Search: weighted average issue yield

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RBA Glossary definition for weighted average issue yield

weighted average issue yield – The weighted average of successful yields at auction of Australian Government Securities. Yields are weighted by the share of the total amount sold that is allocated to each successful bidder.

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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Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data

15 Feb 2024 RDP 2024-01
Omer Majeed, Jonathan Hambur and Robert Breunig
To avoid this issue, our main regressions focus on firms with at least five observations. ... 1). But this average result hides very different outcomes for small and large firms.
https://www.rba.gov.au/publications/rdp/2024/2024-01/full.html
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Credit Risk and the Macroeconomy: Evidence from an Estimated DSGE Model

20 Nov 2009 Research Workshop PDF 727KB
Reserve Bank of Australia Research Workshop 2009
https://www.rba.gov.au/publications/workshops/research/2009/pdf/gilchrist.pdf

The Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey Experiment

25 Jan 2023 RDP PDF 1588KB
This work builds on their research, which focused on average changes in WTP. ... Average effectsare large and the change in the marginal buyer is significantly lower.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-01.pdf

The Term Funding Facility: Has It Encouraged Business Lending?

13 Dec 2022 RDP 2022-07
Sharon Lai, Kevin Lane and Laura Nunn
BBSW). (b) Face-value weighted monthly average. Sources: Bloomberg; Intercontinental Exchange, Inc.; KangaNews; RBA. ... Notes: (a) Adjusted for cross-currency hedging. (b) Covered bonds trade at yields on average about 5 basis points below senior
https://www.rba.gov.au/publications/rdp/2022/2022-07/full.html
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The Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey Experiment

31 Jan 2023 RDP 2023-01
Tom Cusbert
the price) assuming inelastic supply, and compares them to the average change in WTPs. ... Figure 6: Effect of Collateral Constraints by Market Segment. Average effect versus marginal WTP.
https://www.rba.gov.au/publications/rdp/2023/2023-01/full.html

A History of Australian Equities

31 Jul 2019 RDP PDF 1467KB
However,. even if every company missing dividend data was assumed to pay a zero dividend, the average yield over the. ... yield issue and therefore on the lower end of Australian ERP estimates.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-04.pdf

Internationalisation and the Macroeconomy | Conference – 1994

11 Jul 1994 Conferences
David Gruen and Geoffrey Shuetrim
Despite these limitations, the estimated models yield interesting insights. The results are presented in Table 2. ... The quarterly figures are the average daily value of the index throughout that quarter.
https://www.rba.gov.au/publications/confs/1994/gruen-shuetrim.html

Consumption Behavior across the Distribution of Liquid Assets

19 Dec 2023 Research Workshop PDF 2239KB
RBA Workshop 2023
https://www.rba.gov.au/publications/workshops/research/2023/pdf/rba-workshop-2023-graham-mcdowall.pdf

The Exchange Rate and Macroeconomic Policy in Australia | Conference – 1993

12 Jul 1993 Conferences
John Pitchford
As a consequence, movements in the nominal exchange rate are a weighted average of the proportional changes in foreign currency traded goods prices plus the proportional change in the money supply. ... It is sufficient for insulation if the foreign real
https://www.rba.gov.au/publications/confs/1993/pitchford.html

Central Bank Frameworks: Evolution or Revolution?

4 Jan 2023 Conferences PDF 7522KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018.pdf