Search: Treasury adjustable rate bonds
RBA Glossary definition for Treasury adjustable rate bonds
Treasury adjustable rate bonds – Australian Government Securities with an adjustable interest/coupon rate, periodically reset according to movements in the Australian Bank Bill Swap Reference Rate. These securities are no longer issued by the Commonwealth Government.
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Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia
22 Feb 2018
RDP
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1672KB
government bonds into expectations for real and nominal interest rates, expectations for inflation,. ... rates are below this neutral rate, and contractionary if above. Finally, inflation expectations.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-02.pdf
The Expectations Theory of the Term Structure and Short-Term Interest Rates in Australia
19 Nov 2012
RDP
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664KB
estimates of these variances using spectral analysis. He considered three. different long rates, (5, 10 and 20-year treasury bonds) while the short. ... than the current short rate, short interest rates are expected to rise above.
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8607.pdf
The Role of Collateral in Borrowing
14 Jan 2021
RDP
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1784KB
Heightened demand for high-quality collateral is. evident from the interest rate differential on collateralised loans across collateral types – rates for. ... transactions. 1 The TED spread is between the 3-month LIBOR based on USD and the 3-month US
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Expectations and the Neutrality of Interest Rates
27 Nov 2023
Conferences
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477KB
RBA Annual Conference 2023
https://www.rba.gov.au/publications/confs/2023/pdf/rba-conference-2023-cochrane.pdf
QUANTITATIVE EASINGEmail: w.cui@ucl.ac.uk and v.sterk@ucl.ac.uk. We thank Marios Angeletos, Richard Harrison, and seminar participants at…
18 Nov 2018
Research Workshop
PDF
872KB
a stabilization tool, relative to conventional interest rate policy. Following much of the. ... We find that optimal QE. rules tend to deliver lower welfare than optimal interest rate rate rules.
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-sterk.pdf
Discussion of Inflation and Interest Rates
27 Nov 2023
Conferences
PDF
230KB
RBA Annual Conference 2023
https://www.rba.gov.au/publications/confs/2023/pdf/rba-conference-2023-cochrane-discussion-presentation.pdf
Heterogeneous Global Cycles ∗ Maryam Farboodi MIT Péter Kondor ...
2 Dec 2018
Research Workshop
PDF
3705KB
there is a single prevailing interest rate rH at which all bonds are issued. ... different interest rates. The red line (upper line) corresponds to the demand at zero interest rate,.
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-farboodi.pdf
Demographic Change and Asset Prices
3 Jan 2007
Conferences
PDF
192KB
RBA Conference Volume 2006
https://www.rba.gov.au/publications/confs/2006/pdf/brooks.pdf
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
20 Aug 2019
RDP
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1571KB
Financial markets. N2R Two-year government bond rate Per cent Nominal RBA, Yieldbroker. ... growth in the dwelling stock, changes in mortgage interest rates and the rate of inflation.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-07.pdf
Early Pension Withdrawal as Stimulus
19 Dec 2023
Research Workshop
PDF
882KB
RBA Workshop 2023
https://www.rba.gov.au/publications/workshops/research/2023/pdf/rba-workshop-2023-hamilton-liu-miranda-pinto-sainsbury.pdf