Search: yield

Sort by: Relevance Date
5160 of 932 search results for yield

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.

Search Results

Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE

22 Dec 2023 RDP 2023-09
cr: cash rate changes – RBA statistical table F1.1 Interest Rates and Yields – Money Market – Monthly.
https://www.rba.gov.au/publications/rdp/2023/2023-09/read-me.html

References

19 Dec 2023 RDP 2023-09
Hambur J and Q Haque (2023), ‘Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication?
https://www.rba.gov.au/publications/rdp/2023/2023-09/references.html

The Distributional Effects of Monetary Policy: Evidence from Local Housing Markets

1 Feb 2020 RDP 2020-02
Calvin He and Gianni La Cava
In the baseline models, the stance of monetary policy is measured by the cash rate target, as published in RBA statistical table F1 (Interest Rates and Yields – Money Market). ... Sources: ABS; Australian Taxation Office; Authors' calculations;
https://www.rba.gov.au/publications/rdp/2020/2020-02/full.html
See 3 more results from "RDP 2020-02"

Methodology

19 Dec 2023 RDP 2023-09
Other measures, including those constructed from high-frequency changes in bond yields, are also explored below.
https://www.rba.gov.au/publications/rdp/2023/2023-09/methodology.html

A Model of the Australian Housing Market

1 Mar 2019 RDP 2019-01
Trent Saunders and Peter Tulip
Lower case variables are in natural logs (so rent – dp is the log of the rental yield). ... These large effects reflect cointegration between the rental yield and the user cost (Equation (4)).
https://www.rba.gov.au/publications/rdp/2019/2019-01/full.html
See 6 more results from "RDP 2019-01"

Traded-Debt Securities

1 Dec 1994 RDP 9408
Stephanie Weston and Brian Gray
For the purposes of determining the capital charge, the standard method assumes that the change in yield should be sufficient to cover two standard deviations of historical movements in yields over ... That assumption can rarely be justified. The shape
https://www.rba.gov.au/publications/rdp/1994/9408/traded-deb-securities.html
See 1 more results from "RDP 9408"

Box A: Low Interest Rates and Asset Price Risk

10 Feb 2020 FSR April 2018 PDF 836KB
https://www.rba.gov.au/publications/fsr/2018/apr/pdf/box-a.pdf

The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases

19 May 2022 RDP PDF 1938KB
program designed to lower yields across the yield curve. Our focus is on the extent to which these. ... the change in government bond yields around these dates. In sum, the yield on the 10-year AGS.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf

The Demand for Money in Australia: New Tests on an Old Topic

30 Nov 2009 RDP PDF 135KB
15. 5. 10. 15. 5. 10. 15. 2-year bond yield. 90-day bank bill. ... The two-year bond yield is the key rate, appearing in 19 of the 28cointegrating vectors.
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9314.pdf

The Global Financial Environment

6 Apr 2023 FSR – April 2023
The Global Financial Environment | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/global-financial-environment.html