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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Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
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1959KB
b) Australian BBB corporate bond rate to 10-year Australian government bond yield. ... BAA corporate and 10-year Treasury bond yields to explore the role of credit market shocks for the.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
The Expectations Theory of the Term Structure and Short-Term Interest Rates in Australia
19 Nov 2012
RDP
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664KB
estimates of these variances using spectral analysis. He considered three. different long rates, (5, 10 and 20-year treasury bonds) while the short. ... than the current short rate, short interest rates are expected to rise above.
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8607.pdf
A Term Structure Decomposition of the Australian Yield Curve
28 Dec 2008
RDP
PDF
578KB
Hence, bond prices (and therefore observed yields) depend on both expected futureshort rates and term premia. ... short rates separatefrom term premia, and so aid in the estimation of the actual short rate process.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-09.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
government bonds into expectations for real and nominal interest rates, expectations for inflation,. ... rates are below this neutral rate, and contractionary if above. Finally, inflation expectations.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-02.pdf
A Model of the Australian Housing Market
5 Mar 2019
RDP
PDF
1639KB
r is the average real expected. variable mortgage rate, which Fox and Tulip estimated using 10-year fixed mortgage rates. ... government bond yield, cash is the cash rate, inflation is 10-year inflation compensation derived from indexed bonds.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-01.pdf
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
20 Aug 2019
RDP
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1571KB
Financial markets. N2R Two-year government bond rate Per cent Nominal RBA, Yieldbroker. ... growth in the dwelling stock, changes in mortgage interest rates and the rate of inflation.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-07.pdf
Appendix B: Robustness Analysis
1 Oct 2017
RDP
2017-06
Following Bagliano and Favero (1998), we then enrich our VAR with the 10-year Treasury constant maturity rate (ordered after the uncertainty dummy), and re-run our estimates. ... The aim of this counterfactual is to assess the role of systematic monetary
https://www.rba.gov.au/publications/rdp/2017/2017-06/appendix-b.html
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Credit Spreads, Monetary Policy and the Price Puzzle
1 Jan 2020
RDP
2020-01
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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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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A History of Australian Corporate Bonds
29 Jan 2015
RDP
PDF
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 ... Figure 7: Australian Corporate Bond Market Bonds
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-09.pdf