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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Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
15 Feb 2024
RDP
2024-01
To avoid this issue, our main regressions focus on firms with at least five observations. ... 1). But this average result hides very different outcomes for small and large firms.
https://www.rba.gov.au/publications/rdp/2024/2024-01/full.html
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Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
21 Sep 2023
RDP
2023-09
Other measures, including those constructed from high-frequency changes in bond yields, are also explored below. ... This measure is constructed using information on the average of the funding requirements of US firms.
https://www.rba.gov.au/publications/rdp/2023/2023-09/full.html
The Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey Experiment
31 Jan 2023
RDP
2023-01
the price) assuming inelastic supply, and compares them to the average change in WTPs. ... Figure 6: Effect of Collateral Constraints by Market Segment. Average effect versus marginal WTP.
https://www.rba.gov.au/publications/rdp/2023/2023-01/full.html
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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Do Australian Households Borrow to Keep up with the Joneses?
10 Nov 2022
RDP
2022-06
The mean age of household heads is roughly 52 years old and on average households have two children. ... Their weighted average constitutes the estimated effect in Table 2. I find that households in the middle-to-upper end of the local income
https://www.rba.gov.au/publications/rdp/2022/2022-06/full.html
Is the Phillips Curve Still a Curve? Evidence from the Regions
31 Aug 2021
RDP
2021-09
In particular, Phillips curve identification can be complicated due to three main endogeneity issues:. ... The central bank's reaction to cost-push shocks exacerbates this identification issue.
https://www.rba.gov.au/publications/rdp/2021/2021-09/full.html
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Financial Conditions and Downside Risk to Economic Activity in Australia
23 Mar 2021
RDP
2021-03
But for central banks with a financial stability mandate, the issue is crucial. ... FCIs are constructed as a weighted average of a broad range of indicators, including asset prices, credit, money, interest rates and the exchange rate.
https://www.rba.gov.au/publications/rdp/2021/2021-03/full.html
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Monetary Policy, Equity Markets and the Information Effect
23 Mar 2021
RDP
2021-04
To overcome this issue I use high-frequency financial data of Australia's overnight index swap (OIS) market, which measures expectations of the cash rate. ... They only show that on average over the sample, economic news (defined as GDP, CPI inflation
https://www.rba.gov.au/publications/rdp/2021/2021-04/full.html
Start Spreading the News: News Sentiment and Economic Activity in Australia
23 Dec 2020
RDP
2020-08
Three-month moving average. Note: (a) Measured by Beckers (2020). Sources: Authors' calculations; Beckers (2020); Dow Jones Factiva. ... The individual words are not weighted by the degree of positivity or negativity.
https://www.rba.gov.au/publications/rdp/2020/2020-08/full.html
How Risky is Australian Household Debt?
25 Aug 2020
RDP
2020-05
Highly indebted households tend to be well educated, thereby reducing their risk of experiencing unemployment, and have significantly higher-than-average income. ... They also seem to have only modest wealth as they tend to be younger-than-average, with
https://www.rba.gov.au/publications/rdp/2020/2020-05/full.html
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