Search: yield

Help
Contents
Metadata
Published
Display
per page
Results from
Sort by: Relevance Date
11–20 of 932 search results for 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 A: Yields and Stochastic Discount Factors

31 Dec 2011 RDP 2011-01
Richard Finlay and Sebastian Wende
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"

Overview

4 Oct 2019 FSR – October 2019
easing. This has led to lower government bond yields. However, higher uncertainty has not resulted in investors demanding increased compensation to bear risk. ... Domestically, government bond yields have fallen by more than international yields this
https://www.rba.gov.au/publications/fsr/2019/oct/overview.html

Bond Yield Volatilities and Correlations

1 Mar 1993 RDP 9301
Paul D. McNelis
Table VII. PANEL A. Correlation Coefficients of Bond-Yield Volatility Measures, Schwert Index. ... A,t. is the first difference of the Australian yield at time t, [. ] are the time-varying coefficients of the contemporaneous foreign yields and lagged own
https://www.rba.gov.au/publications/rdp/1993/9301/bond-yield-volatilities-correlations.html
See 4 more results from "RDP 9301"

A History of Australian Equities

1 Jun 2019 RDP 2019-04
Thomas Mathews
Lamberton calculated a series of market capitalisation-weighted share price indices and a single dividend yield series. ... Dividend yield. 1880. Lamberton (1958a, 1958b), extended with Sydney Stock Exchange Official Gazettes and modern sources.
https://www.rba.gov.au/publications/rdp/2019/2019-04/full.html
See 5 more results from "RDP 2019-04"

Appendix 1: Data

1 Dec 1993 RDP 9314
Gordon de Brouwer, Irene Ng and Robert Subbaraman
Source: Reserve Bank of Australia. Bulletin. Definition: Three-month average of the two-year Treasury bond yield for the last business day of the month. ... Assessed secondary market yields. Source: Reserve Bank of Australia. Bulletin. Definition:
https://www.rba.gov.au/publications/rdp/1993/9314/appendix-1.html
See 4 more results from "RDP 9314"

A Term Structure Decomposition of the Australian Yield Curve

28 Dec 2008 RDP PDF 578KB
The term structure of interest rates is often presented as a yield curve, which plotsthe yields to maturity of bonds with varying terms to maturity. ... Despite these caveats, the importance of the shape of the yield curve andexpectations of future
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-09.pdf

Boxes

22 Mar 2024 FSR
A number of Boxes on topics of special interest are published in the Financial Stabiilty Review. These boxes can be read as stand-alone documents or within the relevant Financial Stability Review.
https://www.rba.gov.au/publications/fsr/boxes.html

List of tables

10 Sep 2006 FSR – September 2006
6.8. 10-year swap rate (per cent). (b). 5.7. 8.2. 7.4. 6.9. 10-year government bond yield (per cent).
https://www.rba.gov.au/publications/fsr/2006/sep/tables.html

Box A: Effects of Low Yields on Life Insurers and Pension Funds

15 Oct 2015 FSR October 2015 PDF 150KB
https://www.rba.gov.au/publications/fsr/2015/oct/pdf/box-a.pdf

At a Glance: Financial Stability Review – April 2021

9 Apr 2021 FSR
With rising long-term yields in major economies, slower growth in some emerging market economies could expose them to sharp capital outflows, exchange rate depreciations or unhelpful increases in their domestic
https://www.rba.gov.au/publications/fsr/2021/apr/