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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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Central Counterparty Links and Clearing System Exposures
2 Feb 2015
RDP
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3395KB
ASX Clear (Futures) was third lowest with 17 participants, and ASX Clear had43 participants. ... 24. The asymmetry of the variances σ21 and σ22 also plays an important role in.
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-12.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
Measuring Economic Uncertainty and Its Effects
22 Feb 2016
RDP
PDF
1096KB
Option-. implied. volatility(a). Realised. volatility. Analyst. earnings. forecast. uncertainty. (ASX 200)(a). ... 24 The Australian economic uncertainty index increases about 10 points following a US.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-01.pdf
The Role of Credit Supply in the Australian Economy
28 Jan 2015
RDP
PDF
817KB
This was one of the largest deviations of GDP from baseline due to a credit supply shock in the model’s history.24. ... 24 Note that these effects do not take account of the credit market’s role in propagating shocks.
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-02.pdf
Anticipatory Monetary Policy and the ‘Price Puzzle’
18 May 2017
RDP
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2157KB
Appendix B : Additional Results 24. Appendix C : Forecast Data and Alternative Specifications 25.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-02.pdf
Stress Testing the Australian Household Sector Using the HILDA Survey
5 Mar 2015
RDP
PDF
1095KB
Asset quintiles 1st 2 2 2 2nd 8 7 8 3rd 18 17 18 4th 25 25 24 5th 47 49 50. ... 2006. 2010. 24. Figure 11: Hypothetical Scenario. Sources: Authors’ calculations; HILDA Release 12.0; Melbourne Institute; RBA.
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-01.pdf
Do Interest Rates Affect Business Investment? Evidence from Australian Company-level Data
27 Apr 2018
RDP
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1257KB
Cost of debt. ,D. i tr –0.47. (0.14). –0.24. (0.12). , 1D. ... 2f. i tr –0.32. (0.50). 0.64. (0.24). 0.91. (1.39).
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-05.pdf
The Real-time Forecasting Performance of Phillips Curves
2 Dec 2009
RDP
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127KB
our simulated real-time forecasting experiment suggests,instead, that [their] predictive ability is mostly illusory’ (p 24). ... 2). (1). 24 Chong and Hendry (1986) refer to such a regression as an ‘encompassing test’.
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-12.pdf
Currency Demand during the Global Financial Crisis: Evidence from Australia
2 Feb 2015
RDP
PDF
633KB
24. average annual growth. The net effect of trends in ATMs, EFTPOS terminals and bank branches was negative and in the order of an average reduction of 1 per cent per
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-01.pdf
Forecasting with Factors: The Accuracy of Timeliness
26 Apr 2007
RDP
PDF
295KB
Real unit labour costs, sa 5 68. 24. Table A1: Data Panel(continued)Code Time. ... ACCI-Westpac surveys:Capacity utilisation, net balance, nsa 1 –24. General business situation, next 6mths net balance, nsa 1 –24.
https://www.rba.gov.au/publications/rdp/2007/pdf/rdp2007-03.pdf