Search: bill rate
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.
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Appendix 1: Data
1 Jun 1992
RDP
9206
90 day bank. bill rate. No rate is. available. Assume. earn market rates. ... Table R.2/17. “Lending and Borrowing Rates”. Item III 1(c) Building society mortgage loans, nominal rate.
https://www.rba.gov.au/publications/rdp/1992/9206/appendix-1.html
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The Impact on Financial Markets
1 Jul 1997
RDP
9703
Turnover of 90-day bill futures, for instance, is more than tenfold the turnover in physical bank bills. ... The distribution for movements in 180-day bill rates is virtually the same as other bill yields.
https://www.rba.gov.au/publications/rdp/1997/9703/impact-financial-markets.html
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Results
31 Dec 2005
RDP
2005-02
The point estimates are also similar in magnitude to the 1.2 for the deutschemark/euro exchange rate response to changes in US interest rates contained in Faust, Rogers, Wang and ... Table 5 reports specifications using surprises based on 1-month bank
https://www.rba.gov.au/publications/rdp/2005/2005-02/results.html
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Appendix
1 Dec 1989
RDP
8908
where,. S. =. log of the spot exchange rate;. i. =. 90-day Australian bank-bill rate; and. i. =. 90-day foreign Euro-rate. These equations were estimated on the basis of both ... where,. S. =. nominal exchange rate;. i. =. domestic 90-day bill rate;.
https://www.rba.gov.au/publications/rdp/1989/8908/appendix.html
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Appendix B: Tests using Alternative Data
1 Jun 1989
RDP
8903
AFI lend. Nom GDP. Bill rate. Credit. Nom GDP. 1.678. 1.170. ... AFI lend. Real GDP. Bill rate. Credit. Real GDP. 1.813. 1.146.
https://www.rba.gov.au/publications/rdp/1989/8903/appendix-b.html
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Appendix A: Variables Considered in Section 3
31 Dec 2001
RDP
2001-09
Variables: Total employed persons and the unemployment rate. Units: '000 (sa), and percentage (sa), respectively. ... Variables: Nominal cash rate, 90-day bank bill rate, housing loan rates, and 10-year bond rate.
https://www.rba.gov.au/publications/rdp/2001/2001-09/appendix-a.html
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The Cash Rate Response to Credit Market Conditions
28 Jan 2020
RDP
2020-01
The spread between the 3-month bank-accepted bill (BAB) rate and the 3-month Australian dollar overnight indexed swap (OIS) rate. (. ... a) Spread between Australian large business variable lending rate and 3-month bank bill rate.
https://www.rba.gov.au/publications/rdp/2020/2020-01/the-cash-rate-response-to-credit-market-conditions.html
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List of tables
10 Sep 2008
FSR
– September 2008
Spread between the primary credit rate and the target federal funds rate lowered from 50 basis points to 25 basis points. – ... b) Includes bill financing and some securities holdings. (c) Does not include loans that have been securitised and removed
https://www.rba.gov.au/publications/fsr/2008/sep/tables.html
Equilibrium Exchange Rates and a Popular Model of International Asset Demands: An Inconsistency
1 Jul 1986
RDP
8610
Research Discussion Paper – RDP 8610 Equilibrium Exchange Rates and a Popular Model of International Asset Demands: An Inconsistency. ... July 1986. 1. MB. Endnote. I am grateful to Ray Ball, Bill Branson, John Campbell, Jeffrey Carmichael, Russell
https://www.rba.gov.au/publications/rdp/1986/8610/
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Appendix 1: Unit Root Tests
1 May 1995
RDP
9504
RDP 9504: The Link Between the Cash Rate and Market Interest Rates Appendix 1: Unit Root Tests. ... 1.36. 1.03. Lending rates. Business indicator rate. 1.02. 1.30. 2.50. 2.29.
https://www.rba.gov.au/publications/rdp/1995/9504/appendix-1.html
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