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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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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Appendix D: Glossary and Data
31 Dec 2005
RDP
2005-11
Definition: From 1993:Q1 onwards, difference in the yield between a 10-year government bond and an indexed bond of comparable maturity, where both yields are calculated as the quarterly average ... Sources: Australian 10-year government bond yield
https://www.rba.gov.au/publications/rdp/2005/2005-11/appendix-d.html
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Unemployment or Tax Reform? | Conference – 1998
9 Jun 1998
Conferences
The latter are measured (in history) as the difference between the 10-year bond and 10-year indexed bond yields. ... The lower foreign debt also has a minor downward impact on the risk premium charged in long-term bond yields.
https://www.rba.gov.au/publications/confs/1998/richardson-c.html
Introduction | Conference – 2006
23 Jul 2006
Conferences
with the process of decumulating wealth in retirement (such as reverse mortgages and inflation-indexed bonds). ... Long-term and inflation-indexed bond markets are shallow in many countries, and a lack of publicly traded benchmarks, tax disincentives and
https://www.rba.gov.au/publications/confs/2006/intro-2006.html
Emergency Liquidity Injections
1 Oct 2019
RDP
2019-10
Cash c. i. represents cash and highly liquid low-return securities such as government bonds, whereas securities can be thought of as relatively safe privately issued debt.
https://www.rba.gov.au/publications/rdp/2019/2019-10/full.html
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Central Bank Liquidity Provision and Core Funding Markets | Conference – 2013
19 Aug 2013
Conferences
Sovereign debt (Government of Canada bonds and treasury bills). The sovereign debt market is at the core of the financial system in most countries. ... These flows were only staunched in response to interventions by the US Federal Reserve and US Treasury.
https://www.rba.gov.au/publications/confs/2013/johnson-santor.html
Model Overview and Related Literature
30 Dec 2008
RDP
2008-09
We start by estimating zero-coupon yield curves from observed overnight indexed swap (OIS) and government bond data (for further details see Section 4 and Appendix A). ... bond yield forecasts as opposed to treasury note forecasts), and we extend the zero
https://www.rba.gov.au/publications/rdp/2008/2008-09/model-overview.html
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The Past 25 Years
11 Sep 2015
RDP
2015-09
t. on long-term bond market inflation expectations has risen toward unity over the inflation-targeting period. ... From 1986 to 1991, we use long-term inflation expectations implied by inflation-indexed bonds, and before 1986 expectations are proxied by
https://www.rba.gov.au/publications/rdp/2015/2015-09/past-years.html
The Macroeconomics of Australian Unemployment | Conference – 1998
9 Jun 1998
Conferences
has a once-off level shift in 1974 of around 2 percentage points (Commonwealth Treasury 1996). ... This contrasts with the labour demand equation in the TRYM model which measures labour demand as the sum of employment and vacancies (Commonwealth Treasury
https://www.rba.gov.au/publications/confs/1998/debelle-vickery.html