Search: ETF
RBA Glossary definition for ETF
ETF – Exchange traded fund
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Appendix A: Data
31 Dec 2011
RDP
2011-06
Download the Paper 469. KB. I use the Vanguard S&P 500 ETF price measured at the close of trading of each quarter from September 1976 to June 2010. ... For the pre-estimation specification tests that use a sample from March 1952 to June 2010, I backcast
https://www.rba.gov.au/publications/rdp/2011/2011-06/appendix-a.html
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Does Equity Mispricing Influence Household and Firm Decisions?
22 Dec 2011
RDP
PDF
469KB
measure the cost of purchasing a unit of USequity (equity prices) I use the share price of Vanguard’s S&P 500 ETF measuredat the end of the quarter.21 This
https://www.rba.gov.au/publications/rdp/2011/pdf/rdp2011-06.pdf
Financialisation and the Term Structure of Commodity Risk Premiums
24 May 2017
RDP
PDF
1495KB
000s. Other ETFs Precious. metals ETFs. Medium-term. notes. Index swaps. 2012201020082006 20140.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-03.pdf
Developments in the Financial System Architecture
24 Sep 2012
FSR
– September 2012
PDF
106KB
https://www.rba.gov.au/publications/fsr/2012/sep/pdf/dev-fin-sys-arch.pdf
Developments in the Financial System Architecture
10 Sep 2012
FSR
– September 2012
In late March, ASIC released a report on the Australian exchange-traded fund (ETF) market, including details of how the market is regulated. ... The report concluded that Australia's current regulatory framework is consistent with IOSCO's proposed
https://www.rba.gov.au/publications/fsr/2012/sep/dev-fin-sys-arch.html
Financial Stability Review – September 2012
24 Sep 2012
FSR
– September 2012
PDF
1420KB
https://www.rba.gov.au/publications/fsr/2012/sep/pdf/0912.pdf
Financial Stability Review
4 Nov 2020
FSR
- October 2020
PDF
3339KB
https://www.rba.gov.au/publications/fsr/2020/oct/pdf/financial-stability-review-2020-10.pdf
Box A: Risks from Investment Funds and the COVID-19 Pandemic
9 Oct 2020
FSR
– October 2020
Aramonte S and Avalos F, ‘The recent distress in corporate bond markets: cues from ETFs’. ,.
https://www.rba.gov.au/publications/fsr/2020/oct/box-a-risks-from-investment-funds-and-the-covid-19-pandemic.html
Box A Risks from Investment Funds and the COVID-19 ...
4 Nov 2020
FSR
PDF
298KB
A. Aramonte S and Avalos F, ‘The recent distress in corporate bond markets: cues from ETFs’, BIS Bulletin, April.
https://www.rba.gov.au/publications/fsr/2020/oct/pdf/box-a-risks-from-investment-funds-and-the-covid-pandemic.pdf