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RBA Glossary definition for interbank overnight rate

interbank overnight rate – The interbank overnight rate (also known as the cash rate) is the interest rate which banks pay or charge to borrow funds from or lend funds to other banks on an overnight unsecured basis. The Reserve Bank of Australia uses this rate as an operational target for the implementation of monetary policy. The Reserve Bank of Australia calculates and publishes this rate each day on the basis of data collected directly from banks. The interbank overnight rate has been published by the Reserve Bank of Australia since June 1998.

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Conclusion

31 Dec 2004 RDP 2004-05
Anthony Richards
the previous day or overnight. ... elasticity of exchange rates to customer order flow are puzzlingly high (Lyons 2001, p 265).
https://www.rba.gov.au/publications/rdp/2004/2004-05/conclusion.html
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Conclusion

1 Nov 1996 RDP 9609
Tro Kortian and James O'Regan
The volatility of daily percentage changes in the USD/AUD exchange rate records the lowest period average out of the five currencies that are examined. ... Econometric tests as well as visual inspection, reveal a clear downward trend in the volatility
https://www.rba.gov.au/publications/rdp/1996/9609/conclusion.html
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References

8 Mar 2018 RDP 2018-03
Ross Kendall and Peter Tulip
Available at <http://www.smh.com.au/business/property/developers-in-the-zone-on-new-industrial-landscape-20121204-2at78.html>. Jones M (2016), ‘Council's Decision Makes Some Families Richer Overnight’, ... La Cava G (2016), ‘Housing Prices,
https://www.rba.gov.au/publications/rdp/2018/2018-03/references.html
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The Indicators

1 Aug 1988 RDP 8805
Michele Bullock, Dirk Morris and Glenn Stevens
As is clear from the graph, the bill rate has moved closely with the rate on certificates of deposit since the deregulation of those rates in 1972. ... The other very important short-term interest rate for financial intermediaries is the rate on call and
https://www.rba.gov.au/publications/rdp/1988/8805/indicators.html

Appendix A: Data

1 Nov 1996 RDP 9606
Ellis W. Tallman and Naveen Chandra
M3. Definition:. Currency plus total current deposits with banks, excluding Commonwealth and State Government deposits and interbank deposits. ... Source:. Reserve Bank of Australia Bulletin. The 90-Day Bank Accepted Bill Rate (BAB).
https://www.rba.gov.au/publications/rdp/1996/9606/appendix-a.html

Appendix A: Chronology of Major Events in the Asian Crisis

31 Dec 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
Overnight interest rates rise from 7% to around 250%. S&P downgrades Korea and Thailand's sovereign ratings. ... Leads to a depositor run on others. After intense pressure on the real, the Central Bank of Brazil doubles the central bank intervention rate
https://www.rba.gov.au/publications/rdp/2001/2001-03/appendix-a.html
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Research Discussion Papers 2011–2020

31 Dec 2011 RDP
James Bishop. RDP 2018-05 Do Interest Rates Affect Business Investment? Evidence from Australian Company-level Data. ... Gianni La Cava, Helen Hughson and Greg Kaplan. RDP 2016-11 Identifying Interbank Loans from Payments Data.
https://www.rba.gov.au/publications/rdp/2011-2020.html

Appendix D: Data

1 May 1996 RDP 9601
David Gruen and Tro Kortian
The following one-year nominal interest rates are obtained from Datastream. Japan: 1 year London euro-yen rate; United States: 1 year treasury bill rate; United Kingdom: 1 year interbank rate; ... New Zealand: 1 year interbank rate; Germany: 1 year
https://www.rba.gov.au/publications/rdp/1996/9601/appendix-d.html

Introduction

31 Dec 2006 RDP 2006-02
Mariano Kulish
The Fisher decomposition reveals that two terms are crucial for the equilibrium determination of nominal interest rates: an expected real rate and an expected inflation term. ... frequency. So in theory the operating instrument is usually a 3-month
https://www.rba.gov.au/publications/rdp/2006/2006-02/introduction.html
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The Estimation Framework

31 Dec 2005 RDP 2005-02
Jonathan Kearns and Phil Manners
as the main intermediate target of policy to using the overnight cash rate to implement monetary policy. ... We use bank bill interest rates (1-month and 3-month) and futures contracts on the 3-month bank bill interest rate.
https://www.rba.gov.au/publications/rdp/2005/2005-02/estimation-framework.html