Yes.
The small-signal model looks like this:

where the transformer part is an ideal transformer.
To understand capacitances, add capacitors between pairs of terminals too. This gives the second order equivalent, which for a given load impedance, shows a low-frequency cutoff (due to the magnetizing inductance, Xo), a high frequency cutoff (due to leakage inductance X1+X2 and capacitances), and poor isolation at high frequencies (due to the capacitors from primary to secondary).
The capacitances and inductances can resonate, giving peaks or valleys in the frequency response around the HF cutoff. A real transformer, with multiple layers of windings, can have many such peaks and valleys, which needs a higher-order model to represent. Let's just quietly ignore that for now, and approximate it with this model instead.

For a typical split-bobbin mains transformer, leakage inductance dominates around a few kHz. Actually, leakage is pretty significant at mains frequency itself, too, which combined with DC resistance of the windings (R1 + R2), allows some transformers to be "impedance protected" -- that is, you can short the secondary and it won't burst into flames. It might still get hot though, as you will have noticed if you've seen a melted wall-wart before. This is the feature, that comes with the bug: poor regulation, i.e., Vout varies strongly with Iout. Often you'll measure an open-circuit voltage ~1.5 times nominal output; the output comes down to nominal at rated load.
Anyway, the capacitance on this type is also pretty low, which is nice for mains noise isolation purposes.
For a typical "shell" style transformer (EI core, windings overlapping on a single bobbin), leakage is lower, taking over in the low 10s of kHz. Regulation is good. Capacitance is higher. For low-noise purposes, an electrostatic shield (a layer of foil, slitted to avoid it becoming a shorted turn) is usually inserted between primary and secondary, basically solving the capacitance problem with regards to noise. (The capacitance is still relatively high (100s pF?), but it's to ground only.)
For a toroid style transformer, leakage is even lower and capacitance is even higher. I don't know that I've seen one of these made with a shield; you
could, but I don't know if anyone
does? Kind of awkward wrapping flat foil around a donut, after all. Anyway, these have good efficiency, surprisingly high bandwidth (sometimes low 100s kHz), and good regulation.
If you take the question a little further and ask about SMPS transformers as well, then the bandwidth continues to rise -- it has to carry sharp square waves -- but there are again a number of variations. Resonant SMPSs can have intentionally poor transformers, making use of leakage inductance as part of the resonant circuit. The bandwidth in this case will be relatively low (a bit less than the switching frequency itself), at least when loaded with all the capacitors and diodes and stuff in circuit. On the other hand, very compact, high frequency DC-DC isolators need to have very low capacitance and high bandwidth, which means making the transformers as small as possible.
Tim