Search: Treasury adjustable rate bonds
RBA Glossary definition for Treasury adjustable rate bonds
Treasury adjustable rate bonds – Australian Government Securities with an adjustable interest/coupon rate, periodically reset according to movements in the Australian Bank Bill Swap Reference Rate. These securities are no longer issued by the Commonwealth Government.
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The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
would have moved in line with those of US Treasury bonds; and the second constructs a. ... market news that was unrelated to bond purchases but affected cash rate expectations.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf
Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 May 2023
RDP
PDF
1465KB
term policy rate – ‘Action’ shocks; (ii) shocks to the expected path of rates due to communication. ... rate, to the expected future path of policy rates, and to premia or uncertainty.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf
Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia
16 Mar 2023
RDP
PDF
1288KB
uncertainty; pessimism about future outcomes (‘animal spirits’); sticky hurdle rates; less demand for. ... rates (Gutiérrez and Philippon 2019); and a slowdown in the efficiency of resource reallocation.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-03.pdf
Read me file for Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
3 May 2023
RDP
PDF
247KB
RDP 2023-04 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-read-me.pdf
Domestic Financial Conditions
6 Dec 2023
SMP
- August 2023
PDF
2357KB
https://www.rba.gov.au/publications/smp/2023/aug/pdf/03-domestic-financial-conditions.pdf
Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates
13 Dec 2012
Research Workshop
PDF
867KB
Reserve Bank of Australia Workshop 2012
https://www.rba.gov.au/publications/workshops/research/2012/pdf/swanson-williams.pdf
Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
PDF
1861KB
in 2-year US Treasury bond yields orthogonalised against the change in 1-month OIS rates; the bottom panel shows premium. ... shocks as the change in 10-year US Treasury bond yields orthogonalised against the change in 2-year bond yields.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-03.pdf
Capital Flow Policies, Monetary Policy and Coordination
27 Jul 2014
Conferences
PDF
394KB
RBA Conference Volume 2014
https://www.rba.gov.au/publications/confs/2014/pdf/fratzscher.pdf
Credit Risk and the Macroeconomy: Evidence from an Estimated DSGE Model
20 Nov 2009
Research Workshop
PDF
727KB
Reserve Bank of Australia Research Workshop 2009
https://www.rba.gov.au/publications/workshops/research/2009/pdf/gilchrist.pdf
Box C: Interest Rate Risk in the Australian Financial System
10 Feb 2020
FSR
April 2018
PDF
638KB
https://www.rba.gov.au/publications/fsr/2018/apr/pdf/box-c.pdf