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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Abbreviations
21 Oct 2021
PSB Annual Report
- 2021
PDF
76KB
https://www.rba.gov.au/publications/annual-reports/psb/2021/pdf/abbreviations.pdf
RBA Annual Report - Operations in Financial Markets
27 Aug 2014
RBA Annual Report
2004
PDF
629KB
https://www.rba.gov.au/publications/annual-reports/rba/2004/pdf/oper-fin-mkts.pdf
Short-term Interest Rates, Weekly Money Announcements and Rational Forecasts
19 Nov 2012
RDP
PDF
1213KB
interest rate equation, occurs for the T-Bill rate in Period 23, when Model FE<. ... evaluated. For the T- Bill rate, Model F exhibits a break between Period 1 and.
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8602.pdf
MEETING ON MONETARY ISSUES Reserve Bank of Australia Research ...
15 Oct 2014
RDP
PDF
980KB
For instance in the June quarter of 1974 there was a 10 per cent differential between the bill rate and the other rates shown on Graph 3. ... of degree zero in all interest rates (the own rate, and bond and bill rates taken together).
https://www.rba.gov.au/publications/rdp/1985/pdf/rdp8502.pdf
Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
PDF
1959KB
c) Australian 3-month bank bill rate to zero-coupon yield. (d) Chicago Board Options Exchange, CBOE Volatility Index. ... further notes. (a) Spread between Australian large business variable lending rate and 3-month bank bill rate.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
The Effect of Steady Inflation on Interest Rates and the Real Exchange Rate in a World with Free Capital Flows
18 Apr 2007
RDP
PDF
383KB
Because of data limitations, for Australia we use the 90-day bank bill rate. ... Over the period for which Australian Euro-rates were available (since December 1987), the average difference between the 90-day bank bill rate and the mid-point of bid and
https://www.rba.gov.au/publications/rdp/1991/pdf/rdp9101.pdf
Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
experience of the spread between the three-month bank bill swap rate and the cash rate during. ... a tight relationship between the unemployment rate and credit card loss rates during stress events.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
Capital Flows and Exchange Rate Determination
19 Nov 2012
RDP
PDF
1148KB
i. = = =. log of the spot exchange rate;. 90-day Australian bank-bill rate; and. ... i = domestic 90-day bill rate;. r = overseas 90-day Eurorate; CA =current account deficit; and.
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8908.pdf
Reserve Bank of Australia Annual Report 2023
16 Oct 2023
RBA Annual Report
- 2023
PDF
801KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/operations-in-financial-markets.pdf
Australia’s Real Exchange Rate – Is it Explained by the Terms of Trade or by Real Interest Differentials?
30 Nov 2009
RDP
PDF
530KB
These graphs provide some evidence that in the most recent period, relatively high Australian real interest rates have tended to keep the real exchange rate high. ... c) Series Used in Estimations. Quarterly Series:. RER log of Australia's real exchange
https://www.rba.gov.au/publications/rdp/1991/pdf/rdp9108.pdf