Search: yield

Sort by: Relevance Date
1120 of 3,396 search results for yield

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.

Search Results

Appendix C: Estimating the Real Zero-coupon Yield Curve

27 Feb 2018 RDP 2018-02
Jonathan Hambur and Richard Finlay
We correct for this by pushing the real yield back up a bit. ... We will recover. by writing the observed bond price P as a function of known inflation and nominal yields, and the unknown true real yield, and solving for the latter.
https://www.rba.gov.au/publications/rdp/2018/2018-02/appendix-c.html
See 12 more results from "RDP 2018-02"

Box B: The Decline in Bond Yields and Inflation Expectations

10 Feb 2015 SMP – February 2015
Statement on Monetary Policy – February 2015 Box B: The Decline in Bond Yields and Inflation Expectations. ... Yields on bonds issued by governments of developed economies have declined significantly over recent months across the whole yield curve.
https://www.rba.gov.au/publications/smp/2015/feb/box-b.html

Box E: Yields on Sovereign Debt

10 May 2012 SMP – May 2012
A standard benchmark for comparing yields on debt securities is the interest rate swap curve. ... Relative to swap rates, however, yields on Australian government debt are noticeably lower than in other countries.
https://www.rba.gov.au/publications/smp/2012/may/box-e.html

Appendix 3: Forecasting Ability of Selected Yield Spreads

1 May 1992 RDP 9204
Philip Lowe
RDP 9204: The Term Structure of Interest Rates, Real Activity and Inflation Appendix 3: Forecasting Ability of Selected Yield Spreads.
https://www.rba.gov.au/publications/rdp/1992/9204/appendix-3.html
See 10 more results from "RDP 9204"

Appendix A: Yields and Stochastic Discount Factors

31 Dec 2011 RDP 2011-01
Richard Finlay and Sebastian Wende
This defines the relationship between real yields and the continuous time real SDF. ... such that the pricing equation for inflation yields holds. That is, such that.
https://www.rba.gov.au/publications/rdp/2011/2011-01/appendix-a.html
See 8 more results from "RDP 2011-01"

Financial Conditions

6 Feb 2024 SMP – February 2024
Financial Conditions | Statement on Monetary Policy – February 2024
https://www.rba.gov.au/publications/smp/2024/feb/financial-conditions.html

Australian Interest Rates and Security Yields

9 Mar 2023 RBA Annual Report – 1963
Reserve Bank of Australia Annual Report – 1963 Australian Interest Rates and Security Yields. ... f) Theoretical yield on 2-year maturity. (g) Prior to 1959/60, weighted average of yields on maturities 10 years or more.
https://www.rba.gov.au/publications/annual-reports/rba/1963/aus-interest-rate-security-yields.html

Australian Interest Rates and Security Yields

9 Mar 2023 RBA Annual Report – 1961
Reserve Bank of Australia Annual Report – 1961 Australian Interest Rates and Security Yields. ... Australian Interest Rates and Security Yields. (Per cent—per annum). As at June.
https://www.rba.gov.au/publications/annual-reports/rba/1961/aus-int-rate-security-yields.html

Australian Interest Rates and Security Yields

9 Mar 2023 RBA Annual Report – 1960
Reserve Bank of Australia Annual Report – 1960 Australian Interest Rates and Security Yields. ... Australian Interest Rates and Security Yields. (Per cent—per annum). As at.
https://www.rba.gov.au/publications/annual-reports/rba/1960/aus-int-rate-security-yields.html

Australian Interest Rates and Security Yields (Per cent—per annum)

9 Mar 2023 RBA Annual Report – 1962
Reserve Bank of Australia Annual Report – 1962 Australian Interest Rates and Security Yields (Per cent—per annum). ... Australian Interest Rates and Security Yields. (Per cent—per annum). As at.
https://www.rba.gov.au/publications/annual-reports/rba/1962/aus-int-rate-security-yields.html