The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
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DOI: 10.47688/rdp2022-02
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References listed on IDEAS
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Cited by:
- Anthony Brassil, 2022.
"The Consequences of Low Interest Rates for the Australian Banking Sector,"
RBA Annual Conference Papers
acp2022-04, Reserve Bank of Australia, revised Dec 2022.
- Anthony Brassil, 2022. "The Consequences of Low Interest Rates for the Australian Banking Sector," RBA Research Discussion Papers rdp2022-08, Reserve Bank of Australia.
- Blotevogel, Robert & Hudecz, Gergely & Vangelista, Elisabetta, 2024. "Asset purchases and sovereign bond spreads in the euro area during the pandemic," Journal of International Money and Finance, Elsevier, vol. 140(C).
- Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2023. "An unconventional FX tail risk story," LSE Research Online Documents on Economics 120052, London School of Economics and Political Science, LSE Library.
- Richard Finlay & Dmitry Titkov & Michelle Xiang, 2023. "The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases," The Economic Record, The Economic Society of Australia, vol. 99(326), pages 359-384, September.
- Jonathan Hambur & Qazi Haque, 2023.
"Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!,"
RBA Research Discussion Papers
rdp2023-04, Reserve Bank of Australia.
- Jonathan Hambur & Qazi Haque, 2023. "Can we use high-frequency yield data to better understand the effects of monetary policy and its communication? Yes and no!," School of Economics and Public Policy Working Papers 2023-03 Classification-E4, University of Adelaide, School of Economics and Public Policy.
- Jonathan Hambur & Qazi Haque, 2023. "Can We Use High-Frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!," CAMA Working Papers 2023-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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More about this item
Keywords
market function; yield target; quantitative easing; event study;All these keywords.
JEL classification:
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2022-06-20 (Banking)
- NEP-CBA-2022-06-20 (Central Banking)
- NEP-FMK-2022-06-20 (Financial Markets)
- NEP-MAC-2022-06-20 (Macroeconomics)
- NEP-MON-2022-06-20 (Monetary Economics)
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