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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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
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Measuring Economic Uncertainty and Its Effects
22 Feb 2016
RDP
PDF
1096KB
expected one-month-ahead volatility in the ASX 200. Unfortunately, data for option-implied. ... Option-. implied. volatility(a). Realised. volatility. Analyst. earnings. forecast. uncertainty. (ASX 200)(a).
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-01.pdf
Stress Testing the Australian Household Sector Using the HILDA Survey
5 Mar 2015
RDP
PDF
1095KB
2014. Equity prices – ASX 2002000 average = 100. %Unemployment rate.
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-01.pdf
Is Housing Overvalued?
4 Feb 2015
RDP
PDF
1164KB
Research Discussion Paper. Is Housing Overvalued? Ryan Fox and Peter Tulip. RDP 2014-06. The Discussion Paper series is intended to make the results of the current economic research within the Reserve Bank available to other economists. Its aim is
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-06.pdf
Central Counterparty Links and Clearing System Exposures
2 Feb 2015
RDP
PDF
3395KB
3 Three CCPs currently operate in Australia: two CCPs in the ASX Group, ASX Clear and ASXClear (Futures), and the London-based CCP, LCH.Clearnet Ltd. ... ASX Clear (Futures) was third lowest with 17 participants, and ASX Clear had43 participants.
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-12.pdf
Currency Demand during the Global Financial Crisis: Evidence from Australia
2 Feb 2015
RDP
PDF
633KB
Research Discussion Paper. Currency Demand during the Global Financial Crisis: Evidence from Australia. Tom Cusbert and Thomas Rohling. RDP 2013-01. The Discussion Paper series is intended to make the results of the current economic research within
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-01.pdf
A History of Australian Corporate Bonds
29 Jan 2015
RDP
PDF
606KB
Around one-third of these (by number) are listed on the ASX, while the remainder are unlisted. ... based exchanges. In 2006, the Australian Stock Exchange merged with the Sydney Futures Exchange (SFE) to become the Australian Securities Exchange (also
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-09.pdf
The Role of Credit Supply in the Australian Economy
28 Jan 2015
RDP
PDF
817KB
Research Discussion Paper. The Role of Credit Supply in the Australian Economy. David Jacobs and Vanessa Rayner. RDP 2012-02. The Discussion Paper series is intended to make the results of the current economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-02.pdf
Appendix A: Data Details
12 Sep 2014
RDP
2014-06
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
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Results
31 Dec 2013
RDP
2013-12
In Australia, for instance, many large international banks and investment houses participate in the domestic CCPs, and make up the majority of participants in the futures CCP, ASX Clear (Futures). ... 9. ASX Clear (Futures) was third lowest with 17
https://www.rba.gov.au/publications/rdp/2013/2013-12/results.html
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