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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The Effect of Mortgage Debt on Consumer Spending: Evidence from Household-level Data
9 Jul 2019
RDP
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2076KB
Australian Treasury, the Deakin University Centre for Banking and Financial Stability Workshop, the. ... This standard interest. rate is adjusted for average discounts and any reported refinancing by the household.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-06.pdf
Liquidity Shocks and the US Housing Credit Crisis of 2007–2008
2 Feb 2015
RDP
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756KB
both the safereal interest rate and the quality of potential borrowers’ (p 207). ... Securitised bonds backed by home mortgages are known as ‘residential mortgage-backed securities’ (RMBS).
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-05.pdf
Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
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2622KB
so the rate of non-rounded implied interest rates is best considered as an extreme upper bound on. ... the rate of false positives. For example: interest rates could be renegotiated during the loan (and.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
7 Jan 2024
RDP
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1715KB
A. reduction of the policy interest rate stimulates investment by: increasing aggregate demand;. ... bond spreads,. option-implied volatility). The shocks are then constructed as the deviation of the actual policy rate.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-09.pdf
Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 May 2023
RDP
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1465KB
term policy rate – ‘Action’ shocks; (ii) shocks to the expected path of rates due to communication. ... rate, to the expected future path of policy rates, and to premia or uncertainty.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf
The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
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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
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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
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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
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
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247KB
RDP 2023-04 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-read-me.pdf
Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
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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