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 Foreign Exchange Market in the Recovery
18 Mar 2010
Speech
PDF
193KB
Sources: BIS; Foreign exchange committees; RBA; Thomson Reuters. Gross trade. Index IndexSpot and forwards. ... MSCI Asia. S&P 500. 2005 2006 2007 2008 2009. 2-month rolling window, daily returns.
https://www.rba.gov.au/speeches/2009/pdf/sp-ag-101209.pdf
A History of Australian Equities
31 Jul 2019
RDP
PDF
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
Asia's Role in Australia's Economic Future
16 Oct 2003
Speech
Speech by Ian Macfarlane to the Tenth Annual Sir Edward Weary Dunlop Asialink Lecture, Sydney
https://www.rba.gov.au/speeches/2003/sp-gov-161003.html
Interest Rates and the Property Market
19 Sep 2022
Speech
PDF
559KB
Speech - 2022
https://www.rba.gov.au/speeches/2022/pdf/sp-so-2022-09-19.pdf
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
1 Aug 2019
RDP
2019-07
ptm. Trimmed mean inflation. Log. ABS. pw. Wage price index, excluding bonuses. ... rewi. Export-weighted exchange rate index. Log. Real. BIS, RBA. RMR. Mortgage rate.
https://www.rba.gov.au/publications/rdp/2019/2019-07/full.html
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Australia as a Capital Exporter
29 Aug 2002
Speech
Speech by Ric Battellino to Conference on ‘The Impact of An Australia-US Free Trade Agreement: Foreign Policy Challenges and Economic Opportunities’, Canberra
https://www.rba.gov.au/speeches/2002/sp-ag-290802.html
Big Fish in Small Ponds: The Trading Behaviour and Price Impact of Foreign Investors in Asian Emerging Equity Markets
9 Jun 2004
RDP
PDF
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
Financialisation and the Term Structure of Commodity Risk Premiums
1 May 2017
RDP
2017-03
Irwin and Sanders (2012b) criticised the measure of index fund positions used in Singleton (2014). ... 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
https://www.rba.gov.au/publications/rdp/2017/2017-03/full.html
See 1 more results from "RDP 2017-03"
Transcript of Question & Answer Session on 05 April 2017
5 Apr 2017
Speech
Transcript of Question & Answer Session , Sydney
https://www.rba.gov.au/speeches/2017/sp-so-2017-04-05-q-and-a-transcript.html
The Characteristics and Trading Behaviour of Dual-listed Companies
2 Dec 2009
RDP
PDF
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