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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.

Search Results

Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data

15 Feb 2024 RDP 2024-01
Omer Majeed, Jonathan Hambur and Robert Breunig
This is not the case for simpler Romer and Romer-style shocks (Bishop and Tulip 2017) or measures based on high-frequency changes in bond yields over a 90-minute window ... A measure based on high-frequency changes in bond yields based on a 90-minute
https://www.rba.gov.au/publications/rdp/2024/2024-01/full.html

Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data

15 Feb 2024 RDP 2024-01
Omer Majeed, Jonathan Hambur and Robert Breunig
cr: cash rate, quarterly average – RBA statistical table F1.1 Interest Rates and Yields – Money Market – Monthly. ... cr_lvl: cash rate level, quarterly average – RBA statistical table F1.1 Interest Rates and Yields – Money Market – Monthly.
https://www.rba.gov.au/publications/rdp/2024/2024-01/read-me.html

Results

15 Feb 2024 RDP 2024-01
Omer Majeed, Jonathan Hambur and Robert Breunig
A measure based on high-frequency changes in bond yields based on a 90-minute window around announcements (Hambur and Haque 2023), which we call ‘levels shock’.
https://www.rba.gov.au/publications/rdp/2024/2024-01/results.html

References

15 Feb 2024 RDP 2024-01
Omer Majeed, Jonathan Hambur and Robert Breunig
Hambur J and Q Haque (2023), ‘Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication?
https://www.rba.gov.au/publications/rdp/2024/2024-01/references.html

Data and Methodology

15 Feb 2024 RDP 2024-01
Omer Majeed, Jonathan Hambur and Robert Breunig
This is not the case for simpler Romer and Romer-style shocks (Bishop and Tulip 2017) or measures based on high-frequency changes in bond yields over a 90-minute window
https://www.rba.gov.au/publications/rdp/2024/2024-01/data-and-methodology.html

Through Which Channels Does Monetary Policy Affect Innovation?

15 Feb 2024 RDP 2024-01
Omer Majeed, Jonathan Hambur and Robert Breunig
Footnotes. This measure is based on high-frequency changes in bond yields.
https://www.rba.gov.au/publications/rdp/2024/2024-01/through-which-channels-does-monetary-policy-affect-innovation.html