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.
Search Results
Appendix A: Data
31 Dec 2013
RDP
2013-01
Currency on issue refers to the sum of banknotes on issue and coins on issue. ... TWI refers to the quarterly average of the daily trade-weighted exchange rate from the statistical tables on the RBA website.
https://www.rba.gov.au/publications/rdp/2013/2013-01/appendix-a.html
See 2 more results from "RDP 2013-01"
The Apartment Shortage
5 Aug 2020
RDP
2020-04
Figure 3: Average Apartment Costs. By number of storeys, ratio to lowest height. ... That means the price series represents the average sale price of new apartments.
https://www.rba.gov.au/publications/rdp/2020/2020-04/full.html
See 1 more results from "RDP 2020-04"
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
1 Sep 2019
RDP
2019-09
t. ) is the weighted average cost of non-equity funding for major banks estimated by the Reserve Bank (Figure 3). ... T. 1. R. a. t. i. o. t. as the average common equity Tier 1 risk-weighted capital ratio reported by the major banks in period t.
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html
Data
31 Dec 2005
RDP
2005-12
The overall cost of finance (r. C. i,t. ) is simply taken to be the weighted average of the cost of debt and the cost of equity, where the weights on ... The firm-specific interest rate in a given year is the weighted average of past interest rates (with
https://www.rba.gov.au/publications/rdp/2005/2005-12/data.html
See 2 more results from "RDP 2005-12"
Appendix II: Construction of the Cost of Capital Measure
1 Aug 1988
RDP
8807
In Section 4 a weighted average measure of the cost of capital was outlined. ... Results were particularly sensitive to the assumed average expected rate of retirement of debt.
https://www.rba.gov.au/publications/rdp/1988/8807/appendix-2.html
See 4 more results from "RDP 8807"
Econometric Perspectives on Economic Measurement
1 Jul 2018
RDP
2018-08
Diewert (2010, p 252) paraphrasing Keynes (1930)). … we should use a weighted regression approach, since we are interested in an estimate of a weighted average of the pure-price change, rather ... is just articulating that the preferred measure of
https://www.rba.gov.au/publications/rdp/2018/2018-08/full.html
See 4 more results from "RDP 2018-08"
DSGE Reno: Adding a Housing Block to a Small Open Economy Model
1 Apr 2018
RDP
2018-04
The world economy is summarised by major trading partner (MTP) GDP growth, the trade-weighted MTP inflation rate, the average interest rate in the G3 (United States, euro area, and Japan), ... Table 2: Steady States of the Model. Variable. Average
https://www.rba.gov.au/publications/rdp/2018/2018-04/full.html
See 1 more results from "RDP 2018-04"
Appendix B: Data
31 Dec 2012
RDP
2012-07
This is insufficient to calculate near-term forecasts of year-ended or year-average changes. ... 2007:Q1–2009:Q2. Average of trimmed mean and weighted median. Outcomes are seasonally adjusted using 15.
https://www.rba.gov.au/publications/rdp/2012/2012-07/appendix-b.html
See 1 more results from "RDP 2012-07"
Cost-benefit Analysis of Leaning against the Wind
1 Jul 2019
RDP
2019-05
In this section, we show dynamic estimates for Australia which address this issue. ... Figure 3 puts the above elements together. Expected loss is a probability-weighted average of the crisis and non-crisis losses.
https://www.rba.gov.au/publications/rdp/2019/2019-05/full.html
See 2 more results from "RDP 2019-05"
Credit Spreads, Monetary Policy and the Price Puzzle
1 Jan 2020
RDP
2020-01
b) Australian BBB corporate bond rate to 10-year Australian government bond yield. ... First, I also use the US BAA corporate to 10-year US Treasury bond yield spread. (.
https://www.rba.gov.au/publications/rdp/2020/2020-01/full.html
See 2 more results from "RDP 2020-01"