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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Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
15 Feb 2024
RDP
2024-01
bond spreads, option-implied volatility). The shocks are then constructed as the deviation of the actual policy rates from that implied by the rule. ... A measure based on high-frequency changes in bond yields based on a 90-minute window around
https://www.rba.gov.au/publications/rdp/2024/2024-01/full.html
Appendix 1: Data Sources
1 Jun 1991
RDP
9104
Ireland. 1961–1989: Yield on typical government bond. Italy. 1961–1989: Yield on 15–20 year bonds (average yield to redemption). ... Sweden. 1961–1989: Yield on 5 year government bond. Switzerland. 1961–1989: Yield on bonds of 5 years or more
https://www.rba.gov.au/publications/rdp/1991/9104/appendix-1.html
The Effect of Mortgage Debt on Consumer Spending: Evidence from Household-level Data
9 Jul 2019
RDP
PDF
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
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
21 Sep 2023
RDP
2023-09
Debelle 2017; Heads of Treasuries 2017; van der Merwe et al 2018; Hambur and Jenner 2019). ... Other measures, including those constructed from high-frequency changes in bond yields, are also explored below.
https://www.rba.gov.au/publications/rdp/2023/2023-09/full.html
The Term Structure of Interest Rates, Real Activity and Inflation
1 May 1992
RDP
9204
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1992/9204.html
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The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
PDF
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
PDF
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
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
20 Aug 2019
RDP
PDF
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
The Expectations Theory of the Term Structure and Short-Term Interest Rates in Australia
19 Nov 2012
RDP
PDF
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
Appendix A: Data
31 Dec 2001
RDP
2001-02
Indexed to 1989/90 = 100. Sources:. National Income, Expenditure and Product, ABS Cat No 5206.0. ... Indexed to 1989/90 = 100. Source:. Commonwealth Treasury Department published in Consumer Price Index, ABS Cat No 6401.0.
https://www.rba.gov.au/publications/rdp/2001/2001-02/appendix-a.html