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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The Link between the Cash Rate and Market Interest Rates
1 Dec 2009
RDP
PDF
179KB
At least since 1987,during periods when the cash rate was falling, bill rates tended to lie below the cashrate, while during periods when the cash rate was rising, bill rates ... 3. -2. -1. 0. 1. 2. 3. Cash rate. 90-day bank bill rate - cash rate.
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9504.pdf
Appendix
1 Dec 1989
RDP
8908
where,. S. =. log of the spot exchange rate;. i. =. 90-day Australian bank-bill rate; and. i. =. 90-day foreign Euro-rate. These equations were estimated on the basis of both ... where,. S. =. nominal exchange rate;. i. =. domestic 90-day bill rate;.
https://www.rba.gov.au/publications/rdp/1989/8908/appendix.html
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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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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
Appendix 1: Data
1 Jun 1992
RDP
9206
90 day bank. bill rate. No rate is. available. Assume. earn market rates. ... Table R.2/17. “Lending and Borrowing Rates”. Item III 1(c) Building society mortgage loans, nominal rate.
https://www.rba.gov.au/publications/rdp/1992/9206/appendix-1.html
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Introduction
1 Feb 1991
RDP
9101
Because of data limitations, for Australia we use the 90-day bank bill rate. ... Over the period for which Australian Euro-rates were available (since December 1987), the average difference between the 90-day bank bill rate and the mid-point of bid and
https://www.rba.gov.au/publications/rdp/1991/9101/introduction.html
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Credit Spreads, Monetary Policy and the Price Puzzle
1 Jan 2020
RDP
2020-01
c) Australian 3-month bank bill rate to zero-coupon yield. (d) Chicago Board Options Exchange, CBOE Volatility Index. ... a) Spread between Australian large business variable lending rate and 3-month bank bill rate.
https://www.rba.gov.au/publications/rdp/2020/2020-01/full.html
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Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions
29 Dec 2022
RDP
PDF
1886KB
the predicted short rate from a model of the term structure of interest rates that does not feature a lower bound. ... zero-coupon forward rates) to further purge the cash rate of variation that is anticipated by financial.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-09.pdf
Appendix C: Data
1 Jun 1989
RDP
8903
bank lending is lending (including bills discounted) to the private sector by trading and savings banks;. ... the bill rate is the yield on 90-day bank-accepted bills of exchange;.
https://www.rba.gov.au/publications/rdp/1989/8903/appendix-c.html
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Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve's Approach
1 Feb 2017
RDP
2017-01
Unemployment rate (Q4 level). CPI inflation (Q4/Q4). 3-month Treasury bill rate (Q4 level). ... Table 5: Root Mean Squared Prediction Errors for the 3-month Treasury Bill Rate.
https://www.rba.gov.au/publications/rdp/2017/2017-01/full.html
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