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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The Main Questions
1 Dec 1988
RDP
8812
There are three distinct periods:. Figure 1 INTEREST RATE CHANGES. 10 YEAR BONDS. ... Figure 4 shows the movements in yields on 10-year bonds and three-month Treasury notes over this period.
https://www.rba.gov.au/publications/rdp/1988/8812/main-questions.html
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Appendix 1: Unit Root Tests
1 May 1995
RDP
9504
0.86. 1.89. 2.59. 2.69. 2.96. 4.42. Long-term bonds. 2-year treasury bonds. ... 1.06. 1.59. 1.68. 1.68. 1.82. 0.77. 5-year treasury bonds. 1.08. 1.54.
https://www.rba.gov.au/publications/rdp/1995/9504/appendix-1.html
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Robust Design Principles for Monetary Policy Committees | Conference – 2018
12 Apr 2018
Conferences
During World War II, the Federal Reserve held the short-term Treasury bill rate close to zero and capped the yield on long-term Treasury bonds. ... After the war ended, the Truman Administration pushed the FOMC to keep providing the Treasury with cheap
https://www.rba.gov.au/publications/confs/2018/archer-levin.html
Is Monetary Policy Less Effective When Interest Rates Are Persistently Low? | Conference – 2017
16 Mar 2017
Conferences
The reduction in bond yields and loan rates per dollar spent in the programs have consistently fallen over time in the G3 economies. ... The numbers refer to the sovereign bonds represented in the Merrill Lynch World Sovereign index.
https://www.rba.gov.au/publications/confs/2017/borio-hofmann.html
Internationalisation and the Macroeconomy | Conference – 1994
11 Jul 1994
Conferences
Shocks to world asset markets (like the stockmarket crash in October, 1987 and the rise in long bond yields in 1994) now translate rapidly to Australian asset markets and may, as ... Given this tentative conclusion, we complete the section with an
https://www.rba.gov.au/publications/confs/1994/gruen-shuetrim.html
The Exchange Rate and Macroeconomic Policy in Australia | Conference – 1993
12 Jul 1993
Conferences
Models such as those surveyed by Branson and Henderson (1985) incorporated the assumption that foreign and domestic bonds need not be perfect substitutes. ... In the widest version of this ‘portfolio balance’ class of models agents hold a portfolio
https://www.rba.gov.au/publications/confs/1993/pitchford.html
The Evolution of Financial Deregulation | Conference – 1991
21 Jun 1991
Conferences
The inadequacy of the bond-selling procedures was demonstrated by the need to fund a large proportion of the deficit with Treasury bills, i.e. ... with the tender system for treasury notes (1979) and bonds (1982), the budget could be “fully funded”
https://www.rba.gov.au/publications/confs/1991/grenville.html
Appendix D: Data Definitions and Sources
1 Sep 2000
RDP
2000-06
Units:. Indexed to March 1985 = 100. Source:. Reserve Bank of Australia, unpublished data. ... Units:. Indexed to 1989/90 = 100. Source:. Components of the Treasury underlying consumer price index contained in ABS Cat No 6401.0.
https://www.rba.gov.au/publications/rdp/2000/2000-06/appendix-d.html
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Evaluating Simple Monetary-policy Rules for Australia | Conference – 1997
21 Jul 1997
Conferences
RBA Annual Conference – 1997 Evaluating Simple Monetary-policy Rules for Australia Gordon de Brouwer and James O'Regan. Generally, the ultimate objectives of monetary policy are low and stable inflation and maximum sustainable economic growth.
https://www.rba.gov.au/publications/confs/1997/de-brouwer-oregan.html
Appendix B: Data Sources and Construction
1 Dec 1995
RDP
9511
Real bond yield. Nominal ten-year Treasury bond yield less the change in the log of the private consumption deflator.
https://www.rba.gov.au/publications/rdp/1995/9511/appendix-b.html