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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The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data
5 May 2005
RDP
PDF
158KB
Interest rates1-month 30-day bank 1-month bankers 1-month 1-month LIBOR. interest rate bills (RBA) acceptances wholesale bill (Datastream:. ... interest rate bills (RBA) acceptances wholesale bill (Datastream:. (BoC) (RBNZ) LDNIB3M).
https://www.rba.gov.au/publications/rdp/2005/pdf/rdp2005-02.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
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
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
The Term Funding Facility: Has It Encouraged Business Lending?
8 Dec 2022
RDP
PDF
2133KB
with reductions in the cash rate target and 3-year government bond yield target. ... TLTRO series were effective in increasing loan supply or decreasing interest rates for participating.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-07.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
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
Bulletin
29 Jan 2024
Bulletin
- January 2024
PDF
5775KB
https://www.rba.gov.au/publications/bulletin/2024/jan/pdf/bulletin-2024-01.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
Bulletin March Quarter 2019
20 Apr 2023
Bulletin
- March 2019
PDF
4430KB
https://www.rba.gov.au/publications/bulletin/2019/mar/pdf/bulletin-2019-03.pdf