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
What Moves Yields in Australia?
1 Jul 1998
RDP
9808
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1998/9808.html
Appendix D: 25 Largest Movements in Yields During 15-minute Intervals
1 Jul 1998
RDP
9808
RDP 9808: What Moves Yields in Australia? Appendix D: 25 Largest Movements in Yields During 15-minute Intervals. ... Table D7: Number of Times Each News Item Contributes to the 25 Largest Movements in Bill and Bond Yields (15-minute Intervals).
https://www.rba.gov.au/publications/rdp/1998/1998-08/appendix-d.html
Appendix C: 25 Largest Movements in Yields During Five-minute Intervals
1 Jul 1998
RDP
9808
RDP 9808: What Moves Yields in Australia? Appendix C: 25 Largest Movements in Yields During Five-minute Intervals.
https://www.rba.gov.au/publications/rdp/1998/1998-08/appendix-c.html
What Moves Yields in Australia?
1 Jul 1998
RDP
9808
https://www.rba.gov.au/publications/rdp/1998/1998-08/
Appendix B: Patterns of Intra-day Volatility
1 Jul 1998
RDP
9808
RDP 9808: What Moves Yields in Australia? Appendix B: Patterns of Intra-day Volatility. ... Download the Paper 286. KB. Figure B1: Bill Yield Volatility. Figure B2: Bond Yield Volatility.
https://www.rba.gov.au/publications/rdp/1998/1998-08/appendix-b.html
Conclusion
1 Jul 1998
RDP
9808
RDP 9808: What Moves Yields in Australia? 6. Conclusion. Frank Campbell and Eleanor Lewis. ... yields in Australia over the period reviewed, from January 1994 to September 1997.
https://www.rba.gov.au/publications/rdp/1998/1998-08/conclusion.html
Appendix A: International Influences
1 Jul 1998
RDP
9808
Download the Paper 286. KB. Table A1: Impact of US and Australian Announcements on Yields in Australia. ... 3.05. 3.05. 3.92. Number of observations. 604. 595. 607. 1806. Bond yields.
https://www.rba.gov.au/publications/rdp/1998/1998-08/appendix-a.html
References
1 Jul 1998
RDP
9808
RDP 9808: What Moves Yields in Australia? References. Frank Campbell and Eleanor Lewis.
https://www.rba.gov.au/publications/rdp/1998/1998-08/references.html
Appendix E: Empirical Results
1 Jul 1998
RDP
9808
Download the Paper 286. KB. Table E1: Impact of Announcements. Bill yields. ... Bond yields. Constant. 0.3. (18.30). 0.5. (40.79). Dummy for Announcement. Absolute Surprise.
https://www.rba.gov.au/publications/rdp/1998/1998-08/appendix-e.html
Introduction
1 Jul 1998
RDP
9808
RDP 9808: What Moves Yields in Australia? 1. Introduction. Frank Campbell and Eleanor Lewis. ... The analysis is based on high-frequency data for market yields, and precise release times for relevant announcements.
https://www.rba.gov.au/publications/rdp/1998/1998-08/introduction.html