Search: bill rate
RBA Glossary definition for bill rate
bill rate – The bill rate is the effective yield to maturity earned by the holder of a bill. The yield is usually expressed as a per annum rate.
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The Relationship between Financial Indicators and Economic Activity: 1968–1987
19 Nov 2012
RDP
PDF
1761KB
Clearly, for most of the period, these rates move together. Accordingly, only one interest rate variable is used- the yield on 90-day bank-accepted bills (henceforth "the bill rate"). ... a) Interest Rates. Figure 4 shows the nominal bill rate and
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8805.pdf
Pricing Behaviour in Australian Financial Futures Markets
19 Nov 2012
RDP
PDF
942KB
standard tests for biases in bank bill futures prices as predictors of future. ... than the interest rate. In this case we would expect the systematic component.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8804.pdf
Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions
29 Dec 2022
RDP
PDF
1886KB
the predicted short rate from a model of the term structure of interest rates that does not feature a lower bound. ... zero-coupon forward rates) to further purge the cash rate of variation that is anticipated by financial.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-09.pdf
The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
PDF
1588KB
others typically pay some spread above the cash rate (or expected future cash rates). ... evidence. In jurisdictions with a negative policy rate, retail deposit interest rates remained close to.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf
Read me file for Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
3 May 2023
RDP
PDF
247KB
RDP 2023-04 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-read-me.pdf
Exchange Rate Regimes and the Volatility of Financial Prices: The Australian Case
19 Nov 2012
RDP
PDF
918KB
Australian trade-weighted index, the Australian 90 day bank accepted bill. rate, the us trade-weighted index, the US 90 day prime bankers' acceptances. ... VARs comprising the following eight financial prices: the Australian. trade-weighted index (AUSTWI)
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8608.pdf
The Demand for Money in Australia: New Tests on an Old Topic
30 Nov 2009
RDP
PDF
135KB
Equation GNE Bill Rate 2 Year Bond 10 Year Bond. Broad Money 1.3523 (32.16). ... average bill rate from the first quarter of 1970 to the third quarter of 1991.
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9314.pdf
The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data
5 May 2005
RDP
PDF
158KB
Interest rates1-month 30-day bank 1-month bankers 1-month 1-month LIBOR. interest rate bills (RBA) acceptances wholesale bill (Datastream:. ... interest rate bills (RBA) acceptances wholesale bill (Datastream:. (BoC) (RBNZ) LDNIB3M).
https://www.rba.gov.au/publications/rdp/2005/pdf/rdp2005-02.pdf
Short-term Interest Rates, Weekly Money Announcements and Rational Forecasts
19 Nov 2012
RDP
PDF
1213KB
interest rate equation, occurs for the T-Bill rate in Period 23, when Model FE<. ... evaluated. For the T- Bill rate, Model F exhibits a break between Period 1 and.
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8602.pdf
Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
PDF
1959KB
c) Australian 3-month bank bill rate to zero-coupon yield. (d) Chicago Board Options Exchange, CBOE Volatility Index. ... further notes. (a) Spread between Australian large business variable lending rate and 3-month bank bill rate.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf