Search: weighted average issue yield

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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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Financial Conditions and Downside Risk to Economic Activity in Australia

23 Mar 2021 RDP 2021-03
Luke Hartigan and Michelle Wright
But for central banks with a financial stability mandate, the issue is crucial. ... FCIs are constructed as a weighted average of a broad range of indicators, including asset prices, credit, money, interest rates and the exchange rate.
https://www.rba.gov.au/publications/rdp/2021/2021-03/full.html
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Monetary Policy, Equity Markets and the Information Effect

24 Oct 2021 RDP PDF 1573KB
announcement. To overcome this issue I use high-frequency financial data of Australia’s overnight. ... and the unemployment rate from the ABS against the average forecasts from the Bloomberg.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-04.pdf

Monetary Policy, Equity Markets and the Information Effect

23 Mar 2021 RDP 2021-04
Calvin He
To overcome this issue I use high-frequency financial data of Australia's overnight index swap (OIS) market, which measures expectations of the cash rate. ... They only show that on average over the sample, economic news (defined as GDP, CPI inflation
https://www.rba.gov.au/publications/rdp/2021/2021-04/full.html

The Case for a Basket, Band and Crawl (BBC) Regime for East Asia

26 Nov 2006 Conferences PDF 110KB
RBA Conference Volume 2001
https://www.rba.gov.au/publications/confs/2001/pdf/williamson.pdf

Setting Monetary Policy in East Asia: Goals, Developments and Institutions

26 Nov 2006 Conferences PDF 297KB
RBA Conference Volume 2001
https://www.rba.gov.au/publications/confs/2001/pdf/mccauley.pdf

A Rebalancing Chinese Economy: Challenges and International Implications | Conference – 2016

18 Mar 2016 Conferences
Guonan Ma, Ivan Roberts and Gerard Kelly
Section 5 offers concluding remarks. 2. China's Twin Imbalances: Facts and Issues. ... The data help answer the question of who consumes, saves and invests – a core issue in any discussion of rebalancing.
https://www.rba.gov.au/publications/confs/2016/ma-roberts-kelly.html

China's Evolving Monetary Policy Framework in International Context

1 Dec 2019 RDP 2019-11
Bradley Jones and Joel Bowman
A lack of credibility was shown to lead to higher average inflation with no offsetting benefits in terms of greater output or employment. ... Medium term (‘on average, over time’). RBNZ. Dual. Price stability Maximum sustainable employment.
https://www.rba.gov.au/publications/rdp/2019/2019-11/full.html
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A Model of the Australian Housing Market

1 Mar 2019 RDP 2019-01
Trent Saunders and Peter Tulip
Notes: Partial equilibrium responses. (a) Weighted by shares in national accounts dwelling investment. ... A user cost (or rental yield) of 6 per cent is the approximate average over Gitelman and Otto's sample.
https://www.rba.gov.au/publications/rdp/2019/2019-01/full.html
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Financial Conditions and Downside Risk to Economic Activity in Australia

17 Mar 2021 RDP PDF 1966KB
But for. central banks with a financial stability mandate, the issue is crucial. ... et al (2010). FCIs are constructed as a weighted average of a broad range of indicators, including.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-03.pdf

Start Spreading the News: News Sentiment and Economic Activity in Australia

23 Dec 2020 RDP 2020-08
Kim Nguyen and Gianni La Cava
Three-month moving average. Note: (a) Measured by Beckers (2020). Sources: Authors' calculations; Beckers (2020); Dow Jones Factiva. ... The individual words are not weighted by the degree of positivity or negativity.
https://www.rba.gov.au/publications/rdp/2020/2020-08/full.html