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RBA Glossary definition for S&P

S&P – Standard and Poor's. An international statistical rating organisation and data provider.

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A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market

5 Feb 2018 RDP PDF 1627KB
Anthony Brassil and Gabriela Nodari. Research Discussion Paper. R D P 2018- 01. ...    11. P 1N kk. NX k p p.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-01.pdf

Uncertainty and Monetary Policy in Good and Bad Times

12 Oct 2017 RDP PDF 1508KB
extreme events, that is events associated with large jumps in the level of the S&P 100 Volatility. ... uncertainty shocks have almost no effect on financial volatility. We include, however, the S&P 500.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-06.pdf

Introduction

1 Oct 2017 RDP 2017-06
Giovanni Caggiano, Efrem Castelnuovo and Gabriela Nodari
Following Bloom (2009), the identification of uncertainty shocks pursued in this paper relies on extreme events, that is events associated with large jumps in the level of the S&P 100 ... Given the inclusion of the S&P 500 index and measures of interest
https://www.rba.gov.au/publications/rdp/2017/2017-06/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
In particular, those commodities that are part of major commodity indices, such as the S&P Goldman Sachs Commodity Index (GSCI) and the Bloomberg Commodity Index (BCOM; formerly the Dow Jones ... As we now condition on the market portfolio's return, this
https://www.rba.gov.au/publications/rdp/2017/2017-03/the-effect-of-financialisation-on-commodity-risk-premiums.html
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Financialisation and the Term Structure of Commodity Risk Premiums

24 May 2017 RDP PDF 1495KB
c m t c m t. Return S F. E S F S E S. ... In. particular, those commodities that are part of major commodity indices, such as the S&P Goldman.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-03.pdf

Results

23 Nov 2016 RDP 2016-08
Rachael McCririck and Daniel Rees
Like us, Fernald's series indicates a slowdown in the average pace of productivity growth in the early 1970s. ... Figure 9 plots the NASDAQ and S&P 500 stock market indices over recent decades, with the highlighted areas corresponding to the periods in
https://www.rba.gov.au/publications/rdp/2016/2016-08/results.html
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The Slowdown in US Productivity Growth: Breaks and Beliefs

26 Oct 2016 RDP PDF 1630KB
NASDAQ and S&P 500 stock market indices over recent decades, with the highlighted areas. ... 500. index. 100. 200. 300. 400. 500. index. NASDAQ. S&P 500.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-08.pdf

The Efficiency of Central Clearing: A Segmented Markets Approach

24 Oct 2016 RDP PDF 2054KB
 , , , , , , 1 ,m t m t m t m t m t m t m tc p s p f s A    (4). ...     (5). subject to the budget constraint:.  , , , , , , 1 ,m t m t m t m t m t m t m tc p s p f
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf

The Baseline ECM

31 Dec 2015 RDP 2015-12
Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright
real) US S&P 500 equity index and the VIX (an index of option-implied expectations of volatility in the S&P 500). ... in Australia's external competitiveness vis-à-vis its most important trading partners.
https://www.rba.gov.au/publications/rdp/2015/2015-12/the-baseline-ecm.html

Modelling the Australian Dollar

1 Oct 2015 RDP PDF 1421KB
real) US S&P 500 equity index and the VIX (an index of option-implied expectations of volatility in the S&P 500). ... where 0 p, q 1. While all of the model’s short-run coefficients are allowed to switch, the underlying Markov states are identified by
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-12.pdf