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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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Appendix A: Data Details
12 Sep 2014
RDP
2014-06
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
Uncertainty and Monetary Policy in Good and Bad Times
12 Oct 2017
RDP
PDF
1508KB
extreme events, that is events associated with large jumps in the level of the S&P 100 Volatility. ... uncertainty shocks have almost no effect on financial volatility. We include, however, the S&P 500.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-06.pdf
Big Fish in Small Ponds: The Trading Behaviour and Price Impact of Foreign Investors in Asian Emerging Equity Markets
9 Jun 2004
RDP
PDF
623KB
0.000) 0.295. (0.657) 0.228. (0.000) 0.369. (0.007) 0.377. (0.000) 0.335. (0.000) S&P 500 returns 0.399. ... S&P 500 returns 0.409 (0.599). 0.366 (0.003). 0.246 (0.000). 0.365 (0.989).
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-05.pdf
Data
31 Dec 2003
RDP
2003-06
UK FTSE 100, and US S&P 500.
https://www.rba.gov.au/publications/rdp/2003/2003-06/data.html
See 3 more results from "RDP 2003-06"
DSGE Reno: Adding a Housing Block to a Small Open Economy Model
11 Jun 2018
RDP
PDF
1710KB
1 1. 2 2, , , 1z t t z t z tP S P P. ... t t m t m t z t z t t f t f tNX S P Y P Y S P Y (25).
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-04.pdf
Appendix A: Chronology of Major Events in the Asian Crisis
31 Dec 2001
RDP
2001-03
Overnight interest rates rise from 7% to around 250%. S&P downgrades Korea and Thailand's sovereign ratings. ... S&P cuts Russia's long-term foreign currency debt rating to CCC from B–.
https://www.rba.gov.au/publications/rdp/2001/2001-03/appendix-a.html
See 1 more results from "RDP 2001-03"
Online Appendix: Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
PDF
378KB
RDP 2019-03 online appendix
https://www.rba.gov.au/publications/rdp/2019/2019-03/rdp-2019-03-online-appendix.pdf
The Response of Financial Markets in Australia and New Zealand to News about the Asian Crisis
1 Dec 2009
RDP
PDF
676KB
28) S&P–1 0.57 0.43 0.09 0.45 0.45 0.09 0.38 0.46 –0.09 0.38 0.35 –0.02 (15.27) ... 66) (2.27) (10.63) (8.54) (1.45) (6.61) (5.88) (–0.83) (8.27) (5.77) (–0.23) S&P–2 –0.14 –0.11 –0.01
https://www.rba.gov.au/publications/rdp/2001/pdf/rdp2001-03.pdf
The Model
1 Jul 1986
RDP
8610
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
Appendix D: Data Sources and Definitions
31 Dec 2003
RDP
2003-12
From 1992:Q3 onwards this is the quarter average of the daily close of the Standard and Poor's (S&P)/Australian Stock Exchange (ASX) 200 accumulation index, available from Datastream ... For the period 1990:Q1–1992:Q2, we back-cast the S&P/ASX 200
https://www.rba.gov.au/publications/rdp/2003/2003-12/appendix-d.html