Search: Treasury adjustable rate bonds

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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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Appendix 1: Data

1 Dec 1993 RDP 9314
Gordon de Brouwer, Irene Ng and Robert Subbaraman
Source: Reserve Bank of Australia. Bulletin. Definition: Three-month average of the two-year Treasury bond yield for the last business day of the month. ... Assessed secondary market yields. Source: Reserve Bank of Australia. Bulletin. Definition:
https://www.rba.gov.au/publications/rdp/1993/9314/appendix-1.html
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Credit Spreads, Monetary Policy and the Price Puzzle

1 Jan 2020 RDP 2020-01
Benjamin Beckers
b) Australian BBB corporate bond rate to 10-year Australian government bond yield. ... First, I also use the US BAA corporate to 10-year US Treasury bond yield spread. (.
https://www.rba.gov.au/publications/rdp/2020/2020-01/full.html
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MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy

1 Aug 2019 RDP 2019-07
Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael McCririck, Gabriela Nodari and Daniel Rees
N2R. Two-year government bond rate. Per cent. Nominal. RBA, Yieldbroker. NBR. ... price growth, growth in the dwelling stock, changes in mortgage interest rates and the rate of inflation.
https://www.rba.gov.au/publications/rdp/2019/2019-07/full.html

Financial Conditions and Downside Risk to Economic Activity in Australia

23 Mar 2021 RDP 2021-03
Luke Hartigan and Michelle Wright
Aus. 1974:Q4. 2020:Q3. LV. Interest rates and spreads. 3. Overnight cash rate (OCR). ... 2020:Q3. FD. 14. 3-year Treasury bond (TB) yield. FRED. US. 1959:Q3.
https://www.rba.gov.au/publications/rdp/2021/2021-03/full.html
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Capital Movements

1 Dec 1989 RDP 8908
Ian Macfarlane and W.J. Tease
With generally strong domestic growth and with international interest rates not high in real terms, Australia's external debt to GDP ratio remained low. ... However, in periods when interest rates rose in response to the falling exchange rate (see
https://www.rba.gov.au/publications/rdp/1989/8908/capital-movements.html

Appendix A: Emergency Liquidity Injection Policies in Europe and the United States

9 Oct 2019 RDP 2019-10
Nicholas Garvin
The TSLF, also introduced in March 2008, made one-month loans of Treasury securities to primary dealers, collateralised by other securities, through single price auctions. ... The US Treasury made positive returns on the CPP and both institution-specific
https://www.rba.gov.au/publications/rdp/2019/2019-10/appendix-a.html
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DSGE Reno: Adding a Housing Block to a Small Open Economy Model

1 Apr 2018 RDP 2018-04
Christopher G Gibbs, Jonathan Hambur and Gabriela Nodari
relatively high sensitivity of housing investment to changes in interest rates (e.g. ... t. is the price level; S. t. is the nominal exchange rate; ψ.
https://www.rba.gov.au/publications/rdp/2018/2018-04/full.html

References

31 Dec 2012 RDP 2012-09
Susan Black, Joshua Kirkwood, Alan Rai and Thomas Williams
RDP 2012-09: A History of Australian Corporate Bonds References. Susan Black, Joshua Kirkwood, Alan Rai and Thomas Williams. ... Black S and J Kirkwood (2010), ‘Ownership of Australian Equities and Corporate Bonds’, RBA.
https://www.rba.gov.au/publications/rdp/2012/2012-09/references.html
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Is the Phillips Curve Still a Curve? Evidence from the Regions

31 Aug 2021 RDP 2021-09
James Bishop and Emma Greenland
Each unemployment rate ‘bin’ is 10 basis points wide (e.g. all unemployment rates 5 per cent but <5.1 per cent constitute a single bin), and for each of these ... This lets us include a kink in the Phillips curve at some threshold unemployment rate,.
https://www.rba.gov.au/publications/rdp/2021/2021-09/full.html

Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia

1 Feb 2018 RDP 2018-02
Jonathan Hambur and Richard Finlay
Considering first an ATSM of nominal interest rates, we assume that the one-period nominal interest rate (r. ... average interest rate expected to prevail over the life of the bond, resulting in a negative term premium.
https://www.rba.gov.au/publications/rdp/2018/2018-02/full.html
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