Search: bid
RBA Glossary definition for bid
bid – The price offered to purchase securities in the primary market. In relation to a tender, a bid also includes the volume willing to be bought at the price offered.
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Appendix A: Demand, Marginal Valuation and the Cumulative Bid Function
15 May 2024
RDP
2024-03
However, we do observe the bids submitted by participants and we can use these bids to construct the cumulative bid function which serves as a close approximation. ... Footnote. Although the minimum bid is $20 million, for simplicity this can be thought
https://www.rba.gov.au/publications/rdp/2024/2024-03/appendix-a.html
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Asymmetric Information and Bid-Ask Spreads in the Eurocurrency Markets
1 Oct 1987
RDP
8707
Research Discussion Paper – RDP 8707 Asymmetric Information and Bid-Ask Spreads in the Eurocurrency Markets.
https://www.rba.gov.au/publications/rdp/1987/8707/
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ASY.2ETRIC INFORMATION AND BID-ASK SPREADS IN THE EUROCURRENCY MARKETS ...
20 Oct 2014
RDP
PDF
590KB
ASY.2ETRIC INFORMATION AND BID-ASK. SPREADS IN THE EUROCURRENCY MARKETS. MalcolmL. Edey. ... security dealer. The size of the equilibrium bid-ask spread is shown to.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8707.pdf
Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
9 May 2024
RDP
PDF
4625KB
bps). Bid amount. ($m). Cumulative bids. ($m). 25 200 200. 24 250 450. ... Unsuccessful bids exhibit. an increasingly wide dispersion as the cumulative bid increases along the horizontal axis.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-03.pdf
The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
24 May 2022
RDP
2022-02
We also find that such purchases led to lower yields as and when they were implemented, and that they supported market function by lowering bid-offer spreads.
https://www.rba.gov.au/publications/rdp/2022/2022-02.html
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The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
and that they supported market function by lowering bid-offer spreads. For the yield target, we find. ... channels including:. portfolio rebalancing – the accumulation of government bonds by the central bank bids up their.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf
Research Discussion Papers – 1987
31 Dec 1987
RDP
Malcolm Edey. RDP 8707 Asymmetric Information and Bid-Ask Spreads in the Eurocurrency Markets.
https://www.rba.gov.au/publications/rdp/1987/
Appendix D: Seller Reserve Prices
31 Dec 2014
RDP
2014-09
where. is again drawn uniformly on. The seller accepts the highest bid made if. , ... In the case that the final bid is accepted, the price is given by:.
https://www.rba.gov.au/publications/rdp/2014/2014-09/appendix-d.html
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Box A: Recent Changes to US Federal Reserve Instruments
10 May 2008
SMP
– May 2008
However, the bid-rates for the last four TAF auctions have risen above official rates. ... The bid-rate also rose above the corresponding LIBOR for the first time in early April.
https://www.rba.gov.au/publications/smp/2008/may/box-a.html
Predicting Dwelling Prices with Consideration of the Sales Mechanism
4 Feb 2015
RDP
PDF
822KB
This is because buyers use information contained in other participants’bids to help refine their own estimate of a dwelling’s value. ... auction. In the privatevalues case, the optimal pre-announced reserve price and vendor bid are equivalent.
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-09.pdf