Search: MSCI ACWI Index

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RBA Glossary definition for MSCI ACWI Index

MSCI ACWI Index – MSCI's All Country World Index (ACWI) is composed of 2,400 constituents, 11 sectors, and is the industry�s accepted gauge of global stock market activity. It provides a seamless, modern and fully integrated view across all sources of equity returns in 47 developed and emerging markets.

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Financial Conditions and Downside Risk to Economic Activity in Australia

23 Mar 2021 RDP 2021-03
Luke Hartigan and Michelle Wright
MSCI. Aus. 1984:Q4. 2020:Q2. LD. 39. Retail property return index. MSCI. ... Aus. 1984:Q4. 2020:Q2. LD. 40. Office property return index. MSCI. Aus.
https://www.rba.gov.au/publications/rdp/2021/2021-03/full.html
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Core Equations

23 Aug 2019 RDP 2019-07
Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael McCririck, Gabriela Nodari and Daniel Rees
rewi. Export-weighted exchange rate index. Log. Real. BIS, RBA. RMR. Mortgage rate. ... For example, data for the wage price index is available only from 1997.
https://www.rba.gov.au/publications/rdp/2019/2019-07/core-equations.html
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Introduction

19 Jun 2019 RDP 2019-04
Thomas Mathews
a). New series. (b). Notes. Price index. 1875. Lamberton (1958a, 1958b), extended with Sydney Stock Exchange Official Gazettes and modern sources. ... Price-to-net tangible assets ratio. 2000. 1937. Price-to-book ratios (i.e. including intangibles) are
https://www.rba.gov.au/publications/rdp/2019/2019-04/introduction.html
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The Effect of Financialisation on Commodity Risk Premiums

6 Jun 2017 RDP 2017-03
Jonathan Hambur and Nick Stenner
We use the MSCI All Country Weighted Index (MSCI) as the market portfolio as commodity markets are global and ergo a global index like the MSCI is likely to better represent ... 0.136). Controls. Index – β. 0.017. 0.024. (0.032). (0.033). Post03 – γ
https://www.rba.gov.au/publications/rdp/2017/2017-03/the-effect-of-financialisation-on-commodity-risk-premiums.html
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Stylised Facts about Uncertainty

14 Mar 2016 RDP 2016-01
Angus Moore
This fact is reassuring because it suggests the index is indeed capturing uncertainty. ... Average of index in near-election months, relative to overall average. Sources: Author's calculations; Consensus Economics; Factiva; MSCI; Thomson Reuters.
https://www.rba.gov.au/publications/rdp/2016/2016-01/stylised-facts-about-uncertainty.html
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How Are the Net Purchases of Foreign Investors Related to Prior Returns?

31 Dec 2004 RDP 2004-05
Anthony Richards
MSCI world index return. 0.397 (0.388). 0.330 (0.000). 0.210 (0.000). 0.359 (0.628). ... MSCI world index return. 0.408 (0.783). 0.367 (0.003). 0.250 (0.000). 0.367 (0.778).
https://www.rba.gov.au/publications/rdp/2004/2004-05/how-are-the-net-purchases-of-foreign-investors-related-to-prior-returns.html
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Appendix D: Data Sources and Definitions

31 Dec 2003 RDP 2003-12
Tim Robinson, Andrew Stone and Marileze van Zyl
table notes); data on the MSCI national net index (official) for Australia, available from <http://www.msci.com>; and finally, linearly interpolated data for the annual All Ordinaries Accumulation Index from ... Foster (1997), Table 3.18a, available at
https://www.rba.gov.au/publications/rdp/2003/2003-12/appendix-d.html

Testing for Changes in Market Exposures Following Unification of DLCs

31 Dec 2003 RDP 2003-06
Jaideep Bedi, Anthony Richards and Paul Tennant
MSCI), Dow Jones and Bloomberg typically transfer the entire index weight to the country of the new primary listing. ... the combined group is treated by all major global index providers (including MSCI, FTSE, Bloomberg, and Dow Jones) as belonging
https://www.rba.gov.au/publications/rdp/2003/2003-06/testing-for-changes-in-market-exposures-following-unification-of-dlcs.html

Comparing Spillover in Crises and at Other Times

31 Dec 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
For stock markets, we use the MSCI Far East Free (excluding Japan) Index compiled by Morgan Stanley. ... MSCI Emerging Markets Far East. MSCI Emerging Markets Asia. EMBI Global Constrained (Asia sub-index).
https://www.rba.gov.au/publications/rdp/2001/2001-03/comparing-spillover-in-crises-and-at-other-times.html

Data – Stockmarket Returns

1 Sep 1991 RDP 9107
Anthony J. Richards
The MSCI index for Australia contains around sixty stocks, with the composition changing over time with takeovers, delistings, and as market capitalisations change. ... The MSCI series for the World Index is also used. Selection of countries was based
https://www.rba.gov.au/publications/rdp/1991/9107/data-stockmarket-returns.html
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