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 Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
Heightened demand for high-quality collateral is evident from the interest rate differential on collateralised loans across collateral types – rates for first-best collateral fall market-wide by over 100 basis ... face value of securities, and money
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
19 Nov 2012
RDP
PDF
664KB
estimates of these variances using spectral analysis. He considered three. different long rates, (5, 10 and 20-year treasury bonds) while the short. ... than the current short rate, short interest rates are expected to rise above.
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8607.pdf
A Model of the Australian Housing Market
1 Mar 2019
RDP
2019-01
It estimates responses to interest rates, allowing for feedback between quantities and prices. ... Caballero 1999). In structural macroeconometric models (e.g. Brayton and Tinsley 1996; Powell and Murphy 1997; Treasury 2001; Fair 2004) effects of
https://www.rba.gov.au/publications/rdp/2019/2019-01/full.html
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MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
20 Aug 2019
RDP
PDF
1571KB
Financial markets. N2R Two-year government bond rate Per cent Nominal RBA, Yieldbroker. ... growth in the dwelling stock, changes in mortgage interest rates and the rate of inflation.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-07.pdf
The Australian Repo Market Microstructure
15 Aug 2018
RDP
2018-09
Treasury bond ISINs tend to be favoured over other AGS ISINs, likely related to their long tenor and the large quantity on issue. ... Frequency refers to number of detected repos. Treasury bonds. Treasury indexed bonds.
https://www.rba.gov.au/publications/rdp/2018/2018-09/the-australian-repo-market-microstructure.html
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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
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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Is the Phillips Curve Still a Curve? Evidence from the Regions
29 Aug 2021
RDP
PDF
1706KB
cent, and steepens further when the unemployment rate falls below 4 per cent. ... growth and unemployment rates across local labour markets. This contrasts with most previous.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-09.pdf
Appendix B: Robustness Analysis
1 Oct 2017
RDP
2017-06
Following Bagliano and Favero (1998), we then enrich our VAR with the 10-year Treasury constant maturity rate (ordered after the uncertainty dummy), and re-run our estimates. ... The aim of this counterfactual is to assess the role of systematic monetary
https://www.rba.gov.au/publications/rdp/2017/2017-06/appendix-b.html
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Is the Phillips Curve a Curve? Some Evidence and Implications for Australia
1 Dec 2009
RDP
PDF
236KB
10-year bond rate less the world real interest rate. δ, the weight that wage and price setters place on the forward-looking component ofinflation expectations, is 0.09 for the ... 10-year bond rate less the world real interest rate. Only the first of
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9706.pdf