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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Cross-Country Linkages
1 Nov 1996
RDP
9609
The linkage between daily changes in Australian and foreign bond yields is examined first. ... having greater relevance and importance to Australian bond yield movements, are 7two puzzling questions.
https://www.rba.gov.au/publications/rdp/1996/9609/cross-country-linkages.html
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
1 Aug 2019
RDP
2019-07
Australian Treasury (Taplin et al 1993). ... N2R. Two-year government bond rate. Per cent. Nominal. RBA, Yieldbroker. NBR.
https://www.rba.gov.au/publications/rdp/2019/2019-07/full.html
Appendix B: Robustness Analysis
1 Oct 2017
RDP
2017-06
So we regress the GZ spread against the difference between i) the AAA corporate bonds and the 10-year Treasury yield; ii) the BAA corporate bonds and the 10-year Treasury ... Following Bagliano and Favero (1998), we then enrich our VAR with the 10-year
https://www.rba.gov.au/publications/rdp/2017/2017-06/appendix-b.html
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Appendix D: Data
1 May 1996
RDP
9601
New Zealand: 1 year interbank rate; Germany: 1 year treasury bond rate; Australia: 1 year interbank rate. ... US treasury bond rate; UK: linear interpolation of the 5 year gilt rate and 1 year interbank rate; NZ: 2 year government bond rate (from
https://www.rba.gov.au/publications/rdp/1996/9601/appendix-d.html
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Introduction
1 Jun 1986
RDP
8607
For example, the expected return from investing in an n-period bond should equal the expected return from investing in a one-period bond over n successive periods. ... In particular, tender systems for the sale of Treasury notes and Government bonds were
https://www.rba.gov.au/publications/rdp/1986/8607/introduction.html
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Appendix: Data
1 Dec 1995
RDP
9513
Australia. 10 year Treasury bond yield, RBA. Bulletin. , Table F.2. ... Italy. Yield on treasury bonds with average maturity of 2.5 years, OECD.
https://www.rba.gov.au/publications/rdp/1995/9513/appendix-data.html
Appendix 1: Data Definitions
1 Nov 1995
RDP
9510
SA). Source. Department of the Treasury, unpublished data. Recent data are listed in Australian Economic Indicators, ABS Catalogue No. ... 1350.0, Table 9.5, as “non-farm sector (nominal) Treasury index of average unit labour costs”.
https://www.rba.gov.au/publications/rdp/1995/9510/appendix-1.html
Data Appendix
1 May 1991
RDP
9103
For Japan, it is the end-month observation on the 7-year bond rate. ... The UK rate is the Wednesday average over the month of 20-year bond yields, while the Swiss rate is based on yields of 10 or more year bonds.
https://www.rba.gov.au/publications/rdp/1991/9103/data-appendix.html
References
1 Oct 1991
RDP
9109
Barro, R. (1974), “Are Government Bonds Net Wealth?”, Journal of Political Economy, pp. ... 63, pp. 61–79. The Treasury (1990), “Private Sector Wealth Estimates for Australia”, Economic Roundup.
https://www.rba.gov.au/publications/rdp/1991/9109/references.html
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Data Appendix
1 Oct 1989
RDP
8906
The data for section IV comes from these sources: 3 month Treasury bill interest rates and 10 year bond rates for the US and Australia as well as Australian CPI, net ... To evaluate ex post 3 month real interest rates, we used the average yield on
https://www.rba.gov.au/publications/rdp/1989/8906/data-appendix.html
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