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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Semi-Annual Statement on Monetary Policy
10 May 1997
Bulletin
– May 1997
Both the quarterly and annual rates were unchanged from the previous quarter, and the annual rate is now well below the recent peak of 3.3 per cent reached in the ... Falls in mortgage interest rates detracted 0.5 of a percentage point from the quarterly
https://www.rba.gov.au/publications/bulletin/1997/may/1.html
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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Semi-Annual Statement on Monetary Policy
10 Nov 1997
Bulletin
– November 1997
Exchange rates in these four countries have now fallen by between 25 and 40 per cent since mid 1997. ... Households appear to have lifted their saving rate a little over the past year or so, after a period of several years in which saving rates fell.
https://www.rba.gov.au/publications/bulletin/1997/nov/2.html
The Evolving Structure of the Australian Financial System | Conference – 1996
9 Jul 1996
Conferences
to money-market rates and this means that the difference between the two is likely to be largest at the bottom of the interest rate cycle. ... Secondly, abstracting from cyclical movements, both deposit and lending rates have moved upward relative to the
https://www.rba.gov.au/publications/confs/1996/edey-gray.html
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
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
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
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
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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Measuring Productivity in the Australian Banking Sector
7 Dec 2006
Conferences
PDF
54KB
RBA Conference Volume 1995
https://www.rba.gov.au/publications/confs/1995/pdf/oster-antioch.pdf