Search: yield
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.
Search Results
Appendix C: Estimating the Real Zero-coupon Yield Curve
27 Feb 2018
RDP
2018-02
We correct for this by pushing the real yield back up a bit. ... We will recover. by writing the observed bond price P as a function of known inflation and nominal yields, and the unknown true real yield, and solving for the latter.
https://www.rba.gov.au/publications/rdp/2018/2018-02/appendix-c.html
See 12 more results from "RDP 2018-02"
Box B: The Decline in Bond Yields and Inflation Expectations
10 Feb 2015
SMP
– February 2015
Statement on Monetary Policy – February 2015 Box B: The Decline in Bond Yields and Inflation Expectations. ... Yields on bonds issued by governments of developed economies have declined significantly over recent months across the whole yield curve.
https://www.rba.gov.au/publications/smp/2015/feb/box-b.html
Box E: Yields on Sovereign Debt
10 May 2012
SMP
– May 2012
A standard benchmark for comparing yields on debt securities is the interest rate swap curve. ... Relative to swap rates, however, yields on Australian government debt are noticeably lower than in other countries.
https://www.rba.gov.au/publications/smp/2012/may/box-e.html
Appendix 3: Forecasting Ability of Selected Yield Spreads
1 May 1992
RDP
9204
RDP 9204: The Term Structure of Interest Rates, Real Activity and Inflation Appendix 3: Forecasting Ability of Selected Yield Spreads.
https://www.rba.gov.au/publications/rdp/1992/9204/appendix-3.html
See 10 more results from "RDP 9204"
Appendix A: Yields and Stochastic Discount Factors
31 Dec 2011
RDP
2011-01
This defines the relationship between real yields and the continuous time real SDF. ... such that the pricing equation for inflation yields holds. That is, such that.
https://www.rba.gov.au/publications/rdp/2011/2011-01/appendix-a.html
See 8 more results from "RDP 2011-01"
Financial Conditions
6 Feb 2024
SMP
– February 2024
Financial Conditions | Statement on Monetary Policy – February 2024
https://www.rba.gov.au/publications/smp/2024/feb/financial-conditions.html
Statement on Monetary Policy
10 Feb 2005
Bulletin
– February 2005
Even so, US government bond yields have remained remarkably stable at around 4 per cent. ... The continuing low level of government bond yields has supported the search for yield that has been evident over the past couple of years, with the spread
https://www.rba.gov.au/publications/bulletin/2005/feb/1.html
Financial Conditions
7 May 2024
SMP
– May 2024
Financial Conditions | Statement on Monetary Policy – May 2024
https://www.rba.gov.au/publications/smp/2024/may/financial-conditions.html
Domestic Financial Conditions
5 Nov 2021
SMP
– November 2021
yields on bank and corporate bonds, which typically price off these swap rates. ... Graph 3.5. Similar to the situation in February and March of this year, bid-offer spreads across the yield curve widened alongside the significant increase in yields
https://www.rba.gov.au/publications/smp/2021/nov/domestic-financial-conditions.html
The International Environment
10 Nov 2023
SMP
– November 2023
The International Environment | Statement on Monetary Policy – November 2023
https://www.rba.gov.au/publications/smp/2023/nov/the-international-environment.html