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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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Monetary Transmission and the Yield Curve in a Small Open Economy

11 Jun 2008 RDP 2008-03
Mariano Kulish and Daniel Rees
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2008/2008-03.html

The Dynamics of the Yield Curve

11 Jun 2008 RDP 2008-03
Mariano Kulish and Daniel Rees
RDP 2008-03: Monetary Transmission and the Yield Curve in a Small Open Economy 4. ... curve that is relatively stronger at the short end of the yield curve than at the long end.
https://www.rba.gov.au/publications/rdp/2008/2008-03/dyna-yield-curve.html

Monetary Transmission and the Yield Curve in a Small Open Economy

11 Jun 2008 RDP 2008-03
Mariano Kulish and Daniel Rees
Research Discussion Paper – RDP 2008-03 Monetary Transmission and the Yield Curve in a Small Open Economy.
https://www.rba.gov.au/publications/rdp/2008/2008-03/

Conclusion

11 Jun 2008 RDP 2008-03
Mariano Kulish and Daniel Rees
RDP 2008-03: Monetary Transmission and the Yield Curve in a Small Open Economy 6. ... This observation has led many to the view that the long end of the domestic yield curve is determined abroad, and with it, to a concern that the monetary transmission
https://www.rba.gov.au/publications/rdp/2008/2008-03/conclusion.html

Appendix A: Data Descriptions and Sources

11 Jun 2008 RDP 2008-03
Mariano Kulish and Daniel Rees
RDP 2008-03: Monetary Transmission and the Yield Curve in a Small Open Economy Appendix A: Data Descriptions and Sources.
https://www.rba.gov.au/publications/rdp/2008/2008-03/appendix-a.html

The Model

11 Jun 2008 RDP 2008-03
Mariano Kulish and Daniel Rees
RDP 2008-03: Monetary Transmission and the Yield Curve in a Small Open Economy 2. ... the role of the yield curve in the transmission mechanism.
https://www.rba.gov.au/publications/rdp/2008/2008-03/model.html

Estimation

11 Jun 2008 RDP 2008-03
Mariano Kulish and Daniel Rees
RDP 2008-03: Monetary Transmission and the Yield Curve in a Small Open Economy 3.
https://www.rba.gov.au/publications/rdp/2008/2008-03/estimation.html

References

11 Jun 2008 RDP 2008-03
Mariano Kulish and Daniel Rees
RDP 2008-03: Monetary Transmission and the Yield Curve in a Small Open Economy References. ... Campbell F and E Lewis (1998), ‘What Moves Yields in Australia?’, RBA Research Discussion Paper No 9808.
https://www.rba.gov.au/publications/rdp/2008/2008-03/references.html

Introduction

11 Jun 2008 RDP 2008-03
Mariano Kulish and Daniel Rees
RDP 2008-03: Monetary Transmission and the Yield Curve in a Small Open Economy 1. ... There is also a large literature that analyses the yield curve with affine term structure models.
https://www.rba.gov.au/publications/rdp/2008/2008-03/introduction.html

Unconditional Moments

11 Jun 2008 RDP 2008-03
Mariano Kulish and Daniel Rees
RDP 2008-03: Monetary Transmission and the Yield Curve in a Small Open Economy 5. ... The model's inability to capture the variability of interest rates across the yield curve echoes Shiller's (1979) finding of ‘excess volatility’.
https://www.rba.gov.au/publications/rdp/2008/2008-03/uncon-moments.html