Search: ASX
RBA Glossary definition for ASX
ASX – The Australian Securities Exchange is Australia's primary national exchange for equities, warrants and equity-related derivatives.
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Measuring Economic Uncertainty and Its Effects
1 Feb 2016
RDP
2016-01
This is then aggregated to obtain an average for all ASX 200 companies, and for sectors (Figure 3). ... Option-implied volatility. (a). 1. Realised volatility. 0.85. 1. Analyst earnings forecast uncertainty (ASX 200).
https://www.rba.gov.au/publications/rdp/2016/2016-01/full.html
Appendix C: Constructing the Economic Uncertainty Index
14 Mar 2016
RDP
2016-01
Stock market volatility is constructed from option-implied volatility for the ASX 200 index. ... Analyst earnings forecast uncertainty is constructed from the coefficient of variation – the cross-sectional standard deviation divided by the mean – of
https://www.rba.gov.au/publications/rdp/2016/2016-01/appendix-c.html
Measuring Economic Uncertainty in Australia
14 Mar 2016
RDP
2016-01
This is then aggregated to obtain an average for all ASX 200 companies, and for sectors (Figure 3). ... Option-implied volatility. (a). 1. Realised volatility. 0.85. 1. Analyst earnings forecast uncertainty (ASX 200).
https://www.rba.gov.au/publications/rdp/2016/2016-01/measuring-economic-uncertainty-in-australia.html
Appendix B: Data Availability for Measures of Uncertainty
14 Mar 2016
RDP
2016-01
January 1980. Daily. (a). Analyst earnings forecast uncertainty (ASX 200). November 2000.
https://www.rba.gov.au/publications/rdp/2016/2016-01/appendix-b.html