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 Australian Economy and Financial Markets
2 May 2024
Chart Pack
PDF
5792KB
The Australian Economy and Financial Markets - May 2024
https://www.rba.gov.au/chart-pack/pdf/chart-pack.pdf
Data Availability
25 Mar 2024
Chart Pack
Data availability for graphs included in the Bank's monthly ‘Chart Pack’
https://www.rba.gov.au/chart-pack/data-availability.html
The Cost of Equity Capital in Australia: What Can We Learn from International Equity Returns?
18 Apr 2007
RDP
PDF
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
Stylised Facts about Uncertainty
14 Mar 2016
RDP
2016-01
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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Measuring Economic Uncertainty and Its Effects
22 Feb 2016
RDP
PDF
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
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
A History of Australian Equities
1 Jun 2019
RDP
2019-04
b) Companies exiting that return before the end of the sample, or re-entering the index. ... Everything else is assumed 100 per cent dilutive and therefore the index is revised down.
https://www.rba.gov.au/publications/rdp/2019/2019-04/full.html
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Appendix A: Estimating a Financial Conditions Index for Australia
1 Mar 2021
RDP
2021-03
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/appendix-a.html
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MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
20 Aug 2019
RDP
PDF
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
List of tables
10 Sep 2004
FSR
– September 2004
Table 8: Moody's Weighted-average Bank Financial Strength Index. (a). May 2004. ... 18.0. 0.3. 19.1. 0.7. MSCI World Total Return Index (local currency).
https://www.rba.gov.au/publications/fsr/2004/sep/tables.html