Search: RBA
RBA Glossary definition for RBA
RBA – Reserve Bank of Australia. Australia's central bank, the body corporate successor to the Commonwealth Bank established in 1912; created under its new name by the Reserve Bank Act 1959.
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Effects on Market Functioning
24 May 2022
RDP
2022-02
Bonds issued by Tasmania and the two territories are excluded. Sources: Austraclear; Australian Office of Financial Management; Authors' calculations; RBA; Yieldbroker.
https://www.rba.gov.au/publications/rdp/2022/2022-02/effects-on-market-functioning.html
Event Study of Announcement Effects
24 May 2022
RDP
2022-02
yield curve … to address market dislocations’ (RBA 2020b); purchases began the following day. ... Speech by Governor Lowe. 7 bps. 26 October 2020. Newspaper article (‘RBA to buy bonds’).
https://www.rba.gov.au/publications/rdp/2022/2022-02/event-study-of-announcement-effects.html
Additional Analysis of Yield Effects
24 May 2022
RDP
2022-02
See also RBA (2021) for a further discussion of these events. ... Sources: Authors' calculations; Bloomberg; Federal Reserve Bank of New York; RBA; Yieldbroker.
https://www.rba.gov.au/publications/rdp/2022/2022-02/additional-analysis-of-yield-effects.html
Expected Future Short-term Rates and Term Premia
24 May 2022
RDP
2022-02
RDP 2022-02: The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases 6. Expected Future Short-term Rates and Term Premia. Richard Finlay, Dmitry Titkov and Michelle Xiang. Download the Paper 1.89. MB. So far we have
https://www.rba.gov.au/publications/rdp/2022/2022-02/expected-future-short-term-rates-and-term-premia.html
How Bond Purchases Work, and the International Experience
24 May 2022
RDP
2022-02
RDP 2022-02: The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases 2. How Bond Purchases Work, and the International Experience. Richard Finlay, Dmitry Titkov and Michelle Xiang. Download the Paper 1.89. MB. Central
https://www.rba.gov.au/publications/rdp/2022/2022-02/how-bond-purchases-work-and-the-international-experience.html