2021-03/full.html
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The Baseline ECM

31 Dec 2015 RDP 2015-12
Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright
real) US S&P 500 equity index and the VIX (an index of option-implied expectations of volatility in the S&P 500). ... in Australia's external competitiveness vis-à-vis its most important trading partners.
https://www.rba.gov.au/publications/rdp/2015/2015-12/the-baseline-ecm.html