Search: 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.
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What Moves Yields in Australia?
1 Jul 1998
RDP
9808
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1998/9808.html
Appendix D: 25 Largest Movements in Yields During 15-minute Intervals
1 Jul 1998
RDP
9808
RDP 9808: What Moves Yields in Australia? Appendix D: 25 Largest Movements in Yields During 15-minute Intervals. ... Table D7: Number of Times Each News Item Contributes to the 25 Largest Movements in Bill and Bond Yields (15-minute Intervals).
https://www.rba.gov.au/publications/rdp/1998/1998-08/appendix-d.html
Appendix C: 25 Largest Movements in Yields During Five-minute Intervals
1 Jul 1998
RDP
9808
RDP 9808: What Moves Yields in Australia? Appendix C: 25 Largest Movements in Yields During Five-minute Intervals.
https://www.rba.gov.au/publications/rdp/1998/1998-08/appendix-c.html
What Moves Yields in Australia?
1 Jul 1998
RDP
9808
https://www.rba.gov.au/publications/rdp/1998/1998-08/
Conclusion
1 Jul 1998
RDP
9808
RDP 9808: What Moves Yields in Australia? 6. Conclusion. Frank Campbell and Eleanor Lewis. ... yields in Australia over the period reviewed, from January 1994 to September 1997.
https://www.rba.gov.au/publications/rdp/1998/1998-08/conclusion.html
Appendix B: Patterns of Intra-day Volatility
1 Jul 1998
RDP
9808
RDP 9808: What Moves Yields in Australia? Appendix B: Patterns of Intra-day Volatility. ... Download the Paper 286. KB. Figure B1: Bill Yield Volatility. Figure B2: Bond Yield Volatility.
https://www.rba.gov.au/publications/rdp/1998/1998-08/appendix-b.html
Appendix A: International Influences
1 Jul 1998
RDP
9808
Download the Paper 286. KB. Table A1: Impact of US and Australian Announcements on Yields in Australia. ... 3.05. 3.05. 3.92. Number of observations. 604. 595. 607. 1806. Bond yields.
https://www.rba.gov.au/publications/rdp/1998/1998-08/appendix-a.html
References
1 Jul 1998
RDP
9808
RDP 9808: What Moves Yields in Australia? References. Frank Campbell and Eleanor Lewis.
https://www.rba.gov.au/publications/rdp/1998/1998-08/references.html
Appendix E: Empirical Results
1 Jul 1998
RDP
9808
Download the Paper 286. KB. Table E1: Impact of Announcements. Bill yields. ... Bond yields. Constant. 0.3. (18.30). 0.5. (40.79). Dummy for Announcement. Absolute Surprise.
https://www.rba.gov.au/publications/rdp/1998/1998-08/appendix-e.html
Announcement Effects on Yields in Australia
1 Jul 1998
RDP
9808
The effect of monetary policy announcements was larger on volatility in bill yields than on bond yield volatility, as was AWOTE in the second and third episodes. ... To estimate the effect on bill and bond yields of unanticipated news, we again conduct a
https://www.rba.gov.au/publications/rdp/1998/1998-08/announcement-effects-on-yields-in-australia.html