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1–10 of 14 collapsed search results for interest rate
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RBA Glossary definition for interest rate

interest rate – The term used to describe the cost of borrowing money or the return to the owner of the funds which are invested or lent out. It is usually expressed as a percent per annum of the amount of money borrowed, lent or invested.

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A Random Walk Around the : Expectations, Risk, Interest Rates and Consequences for External Imbalance

1 Oct 1989 RDP 8906
Jeremy Smith and David W.R. Gruen
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1989/8906.html

Inflation and Interest Rates

1 Oct 1989 RDP 8906
Jeremy Smith and David W.R. Gruen
An alternative measure of expected real interest rates can be derived using the realized inflation rate during the ex post 3 month period as a proxy for expected inflation. ... 1988. 24.5. 10.7. 1989. 5.4. Footnotes. The interest rates are 3 month
https://www.rba.gov.au/publications/rdp/1989/8906/inflation-and-interest-rates.html

A Random Walk Around the : Expectations, Risk, Interest Rates and Consequences for External Imbalance

1 Oct 1989 RDP 8906
Jeremy Smith and David W. R. Gruen
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1989/8906/

Data Appendix

1 Oct 1989 RDP 8906
Jeremy Smith and David W.R. Gruen
RDP 8906: A Random Walk Around the $A: Expectations, Risk, Interest Rates and Consequences for External Imbalance Data Appendix. ... Other short-term interest rates and foreign CPI are from IMF International Financial Statistics (IFS).
https://www.rba.gov.au/publications/rdp/1989/8906/data-appendix.html

The Risk Premium

1 Oct 1989 RDP 8906
Jeremy Smith and David W.R. Gruen
RDP 8906: A Random Walk Around the $A: Expectations, Risk, Interest Rates and Consequences for External Imbalance III. ... where, S is the spot exchange rate, S = $US/$A. Defining δ by.
https://www.rba.gov.au/publications/rdp/1989/8906/risk-premium.html

Skewness

1 Oct 1989 RDP 8906
Jeremy Smith and David W.R. Gruen
RDP 8906: A Random Walk Around the $A: Expectations, Risk, Interest Rates and Consequences for External Imbalance V. ... The debt/GDP ratio will increase (potentially without bound) if net exports are in deficit (as they are in Australia) and if the
https://www.rba.gov.au/publications/rdp/1989/8906/skewness.html

Discussion

1 Oct 1989 RDP 8906
Jeremy Smith and David W.R. Gruen
Apparently unanticipated changes in domestic interest rates do not lead to jumps in the exchange rate (Goodhart, 1988). ... Because of covered interest parity, when domestic nominal interest rates are higher than world nominal interest rates, the forward
https://www.rba.gov.au/publications/rdp/1989/8906/discussion.html

Introduction

1 Oct 1989 RDP 8906
Jeremy Smith and David W.R. Gruen
RDP 8906: A Random Walk Around the $A: Expectations, Risk, Interest Rates and Consequences for External Imbalance I. ... Thus,. where i and r denote the nominal and real interest rates for some asset, S is the nominal $US/$A exchange rate, ΔS is the
https://www.rba.gov.au/publications/rdp/1989/8906/introduction.html

References

1 Oct 1989 RDP 8906
Jeremy Smith and David W.R. Gruen
1984), ‘International Interest Rate and Price Level Linkages under Flexible Exchange Rates: A Review of Recent Evidence’ in. ... 1988), ‘Risk premiums – implications for the exchange rate and interest rates in Australia since 1984’, ABARE
https://www.rba.gov.au/publications/rdp/1989/8906/references.html

Appendix B

1 Oct 1989 RDP 8906
Jeremy Smith and David W.R. Gruen
RDP 8906: A Random Walk Around the $A: Expectations, Risk, Interest Rates and Consequences for External Imbalance Appendix B. ... For all the exchange rates in the two datasets we establish the following results.
https://www.rba.gov.au/publications/rdp/1989/8906/appendix-b.html