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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Appendix C: Variable Definitions
28 Jan 2020
RDP
2020-01
RBA. c. s. t. M. M. Money market spread between 3-month bank-accepted bill (BAB) rate and 3-month Australian dollar overnight indexed swap (OIS) rate (3-month zero-coupon ... U. S. B. A. A. Moody's seasoned BAA corporate bond yield relative to yield on 10
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-c.html
Credit Spreads, Monetary Policy and the Price Puzzle
1 Jan 2020
RDP
2020-01
Figure 2: Credit Spreads and Uncertainty during the GFC. Notes: (a) US BAA corporate to 10-year US Treasury bond yield. ... First, I also use the US BAA corporate to 10-year US Treasury bond yield spread. (.
https://www.rba.gov.au/publications/rdp/2020/2020-01/full.html
The Cash Rate Response to Credit Market Conditions
28 Jan 2020
RDP
2020-01
For the United States, Caldara and Herbst (2019) have used the spread between the BAA corporate and 10-year Treasury bond yields to explore the role of credit market shocks for ... First, I also use the US BAA corporate to 10-year US Treasury bond yield
https://www.rba.gov.au/publications/rdp/2020/2020-01/the-cash-rate-response-to-credit-market-conditions.html