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 Relationship between Financial Indicators and Economic Activity: Some Further Evidence
19 Nov 2012
RDP
PDF
1506KB
1969:2- 1988:3 NomPFD M1 NomPFD M3 NomPFD Bank lend. NomPFD Bill Rate. ... The third set of models includes imports and real PFD rather than the bill rate.
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8903.pdf
The Expectations Theory of the Term Structure and Short-Term Interest Rates in Australia
19 Nov 2012
RDP
PDF
664KB
n-1 l n E rtj". j=O. 6. rate used was the six-month Treasury bill rate. ... two-period bill equals the current one-period bill rate plus a risk premium.
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8607.pdf
Financial Deregulation and the Monetary Transmission Mechanism
19 Nov 2012
RDP
PDF
718KB
This leads to an increase in cash rates, and subsequently to increases in other interest rates, such as the 90 day bank bill rate.3. ... i) Interest rates. Data for the yield of 90-Day bank accepted bills of exchange (the Bank Bill rate) are from the RBA
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9008.pdf
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 Cross-country Relationship between Interest Rates and Inflation over Three Decades
6 Jul 2007
RDP
PDF
928KB
Italy. Japan. 1961-1973: 12 month Treasury bill rate (MEI/OECD Financial Statistics). ... Canada As above. Ireland As above. Italy Three month Treasury bill rate (IFS).
https://www.rba.gov.au/publications/rdp/1991/pdf/rdp9104.pdf
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
International Interest Rate Linkages and Monetary Policy: The Case of Australia
19 Nov 2012
RDP
PDF
1014KB
Jun. 19 88. U.S. bond rates Aust. bond rates 90-day bill rates Official cash rate $A/US$. ... where Rt is the long-term bond rate, p are rates of change of.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8812.pdf
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
Changes in the Behaviour of Banks and Their Implications for Financial Aggregates
19 Nov 2012
RDP
PDF
932KB
The top panel of the graph shows two interest rates: the 90-day bank bill yield (as an indicator of market rates), and the interest rate on trading bank fixed deposits. ... 4. Graph 1. % INTEREST RATES AND TRADING BANK BEHAVIOUR. 20-----------------------
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8904.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