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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Appendix D: Glossary and Data
31 Dec 2005
RDP
2005-11
Definition: From 1993:Q1 onwards, difference in the yield between a 10-year government bond and an indexed bond of comparable maturity, where both yields are calculated as the quarterly average ... Sources: Australian 10-year government bond yield
https://www.rba.gov.au/publications/rdp/2005/2005-11/appendix-d.html
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A Small Model of the Australian Macroeconomy
1 Dec 2009
RDP
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534KB
In theequation for unit labour costs, there are both backward- and forward-lookingexpectations, with the latter derived from the bond market. ... thenominal and indexed 10-year bond yields.
https://www.rba.gov.au/publications/rdp/2000/pdf/rdp2000-05.pdf
Emergency Liquidity Injections
1 Oct 2019
RDP
2019-10
Cash c. i. represents cash and highly liquid low-return securities such as government bonds, whereas securities can be thought of as relatively safe privately issued debt.
https://www.rba.gov.au/publications/rdp/2019/2019-10/full.html
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Fear of Sudden Stops: Lessons from Australia and Chile
10 May 2004
RDP
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193KB
in late 1997 and 1998 is evident in Figure 4, which shows the spread betweenthe returns on Chilean corporate bonds and the rates on US treasury bills. ... Memo items:. Chile Australia. Share of private sector offshore bonds in local currency: 100 76.
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-03.pdf
Inflation Regimes and Inflation Expectations
1 Dec 2009
RDP
PDF
173KB
loweringlong-term inflation expectations implicit in bond yields down to the official targetrange for inflation. ... For example, in Canada the inflation premium betweennominal and indexed bonds was 3 per cent at year-end 1996, while
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9701.pdf
Emergency Liquidity Injections
3 Oct 2019
RDP
PDF
2093KB
Cash ci represents cash and highly liquid low-return securities such as government bonds, whereas.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-10.pdf
Model Overview and Related Literature
30 Dec 2008
RDP
2008-09
We start by estimating zero-coupon yield curves from observed overnight indexed swap (OIS) and government bond data (for further details see Section 4 and Appendix A). ... bond yield forecasts as opposed to treasury note forecasts), and we extend the zero
https://www.rba.gov.au/publications/rdp/2008/2008-09/model-overview.html
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Inflation Targeting and Exchange Rate Fluctuations in Australia
1 Dec 2009
RDP
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492KB
the difference between nominal and indexed (real) bond yields – but were unable to find asignificant influence for them.
https://www.rba.gov.au/publications/rdp/2000/pdf/rdp2000-06.pdf
Australia's Retirement Income System: Implications for Saving and Capital Markets
23 Apr 2010
RDP
PDF
144KB
government bonds,19 along with a trenddecline in public sector debt ratios which reduced the available supply. ... 25 The Task Force is jointly sponsored by the Treasury, Department of Finance, and Department.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9603.pdf
Inflation Targeting: A Victim of Its Own Success?
23 Aug 2015
RDP
PDF
932KB
From 1986 to 1991, we use long-term inflation expectations implied by inflation-indexed bonds, and before 1986 expectations are proxied by the difference between 10-year nominal bonds and an ... year’s inflation rate: the coefficient θt on long-term
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-09.pdf