Search: Treasury fixed-coupon bonds
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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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The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
diversification) businesses and geographical areas. These fixed effects ensure that, for example, if. ... to. When analysing borrower characteristics, we also include borrower fixed effects (and similar for.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia
22 Feb 2018
RDP
PDF
1672KB
Real zero-coupon bonds pay one unit of consumption good at time t n, or Qt n/Qt units of. ... opportunities) leads to a similar set of pricing equations for real zero-coupon bonds, where.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-02.pdf
Capital Flows to China and the Issue of Hot Money: An Empirical Investigation
6 Dec 2010
Research Workshop
PDF
234KB
Reserve Bank of Australia Research Workshop 2010
https://www.rba.gov.au/publications/workshops/research/2010/pdf/lai.pdf
Inflation Targeting and Japan: Why has the Bank of Japan not Adopted Inflation Targeting? | Conference – 2004
9 Aug 2004
Conferences
The Japanese government has regularly issued long-term government bonds with fixed interest rates. ... The chart shows the increase in purchases of long-term bonds and the current account balances target over time.
https://www.rba.gov.au/publications/confs/2004/ito.html
List of Media Releases Provided by Telerate, Reuters and Bloomberg
18 Aug 2005
Media Releases
List of Media Releases Provided by Telerate, Reuters and Bloomberg
https://www.rba.gov.au/media-releases/2005/mr-05-09-attach.html
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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Future Directions for Monetary Policies in East Asia
26 Nov 2006
Conferences
PDF
1209KB
RBA Conference Volume 2001
https://www.rba.gov.au/publications/confs/2001/pdf/conf-vol-2001.pdf
Liquidity Shocks and the US Housing Credit Crisis of 2007–2008
2 Feb 2015
RDP
PDF
756KB
Securitised bonds backed by home mortgages are known as ‘residential mortgage-backed securities’ (RMBS). ... Table 2: New Mortgage LendingOLS Tract fixed effects. Variable (1) (2)Sale share –0.0937 –0.0774.
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-05.pdf
Introduction
31 Dec 2011
RDP
2011-01
Instead, we develop a novel technique that allows us to estimate the model using the price of coupon-bearing inflation-indexed bonds instead of zero-coupon real yields. ... Terms and conditions of Treasury inflation-indexed bonds are available at
https://www.rba.gov.au/publications/rdp/2011/2011-01/introduction.html
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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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