Search: indicative mid rates
RBA Glossary definition for indicative mid rates
indicative mid rates – The daily schedule of annual returns expressed as a percentage of the prices of specific fixed-coupon bonds, capital-indexed bonds and Treasury notes issued by the Australian Government. They are closing rates as sourced from Yieldbroker Pty Limited (except for Treasury Indexed Bond yields prior to 18 September 2013, which are 4.30 pm mid-rates sourced from a survey of bond dealers by the RBA).
RBA Glossary definition for Indicative
Indicative – Data are not necessarily observed but calculated from reference points. For a financial asset or product, an �indicative� price may not necessarily correspond to the price at which dealers in that market would execute transactions; for an example see Notes for Table F11.
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Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
PDF
2622KB
so the rate of non-rounded implied interest rates is best considered as an extreme upper bound on. ... the rate of false positives. For example: interest rates could be renegotiated during the loan (and.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf
A Factor Model Analysis of the Effects of Inflation Targeting on the Australian Economy | Conference – 2018
12 Apr 2018
Conferences
Δlog(x. t. ). No. Overnight cash rate (OCR). Interest rates. Δx. ... t. No. Real OCR. Interest rates. Δx. t. No. 3-month bank bill.
https://www.rba.gov.au/publications/confs/2018/hartigan-morley.html
The Evolving Structure of the Australian Financial System | Conference – 1996
9 Jul 1996
Conferences
to money-market rates and this means that the difference between the two is likely to be largest at the bottom of the interest rate cycle. ... Secondly, abstracting from cyclical movements, both deposit and lending rates have moved upward relative to the
https://www.rba.gov.au/publications/confs/1996/edey-gray.html
Semi-Annual Statement on Monetary Policy
31 Jul 2003
SMP
PDF
30KB
The cash rate only provides anindication of the rates paid by banks forwholesale deposits. ... Indicator rates have fallen broadly in linewith the swap rate since mid 1996.
https://www.rba.gov.au/publications/smp/1997/nov/pdf/box-e.pdf
The Distributional Effects of Monetary Policy: Evidence from Local Housing Markets
1 Feb 2020
RDP
2020-02
In the baseline models, the stance of monetary policy is measured by the cash rate target, as published in RBA statistical table F1 (Interest Rates and Yields – Money Market). ... Carroll et al 2017). Therefore, their discount rates may be relatively
https://www.rba.gov.au/publications/rdp/2020/2020-02/full.html
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Semi-Annual Statement on Monetary Policy
10 May 1997
Bulletin
– May 1997
Both the quarterly and annual rates were unchanged from the previous quarter, and the annual rate is now well below the recent peak of 3.3 per cent reached in the ... Falls in mortgage interest rates detracted 0.5 of a percentage point from the quarterly
https://www.rba.gov.au/publications/bulletin/1997/may/1.html
Semi-Annual Statement on Monetary Policy
10 May 1999
Bulletin
– May 1999
A key reason for the very low results recently has been that few tangible effects have so far emerged of the depreciation of the exchange rate which occurred between mid 1997 ... Japan cut its target call rate from 0.25 per cent to 0.15 per cent in
https://www.rba.gov.au/publications/bulletin/1999/may/1.html
Read Me File for RDP 2018-02: Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in…
1 Feb 2018
RDP
2018-02
Constructed using data from RBA website (Statistical table F16 ‘Indicative Mid Rates of Selected Australian Government Securities’). ... Both are found in the ‘Real rate zero coupon’ subfolder. To run, run the ‘InterpolationAdj.txt’ program.
https://www.rba.gov.au/publications/rdp/2018/2018-02/read-me.html
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Statement on Monetary Policy
10 Nov 2001
Bulletin
– November 2001
The Bank of England also cut its key interest rate by 25 basis points to 4.75 per cent in mid September, citing concerns about world growth and the impact of ... Indonesia has not shared in this downward trend in interest rates; its rates have been
https://www.rba.gov.au/publications/bulletin/2001/nov/1.html
THE AUSTRALIAN DEMAND FUNCTION FOR MONEY: ANOTHER LOOK AT ...
16 Oct 2014
RDP
PDF
957KB
rates. The conclusion is that it is difficult to accept the proposition that the. ... of a more general treatment of own-interest rate effects on money demand.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8701.pdf