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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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
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
The Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey Experiment
25 Jan 2023
RDP
PDF
1588KB
This work builds on their research, which focused on average changes in WTP. ... Average effectsare large and the change in the marginal buyer is significantly lower.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-01.pdf
Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
13 Feb 2024
RDP
PDF
1260KB
But this average result hides very different outcomes for small and large firms. ... shocks. 10 This measure is based on high-frequency changes in bond yields.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-01.pdf
A History of Australian Equities
31 Jul 2019
RDP
PDF
1467KB
However,. even if every company missing dividend data was assumed to pay a zero dividend, the average yield over the. ... yield issue and therefore on the lower end of Australian ERP estimates.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-04.pdf
Do Australian Households Borrow to Keep up with the Joneses?
8 Nov 2022
RDP
PDF
1659KB
growth in Australia has brought significant improvement in income for the average Australian. ... Their weighted. average constitutes the estimated effect in Table 2. I find that households in the middle-to-upper.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-06.pdf
Is the Phillips Curve Still a Curve? Evidence from the Regions
29 Aug 2021
RDP
PDF
1706KB
In particular, Phillips curve identification can be complicated due to three main endogeneity issues:. ... exacerbates this identification issue. Cost-push shocks move inflation independently of demand, and.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-09.pdf
Monetary Policy, Equity Markets and the Information Effect
24 Oct 2021
RDP
PDF
1573KB
announcement. To overcome this issue I use high-frequency financial data of Australia’s overnight. ... and the unemployment rate from the ABS against the average forecasts from the Bloomberg.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-04.pdf
The Demand for Money in Australia: New Tests on an Old Topic
30 Nov 2009
RDP
PDF
135KB
15. 5. 10. 15. 5. 10. 15. 2-year bond yield. 90-day bank bill. ... 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