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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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Submissions
8 May 2024
Submissions
Index of Documents commissioned by or prepared for Parliament, its committees, and other public inquiries
https://www.rba.gov.au/publications/submissions/
Payments System | Submissions | Payments System | Submissions
8 May 2024
Submissions
Index of Documents commissioned by or prepared for Parliament, its committees, and other public inquiries
https://www.rba.gov.au/publications/submissions/payments-system/
Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
PDF
2622KB
Upon request, ASX provided the RBA with securities transactions data from Austraclear, its central. ... policy decisions are excluded from calculations. Sources: ASX; Author’s calculations. -1.0.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.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
A History of Australian Equities
1 Jun 2019
RDP
2019-04
For company-level data, I use Bloomberg data for the S&P/ASX 200. ... Like the modern ASX, the Sydney Stock Exchange was dominated by large, old companies.
https://www.rba.gov.au/publications/rdp/2019/2019-04/full.html
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A History of Australian Corporate Bonds
29 Jan 2015
RDP
PDF
606KB
6. Corporate Bond Pricing 24 . 7. Conclusion 27 . Appendix A: Data Descriptions and Sources 29 . ... During periods of greater uncertainty about economic and financial conditions,24 spreads on non-government guaranteed.
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-09.pdf
Appendix A: Estimating a Financial Conditions Index for Australia
1 Mar 2021
RDP
2021-03
43. ASX 200 Financials Index. Refinitiv. Aus. 1973:Q1. 2020:Q3. LD. 44. ... ASX 200 Real Estate Index. Refinitiv. Aus. 1973:Q1. 2020:Q3. LD. 45.
https://www.rba.gov.au/publications/rdp/2021/2021-03/appendix-a.html
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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
List of tables | Submission to the Financial System Inquiry March 2014 | Financial Sector | Submissions
1 Mar 2014
Submissions
ASX Clear (Futures). Clearing of ASX 24 exchange-traded derivatives and AUD OTC interest rate derivatives. ... $195 billion for five major listed financial contracts. (c). No substitute provider for ASX-24 derivatives LCH.Clearnet Ltd for OTC derivatives
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/tables.html
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