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Implementation Effects

24 May 2022 RDP 2022-02
Richard Finlay, Dmitry Titkov and Michelle Xiang
Notes: Impact calculated by taking a simple average of changes in yields on bonds eligible for purchase, from the publication time of 11.15 am = 0 bps. ... 0.07). 0.17. (0.05). Fixed effects. Bond and time. Bond and time.
https://www.rba.gov.au/publications/rdp/2022/2022-02/implementation-effects.html

The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases

24 May 2022 RDP 2022-02
Richard Finlay, Dmitry Titkov and Michelle Xiang
Notes: Impact calculated by taking a simple average of changes in yields on bonds eligible for purchase, from the publication time of 11.15 am = 0 bps. ... 0.07). 0.17. (0.05). Fixed effects. Bond and time. Bond and time.
https://www.rba.gov.au/publications/rdp/2022/2022-02/full.html