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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Financial Conditions and Downside Risk to Economic Activity in Australia
17 Mar 2021
RDP
PDF
1966KB
But for. central banks with a financial stability mandate, the issue is crucial. ... et al (2010). FCIs are constructed as a weighted average of a broad range of indicators, including.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-03.pdf
How Risky is Australian Household Debt?
19 Aug 2020
RDP
PDF
1880KB
rental properties is owed by businesses or government) and by Australia’s relatively high average. ... younger-than-average, with less time to have accumulated wealth. These latter two observations.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-05.pdf
The Apartment Shortage
30 Jul 2020
RDP
PDF
3814KB
complications is small and we ignore them. 7 This admittedly awkward expression represents the average building height when weighted by the number of. ... average overrun. While uncertainty about overruns creates a risk that requires compensation, this.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-04.pdf
Submission to the Financial System Inquiry March 2014
10 Nov 2017
Submissions
PDF
3041KB
Financial System Inquiry
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/pdf/financial-system-inquiry-2014-03.pdf
Explaining Monetary Spillovers: The Matrix Reloaded
1 Apr 2019
RDP
2019-03
This is because yields at the longer end of the yield curve are more susceptible to risk premium fluctuations than yields at the shorter end. ... We measure this shock as the change in the 10-year government bond yield that is orthogonal to the change in
https://www.rba.gov.au/publications/rdp/2019/2019-03/full.html
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Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
PDF
1959KB
and investors. Indicators such as spreads between corporate and government bond yields, money. ... b) Australian BBB corporate bond rate to 10-year Australian government bond yield.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
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
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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
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Superannuation | Submission to the Financial System Inquiry – March 2014 | Financial Sector | Submissions
1 Mar 2014
Submissions
There are a number of issues that would be noteworthy for further study by the Inquiry panel:. ... Second, given the low interest rate environment globally in recent years, investors are increasingly ‘searching for yield’.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/superannuation.html
Start Spreading the News: News Sentiment and Economic Activity in Australia
21 Dec 2020
RDP
PDF
1524KB
monetary policy shock. The resulting series of coefficient estimates gives us the conditional average. ... NSI relative to the average value for the day before the monetary policy announcement.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-08.pdf