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.
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Bond Yield Volatilities and Correlations
1 Mar 1993
RDP
9301
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
The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities
1 Mar 1993
RDP
9301
Research Discussion Paper – RDP 9301 The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities. Paul D. McNelis. March 1993. 128. KB. The views expressed herein are those of the author and do not
https://www.rba.gov.au/publications/rdp/1993/9301/
The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities
1 Mar 1993
RDP
9301
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1993/9301.html
Conclusion
1 Mar 1993
RDP
9301
The volatility of the Canadian dollar/US dollar helps predict Australian dollar/US dollar volatility and German long-term bond-yield volatility is most closely related to Australian long-term bond
https://www.rba.gov.au/publications/rdp/1993/9301/conclusion.html
Introduction
1 Mar 1993
RDP
9301
In particular, I examine whether returns in Australian stock prices, long-term bond yields and exchange rates are more highly correlated with corresponding foreign stock prices, bond yields and exchange rates ... The two succeeding sections treat foreign
https://www.rba.gov.au/publications/rdp/1993/9301/introduction.html