Search: yield
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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Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations
1 Nov 1996
RDP
9608
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1996/9608.html
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The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
24 May 2022
RDP
2022-02
For the yield target, we find a substantial announcement effect and moderate implementation effects on yields. ... Conversely, the yield target appears to have detrimentally affected some aspects of government bond market function.
https://www.rba.gov.au/publications/rdp/2022/2022-02.html
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Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
12 May 2023
RDP
2023-04
Research Discussion Paper – RDP 2023-04 Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication?
https://www.rba.gov.au/publications/rdp/2023/2023-04.html
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What Moves Yields in Australia?
1 Jul 1998
RDP
9808
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1998/9808.html
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A Term Structure Decomposition of the Australian Yield Curve
30 Dec 2008
RDP
2008-09
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2008/2008-09.html
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Monetary Transmission and the Yield Curve in a Small Open Economy
11 Jun 2008
RDP
2008-03
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2008/2008-03.html
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Do Collective Action Clauses Influence Bond Yields? New Evidence from Emerging Markets
1 Mar 2003
RDP
2003-02
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2003/2003-02.html
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Box E: Yields on Sovereign Debt
10 May 2012
SMP
– May 2012
A standard benchmark for comparing yields on debt securities is the interest rate swap curve. ... Relative to swap rates, however, yields on Australian government debt are noticeably lower than in other countries.
https://www.rba.gov.au/publications/smp/2012/may/box-e.html
Box B: The Decline in Bond Yields and Inflation Expectations
10 Feb 2015
SMP
– February 2015
Statement on Monetary Policy – February 2015 Box B: The Decline in Bond Yields and Inflation Expectations. ... Yields on bonds issued by governments of developed economies have declined significantly over recent months across the whole yield curve.
https://www.rba.gov.au/publications/smp/2015/feb/box-b.html
Appendix C: Estimating the Real Zero-coupon Yield Curve
27 Feb 2018
RDP
2018-02
We correct for this by pushing the real yield back up a bit. ... We will recover. by writing the observed bond price P as a function of known inflation and nominal yields, and the unknown true real yield, and solving for the latter.
https://www.rba.gov.au/publications/rdp/2018/2018-02/appendix-c.html
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