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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.
RBA Glossary definition for ASX 24
ASX 24 – ASX 24 is a derivatives market operated by the ASX group. Formerly the Sydney Futures Exchange.
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Adoption of Emerging Digital General-purpose Technologies: Determinants and Effects
19 Dec 2023
RDP
PDF
1692KB
database using a combination of ASX tickers and company names, along with fuzzy matching.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-10.pdf
Read me file
12 May 2023
RDP
2023-04
estimate_bootstrap_IV_SVAR.m’ (replicates ‘Bootstrapped’ responses in Figures B3, B4 and B5.). ‘estimate_simpler_shocks_IV_SVAR.m’ (replicates ‘3-month OIS change’, ‘24-month OIS change’ and ‘First ... pc_yield_simpler_shocks.csv’
https://www.rba.gov.au/publications/rdp/2023/2023-04/read-me.html
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Read me file for Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
3 May 2023
RDP
PDF
247KB
RDP 2023-04 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-read-me.pdf
Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 May 2023
RDP
PDF
1465KB
removed, the autocorrelation is no longer evident. 1 12 24 36 60 120-0.25. ... strongly related to its slope), (log) commodity prices, (log) ASX 200, the US VIX and the US.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf
The Consequences of Low Interest Rates for the Australian Banking Sector
21 Dec 2022
RDP
2022-08
Note: Data from the EFS collection from July 2019. Sources: ABS; APRA; ASX; Australian Financial Markets Association; Bank liaison; Banks' websites; Bloomberg; Board of Governors of the Federal Reserve System; CANSTAR; ... Figure 7: Major Banks' Net
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
PDF
1588KB
6. Conclusions, Policy Implications and Future Research 22. Appendix A: Pass-through Lower Bound in BA-MARTIN 24. ... Note: Data from the EFS collection from July 2019. Sources: ABS; APRA; ASX; Australian Financial Markets Association; Bank liaison;
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf
Read me file
24 May 2022
RDP
2022-02
Miscellaneous. Data on the baskets used for the bond futures traded on the ASX are provided in ‘Inputs/baskets.xlsx’. ... 24 May 2022. Supplementary information.
https://www.rba.gov.au/publications/rdp/2022/2022-02/read-me.html
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Read me file for The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
20 May 2022
RDP
PDF
563KB
RDP 2022-02 supplementary information
https://www.rba.gov.au/publications/rdp/2022/2022-02/rdp-2022-02-read-me.pdf
Monetary Policy, Equity Markets and the Information Effect
24 Oct 2021
RDP
PDF
1573KB
5. Results 11. 5.1 ASX 200 11. 5.2 Earnings forecasts 12. ... 0.2. ppt. 12. Figure 3: Response of ASX 200 to Monetary Policy.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-04.pdf
Monetary Policy, Equity Markets and the Information Effect
23 Mar 2021
RDP
2021-04
forecasts for earnings growth of the ASX 200 and Australian Global Industry Classification Standard (GICS) sectors. ... Figure 3: Response of ASX 200 to Monetary Policy. 100 basis point monetary policy tightening.
https://www.rba.gov.au/publications/rdp/2021/2021-04/full.html
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