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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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
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
The Real-time Forecasting Performance of Phillips Curves
2 Dec 2009
RDP
PDF
127KB
and late equation vintages); and the first lag of the SouthernOscillation Index (except in early vintages). ... import price inflation, bond market inflation expectations,and the Southern Oscillation Index, will develop over the coming year.
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-12.pdf
The Response of Financial Markets in Australia and New Zealand to News about the Asian Crisis
1 Dec 2009
RDP
PDF
676KB
weighted index for the NZD and the 3-month bank bill interest rate. ... the composition of Australia’s exports. Although back-data are available, this index was not available to traders until 1999.
https://www.rba.gov.au/publications/rdp/2001/pdf/rdp2001-03.pdf
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
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
See 1 more results from "RDP 2004-05"
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
Appendix D: Data Sources and Definitions
31 Dec 2003
RDP
2003-12
table notes); data on the MSCI national net index (official) for Australia, available from <http://www.msci.com>; and finally, linearly interpolated data for the annual All Ordinaries Accumulation Index from ... Foster (1997), Table 3.18a, available at
https://www.rba.gov.au/publications/rdp/2003/2003-12/appendix-d.html
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
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