Search: interest rates
Search Results
The Link between the Cash Rate and Market Interest Rates
1 May 1995
RDP
9504
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1995/9504.html
The Link Between the Cash Rate and Market Interest Rates
1 May 1995
RDP
9504
Research Discussion Paper – RDP 9504 The Link Between the Cash Rate and Market Interest Rates.
https://www.rba.gov.au/publications/rdp/1995/9504/
Appendix 1: Unit Root Tests
1 May 1995
RDP
9504
RDP 9504: The Link Between the Cash Rate and Market Interest Rates Appendix 1: Unit Root Tests. ... The null hypothesis of no co-integration between the cash rates and each of the interest rates is tested using the unrestricted error-correction model.
https://www.rba.gov.au/publications/rdp/1995/9504/appendix-1.html
Conclusion
1 May 1995
RDP
9504
RDP 9504: The Link Between the Cash Rate and Market Interest Rates 5. ... whose variable-rate interest rates do not move closely with money-market rates.
https://www.rba.gov.au/publications/rdp/1995/9504/conclusion.html
Appendix 2: Data
1 May 1995
RDP
9504
RDP 9504: The Link Between the Cash Rate and Market Interest Rates Appendix 2: Data. ... Download the Paper 180. KB. All interest rates are expressed in per cent per annum.
https://www.rba.gov.au/publications/rdp/1995/9504/appendix-2.html
Introduction
1 May 1995
RDP
9504
RDP 9504: The Link Between the Cash Rate and Market Interest Rates 1. ... Many factors influence the reaction of market interest rates to changes in the cash rate.
https://www.rba.gov.au/publications/rdp/1995/9504/introduction.html
References
1 May 1995
RDP
9504
RDP 9504: The Link Between the Cash Rate and Market Interest Rates References. ... Harper, I. (1994), “Bank Interest Rate Margins”, Submission to the House of Representatives Standing Committee on Banking, Finance and Public Administration, May.
https://www.rba.gov.au/publications/rdp/1995/9504/references.html
The Operation of Monetary Policy
1 May 1995
RDP
9504
RDP 9504: The Link Between the Cash Rate and Market Interest Rates 2. ... Changes in this rate affect the entire structure of interest rates in the economy.
https://www.rba.gov.au/publications/rdp/1995/9504/operation-of-monetary-policy.html
The Pass-Through of Changes in the Cash Rate
1 May 1995
RDP
9504
RDP 9504: The Link Between the Cash Rate and Market Interest Rates 3. ... However, not all interest rates move one for one with the cash rate.
https://www.rba.gov.au/publications/rdp/1995/9504/pass-through-of-changes-in-the-cash-rate.html
What Determines the Degree of Pass-Through?
1 May 1995
RDP
9504
RDP 9504: The Link Between the Cash Rate and Market Interest Rates 4. ... These new providers of finance have typically offered interest rates 1 per cent below the standard variable loan rate.
https://www.rba.gov.au/publications/rdp/1995/9504/what-determines-the-degree-of-pass-through.html