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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Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
15 Feb 2024
RDP
2024-01
bond spreads, option-implied volatility). The shocks are then constructed as the deviation of the actual policy rates from that implied by the rule. ... We consider four measures:. The change in the policy rate (cash rate) itself.
https://www.rba.gov.au/publications/rdp/2024/2024-01/full.html
The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
would have moved in line with those of US Treasury bonds; and the second constructs a. ... market news that was unrelated to bond purchases but affected cash rate expectations.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf
Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
13 Feb 2024
RDP
PDF
1260KB
bond spreads, option-. implied volatility). The shocks are then constructed as the deviation of the actual policy rates from. ... shocks. 10 This measure is based on high-frequency changes in bond yields.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-01.pdf
Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia
16 Mar 2023
RDP
PDF
1288KB
uncertainty; pessimism about future outcomes (‘animal spirits’); sticky hurdle rates; less demand for. ... rates (Gutiérrez and Philippon 2019); and a slowdown in the efficiency of resource reallocation.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-03.pdf
Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia
22 Mar 2023
RDP
2023-03
Heads of Treasuries 2017; Debelle 2017; van der Merwe et al 2018; Hambur and Jenner 2019). ... Second, the inclusion of the state unemployment rate directly controls for state-level business cycles.
https://www.rba.gov.au/publications/rdp/2023/2023-03/full.html
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Appendix 1: Data Sources
1 Jun 1991
RDP
9104
Sweden. 1961–1989: Rate on 3 month Treasury discount notes (IFS and OP8A). ... Canada. As above. Ireland. As above. Italy. Three month Treasury bill rate (IFS).
https://www.rba.gov.au/publications/rdp/1991/9104/appendix-1.html
Read me file
12 May 2023
RDP
2023-04
Forecasts_10__s.csv’ (10-year bond rate forecasts from various sources) –not for public release due to confidentiality. ... TWI – nominal trade-weighted exchange rate; end-month value of month prior to Board meeting; obtained from RBA statistical
https://www.rba.gov.au/publications/rdp/2023/2023-04/read-me.html
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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
Read me file for Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
3 May 2023
RDP
PDF
247KB
RDP 2023-04 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-read-me.pdf
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
21 Sep 2023
RDP
2023-09
bond spreads, option-implied volatility). The shocks are then constructed as the deviation of the actual policy rate from that implied by the rule. ... For example, survey evidence suggests that firms' hurdle rates do not respond to interest rate changes
https://www.rba.gov.au/publications/rdp/2023/2023-09/full.html