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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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Cross-Country Linkages

1 Nov 1996 RDP 9609
Tro Kortian and James O'Regan
where. is the daily basis-point change in yields,. is the intraday change in the Australian bond yield,. ... For regressions (14) and (15) the intraday and overnight yield changes are constructed using Sydney Futures Exchange (SFE) data on opening and
https://www.rba.gov.au/publications/rdp/1996/9609/cross-country-linkages.html

Conclusion

1 Nov 1996 RDP 9609
Tro Kortian and James O'Regan
For the Australian bond market, an increasing dependence on daily yield fluctuations in the US bond market is clearly evident. ... Similarly the Australian share market is more closely influenced by US share prices than by fluctuations in Australian bond
https://www.rba.gov.au/publications/rdp/1996/9609/conclusion.html

References

1 Nov 1996 RDP 9609
Tro Kortian and James O'Regan
177–181. Borio, C.E.V. and R.N. McCauley (1996), ‘The Economics of Recent Bond Yield Volatility’, BIS Economic Papers No.
https://www.rba.gov.au/publications/rdp/1996/9609/references.html

Australia and the US: Cross-Market Linkages

1 Nov 1996 RDP 9609
Tro Kortian and James O'Regan
Figure 17 confirms that overnight (Australian time) changes in US bond yields are the most important influence on Australian bond-yield movements. ... where:. is the daily basis point change in country m's long bond yield,.
https://www.rba.gov.au/publications/rdp/1996/9609/australia-and-the-us-cross-market-linkages.html

Other Stylised Facts

1 Nov 1996 RDP 9609
Tro Kortian and James O'Regan
Obviously. and. are mutually exclusive. For bonds, market movements are measured by the basis point change in yields; for the share market the percentage change in the All Ordinaries index is
https://www.rba.gov.au/publications/rdp/1996/9609/other-stylised-facts.html

Bond, Share and Foreign Exchange Markets: Descriptive Statistics and Correlations

1 Nov 1996 RDP 9609
Tro Kortian and James O'Regan
In bond markets, however, volatility is calculated for daily basis point changes in 10-year benchmark bond yields. ... Figure 2: Bond-Market Volatility – Rolling Correlations. Even more pronounced in the Australia-US relationship is the correlation
https://www.rba.gov.au/publications/rdp/1996/9609/bond-share-and-foreign-exchange-markets-descriptive-statistics-and-correlations.html