Search: Treasury indexed bonds
RBA Glossary definition for Treasury indexed bonds
Treasury indexed bonds – Australian Government Securities with a payment stream that increases by an indexation factor reflecting changes in the rate of inflation. Indexing occurs on the principal value of the investment.
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Data
23 Apr 2019
RDP
2019-03
shows path shocks as the change in 2-year US Treasury bond yields orthogonalised against the change in 1-month OIS rates; the bottom panel shows premium shocks as the change ... in 10-year US Treasury bond yields orthogonalised against the change in
https://www.rba.gov.au/publications/rdp/2019/2019-03/data.html
Explaining Monetary Spillovers: The Matrix Reloaded
1 Apr 2019
RDP
2019-03
shows path shocks as the change in 2-year US Treasury bond yields orthogonalised against the change in 1-month OIS rates; the bottom panel shows premium shocks as the change ... in 10-year US Treasury bond yields orthogonalised against the change in
https://www.rba.gov.au/publications/rdp/2019/2019-03/full.html
Online Appendices: Explaining Monetary Spillovers: The Matrix Reloaded
1 Apr 2019
RDP
2019-03
Description. Source. Interest rates. 1-month and 6-month OIS. Overnight indexed swaps. ... Bloomberg; Thomson Reuters Tick History. 2-year and 10-year bond yields. Sovereign bond yields.
https://www.rba.gov.au/publications/rdp/2019/2019-03/online-appendix.html