Search: MSCI ACWI Index
RBA Glossary definition for MSCI ACWI Index
MSCI ACWI Index – MSCI's All Country World Index (ACWI) is composed of 2,400 constituents, 11 sectors, and is the industry�s accepted gauge of global stock market activity. It provides a seamless, modern and fully integrated view across all sources of equity returns in 47 developed and emerging markets.
Search Results
Measuring Economic Uncertainty and Its Effects
22 Feb 2016
RDP
PDF
1096KB
from this table. (a) Component of the economic uncertainty index. Sources: Author’s calculations; Consensus Economics; Factiva; MSCI; RBA; Thomson Reuters. ... Sources: Author’s calculations; Consensus Economics; Factiva; MSCI; Thomson Reuters. The
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-01.pdf
The Cost of Equity Capital in Australia: What Can We Learn from International Equity Returns?
18 Apr 2007
RDP
PDF
445KB
The MSCI index for Australia contains around sixty stocks, with the composition changing over time with takeovers, delistings, and as market capitalisations change. ... Any differences may reflect a "small firm effect" since the Statex index has broader
https://www.rba.gov.au/publications/rdp/1991/pdf/rdp9107.pdf
Financial Conditions and Downside Risk to Economic Activity in Australia
17 Mar 2021
RDP
PDF
1966KB
dataset in more detail, while Appendix A.2 describes the methodology used to construct the index. ... Figure 1: Financial Conditions Index. Note: Shaded region represents 95 per cent confidence interval.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-03.pdf
The Global Financial Environment
10 Feb 2020
FSR
- April 2017
PDF
1745KB
https://www.rba.gov.au/publications/fsr/2017/apr/pdf/global-fin-env.pdf
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
20 Aug 2019
RDP
PDF
1571KB
For example, data for the wage price index is. available only from 1997. ... ptm Trimmed mean inflation Log ABS. pw Wage price index, excluding bonuses Log Nominal ABS.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-07.pdf
The Response of Financial Markets in Australia and New Zealand to News about the Asian Crisis
1 Dec 2009
RDP
PDF
676KB
weighted index for the NZD and the 3-month bank bill interest rate. ... the composition of Australia’s exports. Although back-data are available, this index was not available to traders until 1999.
https://www.rba.gov.au/publications/rdp/2001/pdf/rdp2001-03.pdf
Financialisation and the Term Structure of Commodity Risk Premiums
24 May 2017
RDP
PDF
1495KB
000s. Other ETFs Precious. metals ETFs. Medium-term. notes. Index swaps. 2012201020082006 20140. ... allocations on these indices. Moreover, these funds made ‘on-index’ commodities relatively more.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-03.pdf
The Global Financial Environment
24 Sep 2013
FSR
September 2013
PDF
1082KB
https://www.rba.gov.au/publications/fsr/2013/sep/pdf/global-fin-env.pdf
Financial Stability Review - September 2005
26 Sep 2005
FSR
- September 2005
PDF
494KB
https://www.rba.gov.au/publications/fsr/2005/sep/pdf/0905.pdf
A History of Australian Equities
31 Jul 2019
RDP
PDF
1467KB
A. reliable long-run share price index is already calculated by Lamberton, so this section focuses. ... Note: (a) RBA dataset to 1979, Datastream index from 1980–2019. (b) Or closest available.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-04.pdf