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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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The Real Effects of Debt Covenants: Evidence from Australia

25 Oct 2022 RDP 2022-05
Kim Nguyen
s. t. ε. i. ,. t. where. P. u. n. ... R. e. s. p. o. n. s. e. s. t. h. =.
https://www.rba.gov.au/publications/rdp/2022/2022-05/full.html
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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

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

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

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

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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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

Appendix D: Glossary and Data

31 Dec 2005 RDP 2005-11
Andrew Stone, Troy Wheatley and Louise Wilkinson
s. US. De-trended US real share accumulation index. p. c,f. Trade-weighted foreign consumer prices. ... HP. = 1,600. Sources: From 1992:Q3 onwards, the nominal share accumulation index used is the quarterly average of the daily close of the Standard and
https://www.rba.gov.au/publications/rdp/2005/2005-11/appendix-d.html

Central Bank Communication: One Size Does Not Fit All

24 May 2021 RDP 2021-05
Joan Huang and John Simon
People's judgement about a given document can have subjective as well as objective elements. ... i. 0.5 and low otherwise. c. l. a. s. s. (. p. a. r. a. g. r. a. p. h. ). =. {. h. i. g. h. ,. i. f. p. r. e.
https://www.rba.gov.au/publications/rdp/2021/2021-05/full.html
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Explaining Speculator Profitability

31 Dec 2004 RDP 2004-07
Jonathan Kearns and Phil Manners
S&P 500 Composite index. US bond return index. Australian dollar. 0.07. ... Correlations and p-values). Predictability of profits. (Weekly average, US$ millions). Actual price.
https://www.rba.gov.au/publications/rdp/2004/2004-07/explaining-speculator-profitability.html