Search: bill rate
RBA Glossary definition for bill rate
bill rate – The bill rate is the effective yield to maturity earned by the holder of a bill. The yield is usually expressed as a per annum rate.
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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
1464KB
operations.5. Bank bills as the average three-month bank bill swap rate. ... Bank bill rates also rose over this period,. but not sufficiently to make investing in bills a profitable money market trade.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf
The Term Structure of Interest Rates, Real Activity and Inflation
1 May 1992
RDP
9204
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1992/9204.html
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Appendix A: Survey Methodology
27 Nov 2023
RDP
2023-08
The overall response rate was down slightly from 2019, resulting in a final sample of 999 respondents (Table A1). ... Due to different response rates across the demographic categories for which recruitment targets were set, we constructed survey weights
https://www.rba.gov.au/publications/rdp/2023/2023-08/appendix-a.html
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Appendix: Data Sources and Methods
1 Aug 1988
RDP
8805
Data for real interest rates are calculated by deducting the year-ended change in the Consumer Price Index from the nominal bill rate. ... Bulletin. and Database. As for the 90-day bill rate, quarterly data are the average of monthly figures.
https://www.rba.gov.au/publications/rdp/1988/8805/appendix.html
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The Main Questions
1 Dec 1988
RDP
8812
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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Appendix 1: Data
1 Nov 1995
RDP
9508
Source: ABS Cat. No. 5206.0. Interest rates are 90-day bank bill rates. ... Source: Reserve Bank of Australia, Bulletin. The nominal exchange rate is the trade weighted index, expressed as a quarterly average.
https://www.rba.gov.au/publications/rdp/1995/9508/appendix-1.html
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The Impact on Financial Markets
1 Jul 1997
RDP
9703
Turnover of 90-day bill futures, for instance, is more than tenfold the turnover in physical bank bills. ... The distribution for movements in 180-day bill rates is virtually the same as other bill yields.
https://www.rba.gov.au/publications/rdp/1997/9703/impact-financial-markets.html
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The Evolution of Consumer Payments in Australia: Results from the 2022 Consumer Payments Survey
21 Nov 2023
RDP
PDF
2354KB
use deposit services, and a smaller share of people rate these as convenient relative to withdrawal. ... Bills(b) 28 22 33 35 29 33. Services 27 33 38 46 48 62.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-08.pdf
Results
31 Dec 2005
RDP
2005-02
The point estimates are also similar in magnitude to the 1.2 for the deutschemark/euro exchange rate response to changes in US interest rates contained in Faust, Rogers, Wang and ... Table 5 reports specifications using surprises based on 1-month bank
https://www.rba.gov.au/publications/rdp/2005/2005-02/results.html
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Data Construction Appendix
1 Jun 1986
RDP
8607
In the paper, these yields are expressed as quarterly rates in percentage points. ... R. t. – yield on 180-day bank-accepted bill at end of week t.
https://www.rba.gov.au/publications/rdp/1986/8607/appendix.html
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