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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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Read me file for The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases

20 May 2022 RDP PDF 563KB
RDP 2022-02 supplementary information
https://www.rba.gov.au/publications/rdp/2022/2022-02/rdp-2022-02-read-me.pdf

Financial-asset Prices and Monetary Policy: Theory and Evidence | Conference – 1997

21 Jul 1997 Conferences
Frank Smets
expected dividend yield and the expected capital gain, to equal the real riskless rate plus a time-varying risk premium. ... output gap and the contemporaneous US interest rate, the US/DM exchange rate, the 10-year bond yield and the S&P500 index.
https://www.rba.gov.au/publications/confs/1997/smets.html

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

3 May 2023 RDP PDF 247KB
RDP 2023-04 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-read-me.pdf

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

13 Feb 2024 RDP PDF 1260KB
Bishop and Tulip 2017) or measures based on high-frequency changes in bond yields over a 90-. ... 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

Non-technical summary for 'Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication?…

1 May 2023 RDP PDF 139KB
RDP 2023-04 non-technical summary
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-non-technical-summary.pdf

Appendix A. Model Specification for RBA76

1 Sep 1979 RDP 7904
John C. Taylor
RCD. Weighted average yield on three month certificate of deposit. RGS. ... rate of excise duty, index. RFD. Maximum interest rate on fixed deposits of all trading banks, %. RGM. Theoretical yield on Commonwealth Government securities with ten years to
https://www.rba.gov.au/publications/rdp/1979/7904/appendix-a.html

Results

1 Dec 1994 RDP 9409
Marianne Gizycki and Brian Gray
Table 13: Shifts in the Yield Curve: Correlation Between Maximum Potential Exposure and the Proposed Add-Ons (R. ... Table 14: Shifts in the Yield Curve: Correlation between Total Credit Exposure and the Proposed Total Capital Charge (R.
https://www.rba.gov.au/publications/rdp/1994/9409/result.html
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China's Evolving Monetary Policy Framework in International Context

9 Dec 2019 RDP 2019-11
Bradley Jones and Joel Bowman
arrangements. Fourth, our empirical analysis of monetary policy transmission points to both similarities and differences: while policy rates now have a larger effect than monetary aggregates on output and bond yields,
https://www.rba.gov.au/publications/rdp/2019/2019-11.html
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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

Three Perspectives on an Australasian Monetary Union

26 Nov 2006 Conferences PDF 214KB
RBA Conference Volume 2001
https://www.rba.gov.au/publications/confs/2001/pdf/coleman.pdf