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RBA Glossary definition for Treasury fixed-coupon bonds

Treasury fixed-coupon bonds – Australian Government Securities with fixed maturity dates and twice-yearly interest or coupon payments. Coupon payments are fixed for the life of the bond at its first issue.

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Appendix B: Robustness Analysis

1 Oct 2017 RDP 2017-06
Giovanni Caggiano, Efrem Castelnuovo and Gabriela Nodari
So we regress the GZ spread against the difference between i) the AAA corporate bonds and the 10-year Treasury yield; ii) the BAA corporate bonds and the 10-year Treasury ... Following Bagliano and Favero (1998), we then enrich our VAR with the 10-year
https://www.rba.gov.au/publications/rdp/2017/2017-06/appendix-b.html
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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

Appendix C: Variable Definitions

28 Jan 2020 RDP 2020-01
Benjamin Beckers
RBA. c. s. t. M. M. Money market spread between 3-month bank-accepted bill (BAB) rate and 3-month Australian dollar overnight indexed swap (OIS) rate (3-month zero-coupon ... U. S. B. A. A. Moody's seasoned BAA corporate bond yield relative to yield on 10
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-c.html
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Appendix D: Glossary and Data

1 Jun 2000 RDP 2000-05
Meredith Beechey, Nargis Bharucha, Adam Cagliarini, David Gruen and Christopher Thompson
Core Inflation: Datastream, USCPXFDEF, JPCPXFFDF, EMESHARMF, EMCP.F. Definition:. Yield on the conventional Australian 10-year bond less the yield on Treasury capital indexed bonds of similar maturity. ... Treasury capital indexed bond yields:
https://www.rba.gov.au/publications/rdp/2000/2000-05/appendix-d.html
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MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy

1 Aug 2019 RDP 2019-07
Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael McCririck, Gabriela Nodari and Daniel Rees
N2R. Two-year government bond rate. Per cent. Nominal. RBA, Yieldbroker. NBR. ... Holding relative resource export prices fixed, this share converges to a stable value in the long run, which depends on the economy's trend growth rate as well as the
https://www.rba.gov.au/publications/rdp/2019/2019-07/full.html

Appendix 1: Unit Root Tests

1 May 1995 RDP 9504
Philip Lowe
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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The Main Questions

1 Dec 1988 RDP 8812
Ian Macfarlane
Figure 4 shows the movements in yields on 10-year bonds and three-month Treasury notes over this period. ... At one extreme, in the case of a credible fixed exchange rate system with capital mobility, the domestic bond rate is determined entirely by
https://www.rba.gov.au/publications/rdp/1988/8812/main-questions.html
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Appendix A: Estimating a Financial Conditions Index for Australia

1 Mar 2021 RDP 2021-03
Luke Hartigan and Michelle Wright
2020:Q3. FD. 13. 3-month Treasury bill (Tbill) yield. FRED. US. 1959:Q3. ... 2020:Q3. FD. 14. 3-year Treasury bond (TB) yield. FRED. US. 1959:Q3.
https://www.rba.gov.au/publications/rdp/2021/2021-03/appendix-a.html
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Appendix 1: Data

1 Dec 1993 RDP 9314
Gordon de Brouwer, Irene Ng and Robert Subbaraman
Source: Reserve Bank of Australia. Bulletin. Definition: Three-month average of the two-year Treasury bond yield for the last business day of the month. ... Assessed secondary market yields. Source: Reserve Bank of Australia. Bulletin. Definition:
https://www.rba.gov.au/publications/rdp/1993/9314/appendix-1.html
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Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020

15 May 2024 RDP 2024-03
Chris Becker, Anny Francis, Calebe de Roure and Brendan Wilson
2020). Auction participants at that time typically bid at the single fixed repo rate. ... Australian Government Securities – The Australian Government issues Australian Government Securities (AGS) in the form of Treasury bonds, Treasury indexed bonds
https://www.rba.gov.au/publications/rdp/2024/2024-03/full.html
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