Search: yield

Sort by: Date Relevance
1–10 of 322 search results for yield

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

Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data

15 Feb 2024 RDP 2024-01
Omer Majeed, Jonathan Hambur and Robert Breunig
This is not the case for simpler Romer and Romer-style shocks (Bishop and Tulip 2017) or measures based on high-frequency changes in bond yields over a 90-minute window ... A measure based on high-frequency changes in bond yields based on a 90-minute
https://www.rba.gov.au/publications/rdp/2024/2024-01/full.html
See 5 more results from "RDP 2024-01"

Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE

22 Dec 2023 RDP 2023-09
cr: cash rate changes – RBA statistical table F1.1 Interest Rates and Yields – Money Market – Monthly.
https://www.rba.gov.au/publications/rdp/2023/2023-09/read-me.html

Methodology

19 Dec 2023 RDP 2023-09
Other measures, including those constructed from high-frequency changes in bond yields, are also explored below.
https://www.rba.gov.au/publications/rdp/2023/2023-09/methodology.html

References

19 Dec 2023 RDP 2023-09
Hambur J and Q Haque (2023), ‘Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication?
https://www.rba.gov.au/publications/rdp/2023/2023-09/references.html

Introduction

19 Dec 2023 RDP 2023-09
As well as providing additional insights into how monetary policy works, our work could yield insights into the reasons behind the low levels of non-mining investment evident throughout the 2010s.
https://www.rba.gov.au/publications/rdp/2023/2023-09/introduction.html

Results with Tax Data on Actual Investment

19 Dec 2023 RDP 2023-09
Sources: ABS; Authors' calculations. As a final robustness check, we also consider a shock measure derived from high-frequency changes in yields around the time of the RBA's monetary policy ... Doing so yields a similar profile for the response of
https://www.rba.gov.au/publications/rdp/2023/2023-09/results-with-tax-data-on-actual-investment.html

Bivariate Example

26 Oct 2023 RDP 2023-07
Raffaella Giacomini, Toru Kitagawa and Matthew Read
θ. that yield a lower ex ante probability of satisfying the NR.
https://www.rba.gov.au/publications/rdp/2023/2023-07/bivariate-example.html
See 5 more results from "RDP 2023-07"

Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE

21 Sep 2023 RDP 2023-09
Jonathan Hambur
As well as providing additional insights into how monetary policy works, our work could yield insights into the reasons behind the low levels of non-mining investment evident throughout the 2010s. ... Other measures, including those constructed from
https://www.rba.gov.au/publications/rdp/2023/2023-09/full.html

Conclusion

21 Jun 2023 RDP 2023-05
Callan Windsor, Terhi Jokipii and Matthieu Bussiere
Similarly, focusing on the countries that moved interest rates into negative territory yields coefficients that are not economically large.
https://www.rba.gov.au/publications/rdp/2023/2023-05/conclusion.html
See 7 more results from "RDP 2023-05"

Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!

12 May 2023 RDP 2023-04
Jonathan Hambur and Qazi Haque
Research Discussion Paper – RDP 2023-04 Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication?
https://www.rba.gov.au/publications/rdp/2023/2023-04.html
See 15 more results from "RDP 2023-04"