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.
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Wrap-up Panel Discussion | Conference – 2018
12 Apr 2018
Conferences
bond yields, an acceleration in productivity growth in the 1990s, US debt consolidation, and China and eastern Europe joining the world market.
https://www.rba.gov.au/publications/confs/2018/irvine-lowe-posen-shirai.html
Discussion | Conference – 2018
12 Apr 2018
Conferences
Thank you. References. Alessandri P and BD Nelson (2015), ‘Simple Banking: Profitability and the Yield Curve’, Journal of Money, Credit and Banking, 47(1), pp 143–175.
https://www.rba.gov.au/publications/confs/2018/brassil-cheshire-muscatello-disc.html
The Transmission of Monetary Policy through Banks' Balance Sheets | Conference – 2018
12 Apr 2018
Conferences
The spreads at issuance equal the estimated foreign currency-hedged yield at issuance minus the swap rate of similar maturity. ... The ‘search for yield’ argument suggests that demand for riskier assets may cause spreads to shrink as risk-free rates
https://www.rba.gov.au/publications/confs/2018/brassil-cheshire-muscatello.html
Twenty-five Years of Inflation Targeting in Australia | Conference – 2018
12 Apr 2018
Conferences
The ‘over the cycle’ language was too ‘fuzzy’. Reflecting such concerns, bond yields had risen quite significantly in 1994 in anticipation of a material increase in inflation.
https://www.rba.gov.au/publications/confs/2018/debelle.html
Discussion | Conference – 2018
12 Apr 2018
Conferences
The model yields sensible and insightful results. The break test by Qu and Perron (2007) is appropriate as it tests for breaks in the mean and/or variance.
https://www.rba.gov.au/publications/confs/2018/hartigan-morley-disc.html
Robust Design Principles for Monetary Policy Committees | Conference – 2018
12 Apr 2018
Conferences
During World War II, the Federal Reserve held the short-term Treasury bill rate close to zero and capped the yield on long-term Treasury bonds.
https://www.rba.gov.au/publications/confs/2018/archer-levin.html
Credibility, Flexibility and Renewal: The Evolution of Inflation Targeting in Canada | Conference – 2018
12 Apr 2018
Conferences
RBA Annual Conference – 2018 Credibility, Flexibility and Renewal: The Evolution of Inflation Targeting in Canada Thomas J Carter, Rhys Mendes and Lawrence L Schembri. 1.2. MB. In February 1991, Canada became the second country, after New Zealand,
https://www.rba.gov.au/publications/confs/2018/carter-mendes-schembri.html
Is Monetary Policy Less Effective When Interest Rates Are Persistently Low? | Conference – 2017
16 Mar 2017
Conferences
was still trading at negative nominal yields, after reaching a peak of over $10 trillion in mid 2016. ... For all its prominence, the post-US election increase in yields has so far not fundamentally changed this picture.
https://www.rba.gov.au/publications/confs/2017/borio-hofmann.html
Financial Stability in a Low Interest Rate Environment: An Australian Case Study | Conference – 2017
16 Mar 2017
Conferences
There is, therefore, arguably less of a tendency for the Australian asset management industry to engage in ‘search for yield’ behaviour when rates are low than would be the case in
https://www.rba.gov.au/publications/confs/2017/ellis-littrell.html
Exploring the Link between the Macroeconomic and Financial Cycles | Conference – 2017
16 Mar 2017
Conferences
On visual inspection, credit growth and housing price inflation generally appear to have had larger and longer cycles compared with equity price inflation and the change in government bond yields, which
https://www.rba.gov.au/publications/confs/2017/cagliarini-price.html