Search: indicative mid rates
RBA Glossary definition for indicative mid rates
indicative mid rates – The daily schedule of annual returns expressed as a percentage of the prices of specific fixed-coupon bonds, capital-indexed bonds and Treasury notes issued by the Australian Government. They are closing rates as sourced from Yieldbroker Pty Limited (except for Treasury Indexed Bond yields prior to 18 September 2013, which are 4.30 pm mid-rates sourced from a survey of bond dealers by the RBA).
RBA Glossary definition for Indicative
Indicative – Data are not necessarily observed but calculated from reference points. For a financial asset or product, an �indicative� price may not necessarily correspond to the price at which dealers in that market would execute transactions; for an example see Notes for Table F11.
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A Factor Model Analysis of the Effects of Inflation Targeting on the Australian Economy | Conference – 2018
12 Apr 2018
Conferences
Δlog(x. t. ). No. Overnight cash rate (OCR). Interest rates. Δx. ... t. No. Real OCR. Interest rates. Δx. t. No. 3-month bank bill.
https://www.rba.gov.au/publications/confs/2018/hartigan-morley.html
The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
AGS yields to term-matched overnight indexed swap (OIS) rates.10 The cash rate target was reduced. ... offered yield relative to prevailing mid-market rates. It is possible that counterparties adjusted the.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf
Indicators of Inflationary Pressure
31 Jan 2006
RDP
PDF
402KB
Our results show that, up until mid 1990, the gap between trend and observed velocity of currency, as well as the growth rate of currency performed well as inflation indicators. ... This is not necessarily because changes in the growth rate of currency
https://www.rba.gov.au/publications/rdp/1992/pdf/rdp9207.pdf
Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
PDF
2622KB
so the rate of non-rounded implied interest rates is best considered as an extreme upper bound on. ... the rate of false positives. For example: interest rates could be renegotiated during the loan (and.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf
The Distributional Effects of Monetary Policy: Evidence from Local Housing Markets
1 Feb 2020
RDP
2020-02
In the baseline models, the stance of monetary policy is measured by the cash rate target, as published in RBA statistical table F1 (Interest Rates and Yields – Money Market). ... Carroll et al 2017). Therefore, their discount rates may be relatively
https://www.rba.gov.au/publications/rdp/2020/2020-02/full.html
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Frequency of Statistical Releases
9 Mar 2023
Statistics
Table Name. Frequency of Publication. (a). Update Schedule. Time (indicative). Reserve Bank of Australia. ... Indicative Mid Rates of Selected Australian Government Securities – F16.
https://www.rba.gov.au/statistics/tables/frequency-statistical-releases.html
Decomposing Supply and Demand Driven Inflation
23 Nov 2023
Conferences
PDF
1508KB
RBA Annual Conference 2023
https://www.rba.gov.au/publications/confs/2023/pdf/rba-conference-2023-shapiro.pdf
Housing in Australia in the 2000s: On the Agenda Too Late?
13 Dec 2011
Conferences
PDF
871KB
RBA Conference Volume 2011
https://www.rba.gov.au/publications/confs/2011/pdf/yates.pdf
READ ME FILE Title: Affine Endeavour: Estimating a Joint ...
22 Feb 2018
RDP
PDF
312KB
inflation and cash rate expectations, to construct estimates of future nominal and real rates, and. ... Constructed using data from RBA. website (Statistical table F16 ‘Indicative Mid Rates of Selected Australian.
https://www.rba.gov.au/publications/rdp/2018/2018-02/rdp-2018-02-read-me.pdf
Monetary Policy, Equity Markets and the Information Effect
23 Mar 2021
RDP
2021-04
increase. These responses would be indicative of an information effect. If the increase in i. ... earnings expectations increasing to interest rate increases, which could be conflated with an information effect.
https://www.rba.gov.au/publications/rdp/2021/2021-04/full.html
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