Search: MSCI ACWI Index
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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The Cost of Equity Capital in Australia: What Can We Learn from International Equity Returns?
18 Apr 2007
RDP
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445KB
The MSCI index for Australia contains around sixty stocks, with the composition changing over time with takeovers, delistings, and as market capitalisations change. ... Any differences may reflect a "small firm effect" since the Statex index has broader
https://www.rba.gov.au/publications/rdp/1991/pdf/rdp9107.pdf
Financial Conditions and Downside Risk to Economic Activity in Australia
17 Mar 2021
RDP
PDF
1966KB
dataset in more detail, while Appendix A.2 describes the methodology used to construct the index. ... Figure 1: Financial Conditions Index. Note: Shaded region represents 95 per cent confidence interval.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-03.pdf
Measuring Economic Uncertainty and Its Effects
22 Feb 2016
RDP
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1096KB
from this table. (a) Component of the economic uncertainty index. Sources: Author’s calculations; Consensus Economics; Factiva; MSCI; RBA; Thomson Reuters. ... Sources: Author’s calculations; Consensus Economics; Factiva; MSCI; Thomson Reuters. The
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-01.pdf
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
20 Aug 2019
RDP
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1571KB
For example, data for the wage price index is. available only from 1997. ... ptm Trimmed mean inflation Log ABS. pw Wage price index, excluding bonuses Log Nominal ABS.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-07.pdf
The Response of Financial Markets in Australia and New Zealand to News about the Asian Crisis
1 Dec 2009
RDP
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676KB
weighted index for the NZD and the 3-month bank bill interest rate. ... the composition of Australia’s exports. Although back-data are available, this index was not available to traders until 1999.
https://www.rba.gov.au/publications/rdp/2001/pdf/rdp2001-03.pdf
Financialisation and the Term Structure of Commodity Risk Premiums
24 May 2017
RDP
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1495KB
000s. Other ETFs Precious. metals ETFs. Medium-term. notes. Index swaps. 2012201020082006 20140. ... allocations on these indices. Moreover, these funds made ‘on-index’ commodities relatively more.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-03.pdf
A History of Australian Equities
31 Jul 2019
RDP
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1467KB
A. reliable long-run share price index is already calculated by Lamberton, so this section focuses. ... Note: (a) RBA dataset to 1979, Datastream index from 1980–2019. (b) Or closest available.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-04.pdf
Big Fish in Small Ponds: The Trading Behaviour and Price Impact of Foreign Investors in Asian Emerging Equity Markets
9 Jun 2004
RDP
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623KB
Accordingly, the return on a broad emerging markets index (the MSCI Emerging Markets Free index) is also included as a possible explanator. ... MSCI world index return 0.397 (0.388). 0.330 (0.000). 0.210 (0.000). 0.359 (0.628).
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-05.pdf
The Characteristics and Trading Behaviour of Dual-listed Companies
2 Dec 2009
RDP
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382KB
This. 12 The three Australian stocks are all included in the ASX 100 index, while the three UK stocks. ... The use of standard market indices in such regressions potentially creates a bias when one of the companies is included in a market index.
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-06.pdf
The Real-time Forecasting Performance of Phillips Curves
2 Dec 2009
RDP
PDF
127KB
and late equation vintages); and the first lag of the SouthernOscillation Index (except in early vintages). ... import price inflation, bond market inflation expectations,and the Southern Oscillation Index, will develop over the coming year.
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-12.pdf