Search: weighted average issue yield
RBA Glossary definition for weighted average issue yield
weighted average issue yield – The weighted average of successful yields at auction of Australian Government Securities. Yields are weighted by the share of the total amount sold that is allocated to each successful bidder.
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.
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A History of Australian Equities
1 Jun 2019
RDP
2019-04
Until at least 1980 they represent a simple average of company dividend yields for those available, rather than the modern practice of being weighted by market capitalisation (in part to better ... This is roughly a percentage point lower than estimates
https://www.rba.gov.au/publications/rdp/2019/2019-04/full.html
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Appendix 1: Data
1 Jun 1992
RDP
9206
The “wholesale rate” is a weighted average interest rate of fixed deposits greater than $50,000, certificates of deposits and foreign currency deposits. ... Weighted average. issue yield. Foreign. Currency. Foreign currency liabilities,. Table B.1.
https://www.rba.gov.au/publications/rdp/1992/9206/appendix-1.html
Data Appendix
1 Jul 1992
RDP
9208
The Certificate of Deposit Rate – RBA Bulletin, Table F.3, Weighted average issue yield. ... The Treasury Note Rate – RBA Bulletin, Table F.1, Issue yield on 13 week Treasury notes.
https://www.rba.gov.au/publications/rdp/1992/9208/data-appendix.html
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Loan Rate Stickiness: Theory and Evidence
31 Jan 2006
RDP
PDF
819KB
Both are weighted average interest rates that banks pay on various classes of deposits. ... The second rate, labelled RETAIL, is a weighted average rate that banks pay on their retail deposits.
https://www.rba.gov.au/publications/rdp/1992/pdf/rdp9206.pdf
Appendix 1: Data Sources
1 Jun 1991
RDP
9104
Belgium. 1961 – 1989: Yield on bonds with maturity of 5 years or over (weighted average yield to maturity). ... Feb 1977–1989: Yield on bonds with remaining life of more than 3 years (weighted average yield to maturity).
https://www.rba.gov.au/publications/rdp/1991/9104/appendix-1.html
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
7 Jan 2024
RDP
PDF
1715KB
17 per cent of the population, so average firm-level investment falls by $4,700. ... This measure is constructed using information on the average of the funding requirements of US.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-09.pdf
The Term Funding Facility: Has It Encouraged Business Lending?
8 Dec 2022
RDP
PDF
2133KB
rates (BBSW). (b) Face-value weighted monthly average. Sources: Bloomberg; Intercontinental Exchange, Inc.; KangaNews; RBA. ... b) Covered bonds trade at yields on average about 5 basis points below senior unsecured (domestic) bonds since 2019, but.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-07.pdf
Welfare-Maximizing Monetary Policy under Parameter Uncertainty
13 Dec 2007
Research Workshop
PDF
312KB
Reserve Bank of Australia Workshop 2007: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2007/edge.pdf
Productivity and Misallocation in GeneralEquilibrium David Rezza Baqaee LSE ...
4 Dec 2018
Research Workshop
PDF
330KB
The foundations of macroeconomics rely on Domar aggregation: changes in a constant-returns-to-scale index are approximated by a sales-weighted average of the changes in itscomponents.1 Hulten (1978), ... weighted average of factor shares decreases. This
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-farhi.pdf
The Term Funding Facility: Has It Encouraged Business Lending?
13 Dec 2022
RDP
2022-07
BBSW). (b) Face-value weighted monthly average. Sources: Bloomberg; Intercontinental Exchange, Inc.; KangaNews; RBA. ... Notes: (a) Adjusted for cross-currency hedging. (b) Covered bonds trade at yields on average about 5 basis points below senior
https://www.rba.gov.au/publications/rdp/2022/2022-07/full.html
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