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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Comparing Spillover in Crises and at Other Times
31 Dec 2001
RDP
2001-03
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
How Are the Net Purchases of Foreign Investors Related to Prior Returns?
31 Dec 2004
RDP
2004-05
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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Testing for Changes in Market Exposures Following Unification of DLCs
31 Dec 2003
RDP
2003-06
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