Search: MSCI ACWI Index

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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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MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy

1 Aug 2019 RDP 2019-07
Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael McCririck, Gabriela Nodari and Daniel Rees
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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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

Financialisation and the Term Structure of Commodity Risk Premiums

1 May 2017 RDP 2017-03
Jonathan Hambur and Nick Stenner
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
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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

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

Appendix D: Data Sources and Definitions

31 Dec 2003 RDP 2003-12
Tim Robinson, Andrew Stone and Marileze van Zyl
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

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

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

Comparing Spillover in Crises and at Other Times

31 Dec 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
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
Anthony Richards
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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