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.
Search Results
Exchange Rate Disconnect Revisited
19 Dec 2023
Research Workshop
PDF
4777KB
RBA Workshop 2023
https://www.rba.gov.au/publications/workshops/research/2023/pdf/rba-workshop-2023-chahrour-cormun-de-leo-guerron-quintana-valchev.pdf
Financial Conditions and Downside Risk to Economic Activity in Australia
23 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/full.html
See 1 more results from "RDP 2021-03"
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
Core Equations
23 Aug 2019
RDP
2019-07
rewi. Export-weighted exchange rate index. Log. Real. BIS, RBA. RMR. Mortgage rate. ... For example, data for the wage price index is available only from 1997.
https://www.rba.gov.au/publications/rdp/2019/2019-07/core-equations.html
See 1 more results from "RDP 2019-07"
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
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
Introduction
19 Jun 2019
RDP
2019-04
a). New series. (b). Notes. Price index. 1875. Lamberton (1958a, 1958b), extended with Sydney Stock Exchange Official Gazettes and modern sources. ... Price-to-net tangible assets ratio. 2000. 1937. Price-to-book ratios (i.e. including intangibles) are
https://www.rba.gov.au/publications/rdp/2019/2019-04/introduction.html
See 1 more results from "RDP 2019-04"
The Effect of Financialisation on Commodity Risk Premiums
6 Jun 2017
RDP
2017-03
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 likely to better represent ... 0.136). Controls. Index – β. 0.017. 0.024. (0.032). (0.033). Post03 – γ
https://www.rba.gov.au/publications/rdp/2017/2017-03/the-effect-of-financialisation-on-commodity-risk-premiums.html
See 1 more results from "RDP 2017-03"
Financialisation and the Term Structure of Commodity Risk Premiums
24 May 2017
RDP
PDF
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
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
See 5 more results from "RDP 2016-01"