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24 May 2022
RDP
2022-02
Richard Finlay, Dmitry Titkov and Michelle Xiang
OIS rates provide a measure of market expectations for the evolution of the cash rate, and so can be used as at least a partial control to isolate the effect of ... As noted earlier, OIS rates provide a measure of market expectations for the evolution of
https://www.rba.gov.au/publications/rdp/2022/2022-02/full.html
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20 Jan 2021
RDP
2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
Heightened demand for high-quality collateral is evident from the interest rate differential on collateralised loans across collateral types – rates for first-best collateral fall market-wide by over 100 basis ... face value of securities, and money
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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Reserve Bank of Australia
https://www.rba.gov.au/publications/smp/2006/may/pdf/0506.pdf
17 Nov 2015
SMP
- November 2015
PDF
2268KB
https://www.rba.gov.au/publications/smp/2015/nov/pdf/1115.pdf
1 Dec 1988
RDP
8812
Ian Macfarlane
0.41. 0.89. 0.46. 90-day bill rates. 2.21. 2.06. 1.04. Official cash rate. ... At the other extreme, if there is zero capital mobility, foreign interest rates have no impact on the domestic rate.
https://www.rba.gov.au/publications/rdp/1988/8812/main-questions.html
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31 Dec 2014
RDP
2014-11
Josef Manalo, Dilhan Perera and Daniel Rees
The cash rate responds little to the shock in the first few quarters. ... This is consistent with the observation that movements in nominal exchange rates (which determine most short-horizon movements in the real exchange rate) cannot be explained by
https://www.rba.gov.au/publications/rdp/2014/2014-11/results.html
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10 May 2013
SMP
- May 2013
PDF
2187KB
https://www.rba.gov.au/publications/smp/2013/may/pdf/0513.pdf
5 Mar 2019
RDP
PDF
1639KB
few years can be explained by the fall in interest rates – some of this fall reflects lower world real. ... government bond yield, cash is the cash rate, inflation is 10-year inflation compensation derived from indexed bonds.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-01.pdf
19 Apr 2007
RDP
PDF
487KB
In particular, the relationship between the real exchange rate and real interest rates has fallen under scrutiny since the late 1980s. ... For example, domestic unofficial cash rates have been reduced by more than seven per cent since December 1989,
https://www.rba.gov.au/publications/rdp/1991/pdf/rdp9111.pdf
12 May 2020
SMP
- May 2020
PDF
3719KB
https://www.rba.gov.au/publications/smp/2020/may/pdf/statement-on-monetary-policy-2020-05.pdf