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In RDP 9808
  • Introduction
  • Explaining Market Movements
  • Data, Episodes and News
  • A Diversion: International Influences
  • Announcement Effects on Yields in Australia
  • Conclusion
  • Appendix A: International Influences
  • Appendix B: Patterns of Intra-day Volatility
  • Appendix C: 25 Largest Movements in Yields During Five-minute Intervals
  • Appendix D: 25 Largest Movements in Yields During 15-minute Intervals
  • Appendix E: Empirical Results
  • References

RDP 9808: What Moves Yields in Australia? Appendix B: Patterns of Intra-day Volatility

Frank Campbell and Eleanor Lewis

July 1998

  • Download the Paper 286KB
Figure B1: Bill Yield Volatility
Figure B1: Bill Yield Volatility
Figure B2: Bond Yield Volatility
Figure B2: Bond Yield Volatility
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