Search: 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
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
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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
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
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Traded-Debt Securities
1 Dec 1994
RDP
9408
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
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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