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HM Treasury – Her Majesty�s Treasury
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The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
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1588KB
The Consequences of Low Interest Rates for the Australian Banking Sector. Anthony Brassil. Research Discussion Paper. R DP 2022- 08. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The Discussion Paper series
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf
Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds
8 Mar 2011
RDP
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479KB
UsingUS Treasury Inflation-Protected Securities (TIPS) data, Durham (2006) estimatesexpected inflation and inflation risk premia, although he finds that inflation risk. ... Terms and conditions of Treasury inflation-indexed bondsare available at
https://www.rba.gov.au/publications/rdp/2011/pdf/rdp2011-01.pdf
A History of Australian Corporate Bonds
29 Jan 2015
RDP
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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 ... See Commonwealth Treasury of Australia (2001) for more
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-09.pdf
The Role of Collateral in Borrowing
14 Jan 2021
RDP
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1784KB
transactions. 1 The TED spread is between the 3-month LIBOR based on USD and the 3-month US Treasury bill rate. ... Treasuries in the United States, as the safest and most liquid assets, all rated AAA (or equivalent).
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
20 Aug 2019
RDP
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1571KB
Leon Berkelmans, as well as seminar participants at the Australian Treasury, Australian Conference. ... Tulip 2014) and its predecessor, TRYM, which was developed by the Australian Treasury (Taplin.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-07.pdf
Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
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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
Liquidity Shocks and the US Housing Credit Crisis of 2007–2008
2 Feb 2015
RDP
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756KB
and US Treasury.
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-05.pdf
How Many Jobs Did JobKeeper Keep?
2 Dec 2020
RDP
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1843KB
Treasury 2020b). People paid through JobKeeper could work less hours, the same hours, or more. ... In addition to case studies, Treasury (2020b) provided some novel empirical analysis using.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-07.pdf
Online Appendix: Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
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378KB
RDP 2019-03 online appendix
https://www.rba.gov.au/publications/rdp/2019/2019-03/rdp-2019-03-online-appendix.pdf
Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia
22 Feb 2018
RDP
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1672KB
Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of. Interest Rates in Australia. Jonathan Hambur and Richard Finlay. Research Discussion Paper. R D P 2018- 02. Figures in this publication were generated using
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-02.pdf