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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Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
7 Jan 2024
RDP
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1715KB
bond spreads,. option-implied volatility). The shocks are then constructed as the deviation of the actual policy rate. ... to higher prices. Other measures, including those constructed from high-frequency changes in bond.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-09.pdf
Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
13 Feb 2024
RDP
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1260KB
Bishop and Tulip 2017) or measures based on high-frequency changes in bond yields over a 90-. ... shocks. 10 This measure is based on high-frequency changes in bond yields.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-01.pdf
Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia
16 Mar 2023
RDP
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1288KB
of the 2010s (e.g. Heads of Treasuries 2017; Debelle 2017; van der Merwe et al 2018; Hambur and. ... Bond and Van Reenen 2007;. Hambur and La Cava 2018). To account for such dynamics, we extend the regression in Table 1 to.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-03.pdf
The Effect of Mortgage Debt on Consumer Spending: Evidence from Household-level Data
9 Jul 2019
RDP
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2076KB
Australian Treasury, the Deakin University Centre for Banking and Financial Stability Workshop, the.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-06.pdf
Is the Phillips Curve Still a Curve? Evidence from the Regions
29 Aug 2021
RDP
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1706KB
unemployment, similar intuition applies to the wages growth–unemployment relationship. Notably,. both the RBA and Australian Treasury use versions of a Phillips curve as their preferred models for. ... 11 The Australian Treasury also uses a nonlinear
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-09.pdf
The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
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1588KB
b) Examples include bonds, certificates of deposit, bank bills, asset-backed securities, and hybrid securities. ... bonds, thereby lowering yields on the bonds that were issued during 2020–21 (Fitzpatrick.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf
A History of Australian Corporate Bonds
29 Jan 2015
RDP
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606KB
11 Changes included: the introduction of a tender system for selling Treasury bonds; removal of controls on the interest rates that banks could pay and charge; the floating of the Australian ... Figure 7: Australian Corporate Bond Market Bonds
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-09.pdf
The Expectations Theory of the Term Structure and Short-Term Interest Rates in Australia
19 Nov 2012
RDP
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664KB
tender system for the sale of Treasury notes in 1979. The sample period. ... estimates of these variances using spectral analysis. He considered three. different long rates, (5, 10 and 20-year treasury bonds) while the short.
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8607.pdf
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
20 Aug 2019
RDP
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1571KB
Leon Berkelmans, as well as seminar participants at the Australian Treasury, Australian Conference. ... Financial markets. N2R Two-year government bond rate Per cent Nominal RBA, Yieldbroker.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-07.pdf
Liquidity Shocks and the US Housing Credit Crisis of 2007–2008
2 Feb 2015
RDP
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756KB
In doingso, securitisation provides financial institutions with an additional method offinancing mortgages – in this case, through the issuance of mortgage-backed bondsrather than unsecured bonds or deposits. ... Securitised bonds backed by home
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-05.pdf