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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Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
PDF
1861KB
in 2-year US Treasury bond yields orthogonalised against the change in 1-month OIS rates; the bottom panel shows premium. ... shocks as the change in 10-year US Treasury bond yields orthogonalised against the change in 2-year bond yields.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-03.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
inflation-indexed bonds with similar maturities outstanding. Such data points are likely to be. ... reflect data issues. Specifically, there were no inflation-indexed bonds with relatively short.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-02.pdf
Inflation: Performance and Policy | Conference – 1990
21 Jun 1990
Conferences
RBA Annual Conference – 1990 Inflation: Performance and Policy Jeffrey Carmichael. By most counts, Australia's overall economic performance in the 1980s was relatively successful. Following a brief recession in 1982/83, growth of output averaged
https://www.rba.gov.au/publications/confs/1990/carmichael.html
Appendix D: Glossary and Data
1 Jun 2000
RDP
2000-05
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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Lessons from the Financial Turmoil of 2007 and 2008: Proceedings of a Conference
24 Oct 2008
Conferences
PDF
1049KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/conf-vol-2008.pdf
A Term Structure Decomposition of the Australian Yield Curve
28 Dec 2008
RDP
PDF
578KB
de Jong (2000) implements this model on Treasury yield data from the UnitedStates. ... when Treasury notes are not available.11 For maturities longer than18 months we use the yields of Australian Government bonds.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-09.pdf
Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates
13 Dec 2012
Research Workshop
PDF
867KB
Reserve Bank of Australia Workshop 2012
https://www.rba.gov.au/publications/workshops/research/2012/pdf/swanson-williams.pdf
Are Inflationary Shocks Regressive? A Feasible Set Approach
19 Dec 2023
Research Workshop
PDF
842KB
RBA Workshop 2023
https://www.rba.gov.au/publications/workshops/research/2023/pdf/rba-workshop-2023-del-canto-grigsby-qian-walsh.pdf
The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
Treasuries in the United States, as the safest and most liquid assets, all rated AAA (or equivalent). ... In September banks’ total bond issuance dropped to under a third of typical monthly issuance, and.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
PDF
1959KB
BAA corporate and 10-year Treasury bond yields to explore the role of credit market shocks for the. ... First, I also. use the US BAA corporate to 10-year US Treasury bond yield spread ( US BAAtcs ) and the US VIX. (
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf