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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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
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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
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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
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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
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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
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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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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
Data – Stockmarket Returns
1 Sep 1991
RDP
9107
The MSCI index for Australia contains around sixty stocks, with the composition changing over time with takeovers, delistings, and as market capitalisations change. ... The MSCI series for the World Index is also used. Selection of countries was based
https://www.rba.gov.au/publications/rdp/1991/9107/data-stockmarket-returns.html
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