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.
Search Results
Explaining Monetary Spillovers: The Matrix Reloaded
1 Apr 2019
RDP
2019-03
To measure the interest rate response, we consider rates of different maturities: 1-month and 6-month interest rates, and 2-year and 10-year government bond yields. ... What is clear is that no central bank triggers widespread short-rate spillovers; for 1
https://www.rba.gov.au/publications/rdp/2019/2019-03/full.html
See 12 more results from "RDP 2019-03"
The Demand for Money in Australia: New Tests on an Old Topic
30 Nov 2009
RDP
PDF
135KB
Equation GNE Bill Rate 2 Year Bond 10 Year Bond. Broad Money 1.3523 (32.16). ... average bill rate from the first quarter of 1970 to the third quarter of 1991.
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9314.pdf
Pricing Behaviour in Australian Financial Futures Markets
19 Nov 2012
RDP
PDF
942KB
standard tests for biases in bank bill futures prices as predictors of future. ... than the interest rate. In this case we would expect the systematic component.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8804.pdf
The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
PDF
1588KB
others typically pay some spread above the cash rate (or expected future cash rates). ... evidence. In jurisdictions with a negative policy rate, retail deposit interest rates remained close to.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf
Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
experience of the spread between the three-month bank bill swap rate and the cash rate during. ... a tight relationship between the unemployment rate and credit card loss rates during stress events.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
PDF
1959KB
c) Australian 3-month bank bill rate to zero-coupon yield. (d) Chicago Board Options Exchange, CBOE Volatility Index. ... further notes. (a) Spread between Australian large business variable lending rate and 3-month bank bill rate.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
Exchange Rate Regimes and the Volatility of Financial Prices: The Australian Case
19 Nov 2012
RDP
PDF
918KB
Australian trade-weighted index, the Australian 90 day bank accepted bill. rate, the us trade-weighted index, the US 90 day prime bankers' acceptances. ... VARs comprising the following eight financial prices: the Australian. trade-weighted index (AUSTWI)
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8608.pdf
Announcement Effects on Yields in Australia
1 Jul 1998
RDP
9808
It is also possible that, more recently, news on the balance of payments had its main market impact on the exchange rate, not interest rates. ... The announcement effect of monetary policy changes on both bill and bond yields was larger in the third
https://www.rba.gov.au/publications/rdp/1998/1998-08/announcement-effects-on-yields-in-australia.html
See 12 more results from "RDP 9808"
China's Evolving Monetary Policy Framework in International Context
1 Dec 2019
RDP
2019-11
advanced economies, where contractionary interest rate adjustments are associated with some combination of higher market-based interest rates, slower money growth, lower industrial output growth, lower consumption and lower inflation. ... The dual
https://www.rba.gov.au/publications/rdp/2019/2019-11/full.html
See 9 more results from "RDP 2019-11"
Structural Adjustments
1 Nov 1987
RDP
8710
Other interest rates in the model were determined by slow adjustment towards weighted averages of the bond rate and exogenous overseas rates. ... The short-term interest rate is thought of as representing either a 90 day bill rate or an average cash
https://www.rba.gov.au/publications/rdp/1987/8710/structural-adjustments.html
See 7 more results from "RDP 8710"