Search: SDR

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1–4 of 4 collapsed search results for SDR

RBA Glossary definition for SDR

SDR – Special Drawing Right. Used as an international reserve asset to settle transactions between countries and help balance international liquidity. The value of the SDR is calculated by the International Monetary Fund (IMF) on the basis of a weighted basket of five currencies: US dollar; European euro; Chinese renminbi; Japanese yen; and UK pound. The IMF publishes the value of the SDR each day in terms of US dollars and the Reserve Bank of Australia provides an equivalent value in Australian Dollars.

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Data – Stockmarket Returns

1 Sep 1991 RDP 9107
Anthony J. Richards
To enable comparison across countries, the accumulation indices were converted into a common currency, the Special Drawing Right (SDR) of the International Monetary Fund. ... Table 1: Summary Statistics, SDR Returns, Dec 1969–Dec 1990. Country.
https://www.rba.gov.au/publications/rdp/1991/9107/data-stockmarket-returns.html

Estimates of the IAPM

1 Sep 1991 RDP 9107
Anthony J. Richards
where R. w. denotes returns in the world market denominated in SDRs, and R. ... These extra factors are variables for metals and oil prices, both measured in SDRs, and expressed as differences of logs.
https://www.rba.gov.au/publications/rdp/1991/9107/estimates-of-the-iapm.html

Measures of the Cost of Equity

1 Sep 1991 RDP 9107
Anthony J. Richards
Second, I calculate an SDR-denominated equity premium to a hypothetical world investor. ... Calculated using the IMF metals index in SDRs, deflated by the CPI of the industrial countries, using data from International Financial Statistics.
https://www.rba.gov.au/publications/rdp/1991/9107/measures-of-the-cost-of-equity.html

The Cost of Equity – Theory

1 Sep 1991 RDP 9107
Anthony J. Richards
SDR, I capture most of the insights of the IAPM.
https://www.rba.gov.au/publications/rdp/1991/9107/cost-of-equity-theory.html