Search: bill rate
Did you mean
billrate?
RBA Glossary definition for bill rate
bill rate – The bill rate is the effective yield to maturity earned by the holder of a bill. The yield is usually expressed as a per annum rate.
Search Results
Inflation and Interest Rates
1 Oct 1989
RDP
8906
1988. 24.5. 10.7. 1989. 5.4. Footnotes. The interest rates are 3 month Treasury bill rates for Australia, US and Canada; the 6 month Treasury bill rate for Italy, ... The ex post real US interest rate on 3 month Treasury bills averaged 5.4% p.a.
https://www.rba.gov.au/publications/rdp/1989/8906/inflation-and-interest-rates.html
Data Appendix
1 Oct 1989
RDP
8906
We use the Friday close spot rate in the wholesale market, and the Friday one month forward average of buy and sell rates (quoted in the Australian Financial Review on the ... The data for section IV comes from these sources: 3 month Treasury bill
https://www.rba.gov.au/publications/rdp/1989/8906/data-appendix.html
The Risk Premium
1 Oct 1989
RDP
8906
where, S is the spot exchange rate, S = $US/$A. Defining δ by. ... Footnotes. It would make minimal difference to construct a four-week forward rate.
https://www.rba.gov.au/publications/rdp/1989/8906/risk-premium.html