Search: Treasury notes
RBA Glossary definition for Treasury notes
Treasury notes – Australian Government Securities with a short term to maturity, issued at a discount to their face value with the difference (or discount) representing the return on the note. They are used primarily to meet the Government's need for within-year finance.
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Identifying Repo Market Microstructure from Securities Transactions Data
1 Aug 2018
RDP
2018-09
Notes: Algorithm run with 14-day maturity cap on all available transaction data; rounded to 0.1 percentage points. ... Notes: Austraclear sample years are 2006, 2008, 2009, 2010, 2012, 2013, 2014 and 2015.
https://www.rba.gov.au/publications/rdp/2018/2018-09/full.html
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Read me file
12 May 2023
RDP
2023-04
Note this code is adapted from Adrian, Crump and Moench (2013), and subroutines are used elsewhere. ... Note 3-month and 2-year data are used for ‘pc_yield_simpler_shocks.csv’ below.
https://www.rba.gov.au/publications/rdp/2023/2023-04/read-me.html
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Early Pension Withdrawal as Stimulus
19 Dec 2023
Research Workshop
PDF
882KB
RBA Workshop 2023
https://www.rba.gov.au/publications/workshops/research/2023/pdf/rba-workshop-2023-hamilton-liu-miranda-pinto-sainsbury.pdf
A History of Australian Corporate Bonds
29 Jan 2015
RDP
PDF
606KB
7 Notes: Bonds issued onshore and offshore by Australian corporations over selected periods. ... a proportion of a bank’s total liabilities (excluding shareholders’ equity) were invested in Australian prime assets comprising, inter alia, notes and
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-09.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
A Model of the Australian Housing Market
1 Mar 2019
RDP
2019-01
panel). Figure 3: Changes in Building Approvals. Notes: All series are year-ended changes. ... Notes: Partial equilibrium responses. (a) Weighted by shares in national accounts dwelling investment.
https://www.rba.gov.au/publications/rdp/2019/2019-01/full.html
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QUANTITATIVE EASINGEmail: w.cui@ucl.ac.uk and v.sterk@ucl.ac.uk. We thank Marios Angeletos, Richard Harrison, and seminar participants at…
18 Nov 2018
Research Workshop
PDF
872KB
8. The model economy is populated by households, firms, banks, mutual funds, a treasury. ... 15. Table 1: Parameter values and steady-state targets. Parameter Description Value Notes.
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-sterk.pdf
International spill-overs of uncertainty shocks: Evidence from a FAVAR
12 Dec 2013
Research Workshop
PDF
389KB
Reserve Bank of Australia Workshop 2013
https://www.rba.gov.au/publications/workshops/research/2013/pdf/kamber-karagedikli-ryan-vehbi.pdf
The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
6.80. 18. 5.33. Notes: Panel A reports statistics on the dependent variable LoanValues. ... Notes: , and denote significance at the 10, 5 and 1 per cent levels, respectively.
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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The Expectations Theory of the Term Structure and Short-Term Interest Rates in Australia
1 Jun 1986
RDP
8607
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1986/8607.html
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