Search: weighted average issue yield
RBA Glossary definition for weighted average issue yield
weighted average issue yield – The weighted average of successful yields at auction of Australian Government Securities. Yields are weighted by the share of the total amount sold that is allocated to each successful bidder.
RBA Glossary definition for yield
yield – The expected rate of return expressed as a percentage of the net outlay or net proceeds of an investment, not of its face value.
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The Cost of Capital: Some Issues
19 Nov 2012
RDP
PDF
803KB
comparable with the average earnings yield for "all ordinaries" companies. (weighted by market capitalisation) shown for the later period. ... 5. A Cost of Capital Series. The debt-equity weighted average expected real cost of capital to the.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8807.pdf
Output Gaps in Real Time: Are They Reliable Enough to Use for Monetary Policy?
2 Dec 2009
RDP
PDF
183KB
Import prices (RHS). Year-ended growth rate. 10-year average growth rate. 1991198119711961. ... The crucial issues are how large and how frequent are such real-timeproblems.
https://www.rba.gov.au/publications/rdp/2002/pdf/rdp2002-06.pdf
Housing Wealth, Stock Market Wealth and Consumption: A Panel Analysis for Australia
2 Dec 2009
RDP
PDF
130KB
19 The mean group estimator can either be an unweighted average or a weighted average of thecoefficients. ... The weighted average version uses the estimated variance-covariance matrix forthe weights.
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-07.pdf
Liquidity Shocks and the US Housing Credit Crisis of 2007–2008
2 Feb 2015
RDP
PDF
756KB
2 Historically, the conforming mortgage loan limit has been periodically adjusted in line withchanges in average US home prices. ... each mortgage lender, average across all the years of the pre-crisis period.
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-05.pdf
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
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1464KB
Sources: Bloomberg; RBA. 2.2 Deriving Asset-specific Funding Costs. The debt funding rate (DFRt) is the weighted average cost of non-equity funding for major banks. ... Total risk weighted exposures (5). We define 1 tCET Ratio as the average common
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf
Global Relative Price Shocks: The Role of Macroecnomic Policies
11 Jan 2010
RDP
PDF
199KB
Estimates of average annual TFP growth in China’s manufacturing sector are as high as 10.5 per cent since 1998.1. ... The sectors in which there is strong productivity growth (durable and non-durable manufactures) experience falling input costs and
https://www.rba.gov.au/publications/rdp/2009/pdf/rdp2009-10.pdf
Systematic Risk Characteristics of Corporate Equity
1 Dec 2009
RDP
PDF
265KB
In estimating systematic risk, the ‘market’ return is measured as theNYSE weighted-average equity return. ... flow. A second point in favour of using thevalue-weighted average return on the NYSE is that Fama and French (1992) reportthat it yields
https://www.rba.gov.au/publications/rdp/1998/pdf/rdp9802.pdf
Productivity Growth: The Effect of Market Regulations
2 Dec 2009
RDP
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470KB
NZ. Note: ICT spending (as a ratio to GDP) is the average for 1992–2000; TFP is the difference in five-year averages of annual growth ending in 1990 and 2000. ... Average for Finland and Norway begins in 1976. (b) Averages of indicators of regulatory
https://www.rba.gov.au/publications/rdp/2007/pdf/rdp2007-04.pdf
Consumer Credit Card Choice: Costs, Benefits and Behavioural Biases
2 Oct 2018
RDP
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1746KB
components. On average, credit card holders in the Consumer Payments Survey reported spending. ... reflects higher average spending by higher-income respondents, which means they earn more.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-11.pdf
Do Collective Action Clauses Influence Bond Yields? New Evidence from Emerging Markets
2 Dec 2009
RDP
PDF
91KB
We supplement existing evidence that the use of CACs in Euromarket issues has not affected yields on new bond issues through an event study that shows that decisions by issuers to ... The estimate on the variable for the size of the issue is negative,
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-02.pdf