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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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The Role of Collateral in Borrowing

20 Jan 2021 RDP 2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
b) Lagged one day to account for time zones. Sources: ASX; Authors' calculations; Federal Reserve Bank of St. ... Sources: ASX; Authors' calculations; RBA. The slopes of the fitted lines, each representing particular subsets of days and borrowers, fit
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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Read me file for The Role of Collateral in Borrowing

17 Jan 2021 RDP PDF 467KB
RDP 2021-01 supplementary information
https://www.rba.gov.au/publications/rdp/2021/2021-01/rdp-2021-01-read-me.pdf

The Role of Collateral in Borrowing

14 Jan 2021 RDP PDF 1784KB
feedback. We would also like to thank Mark Manning and ASX staff Tim Hogben and Wayne Jordan. ... b) Lagged one day to account for time zones. Sources: ASX; Authors’ calculations; Federal Reserve Bank of St.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf

Read me

23 Dec 2020 RDP 2020-08
Kim Nguyen and Gianni La Cava
ASX all ordinaries price index. (Note: More details about the use of these series are contained in the Stata code ‘Daily Cash Rate and News Sentiment – Setup.do’).
https://www.rba.gov.au/publications/rdp/2020/2020-08/read-me.html

Appendix A: Data Summary

13 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
3-month). Bank bills. 3-month bank bill swap rate. ASX; RBA. Risk weights (w.
https://www.rba.gov.au/publications/rdp/2019/2019-09/appendix-a.html
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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?

12 Sep 2019 RDP PDF 1464KB
Australian Money Market Divergence: Arbitrage Opportunity or Illusion? Belinda Cheung and Sebastien Printant. Research Discussion Paper. R D P 2019 - 09. Figures in this publication were generated using Mathematica. The contents of this publication
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf

Read me file for Australian Money Market Divergence: Arbitrage Opportunity or Illusion?

12 Sep 2019 RDP PDF 388KB
RDP 2019-09 supplementary information
https://www.rba.gov.au/publications/rdp/2019/2019-09/rdp-2019-09-read-me.pdf

A History of Australian Equities

31 Jul 2019 RDP PDF 1467KB
For. company-level data, I use Bloomberg data for the S&P/ASX 200. ... Sources: ASX; Author’s calculations; Refinitiv Datastream. 2.2.4 Other facts on returns.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-04.pdf

Read me file for A History of Australian Equities

31 Jul 2019 RDP PDF 465KB
RDP 2019-04 supplementary information
https://www.rba.gov.au/publications/rdp/2019/2019-04/rdp-2019-04-read-me.pdf

Introduction

19 Jun 2019 RDP 2019-04
Thomas Mathews
These include series for the entire market beginning in 1973, and for the ASX 100 beginning in 1987. ... For company-level data, I use Bloomberg data for the S&P/ASX 200.
https://www.rba.gov.au/publications/rdp/2019/2019-04/introduction.html
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