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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A Model of the Australian Housing Market
1 Mar 2019
RDP
2019-01
Caballero 1999). In structural macroeconometric models (e.g. Brayton and Tinsley 1996; Powell and Murphy 1997; Treasury 2001; Fair 2004) effects of interest rates on other expenditure categories are often small ... Moreover, reflecting volatility of bond
https://www.rba.gov.au/publications/rdp/2019/2019-01/full.html
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The Australian Financial System in the 2000s: Dodging the Bullet | Conference – 2011
24 Jul 2000
Conferences
Table 5 summarises the evolution of the Australian bond markets during the 2000s. ... including around half of the Kangaroo bonds on issue. Notably, the growth of the fund management sector in Australia was not associated with growth in corporate bond
https://www.rba.gov.au/publications/confs/2011/davis.html
Appendix A: Data Sources
1 Nov 1996
RDP
9608
Australia:. Treasury underlying price index; Commonwealth Treasury. United States:. Underlying price index; Datastream code: uscpxfdef. ... Constructed as the simple difference between yields on the nominal 10-year Government Bond and the indexed
https://www.rba.gov.au/publications/rdp/1996/9608/appendix-a.html
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The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
In September banks' total bond issuance dropped to under a third of typical monthly issuance, and by November it had declined to almost zero. ... Collateral holdings and counterparty risk are at the bank level, with banks indexed by i, which is replaced
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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Twenty-five Years of Inflation Targeting in Australia | Conference – 2018
12 Apr 2018
Conferences
The ‘over the cycle’ language was too ‘fuzzy’. Reflecting such concerns, bond yields had risen quite significantly in 1994 in anticipation of a material increase in inflation. ... By revealed preference, the absence of long-term indexed contracts
https://www.rba.gov.au/publications/confs/2018/debelle.html
Three Perspectives on an Australasian Monetary Union | Conference – 2001
24 Jul 2001
Conferences
Finally, I wish to raise a question asked a century ago by Alfred Marshall (1923): should the state consider adopting new indexed units of account so that consenting parties could contract ... There were sizeable differences in both bill and bond rates
https://www.rba.gov.au/publications/confs/2001/coleman.html
Appendix D: Data Sources and Definitions
31 Dec 2002
RDP
2002-06
For the period from 1993:Q1 onwards we use the difference in the yield between a 10-year government bond and an indexed bond of comparable maturity. ... Australian Treasury capital-indexed bond yields are from Bloomberg (screen: ILB). An annual series
https://www.rba.gov.au/publications/rdp/2002/2002-06/appendix-d.html
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Inflation Targeting and Japan: Why has the Bank of Japan not Adopted Inflation Targeting? | Conference – 2004
9 Aug 2004
Conferences
The Japanese government has regularly issued long-term government bonds with fixed interest rates. ... Only in 2003 did the Japanese government start to issue inflation-indexed bonds, where the principal is protected from deflation.) Unexpected deflation
https://www.rba.gov.au/publications/confs/2004/ito.html
Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
15 May 2024
RDP
2024-03
The liquidity supplied to the repo market successfully lowered the repo rate relative to indexed swaps. ... Australian Government Securities – The Australian Government issues Australian Government Securities (AGS) in the form of Treasury bonds,
https://www.rba.gov.au/publications/rdp/2024/2024-03/full.html
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DSGE Reno: Adding a Housing Block to a Small Open Economy Model
1 Apr 2018
RDP
2018-04
Households in the world economy may invest in their own and Australian nominal bonds. ... In addition, wage changes may be indexed to a combination of previous period's sectoral wage growth Π.
https://www.rba.gov.au/publications/rdp/2018/2018-04/full.html
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