Search: Treasury fixed-coupon bonds
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RBA Glossary definition for Treasury fixed-coupon bonds
Treasury fixed-coupon bonds – Australian Government Securities with fixed maturity dates and twice-yearly interest or coupon payments. Coupon payments are fixed for the life of the bond at its first issue.
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Appendix D: The Measurement of Subprime Mortgage Lending
31 Dec 2013
RDP
2013-05
Treasury bond even though the interest rate on the loan may actually be priced off a shorter-term security.
https://www.rba.gov.au/publications/rdp/2013/2013-05/appendix-d.html
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The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
In regression specifications (1) and (2), we achieve this with counterpartyday fixed effects. ... Yes. Fixed effects. Borrower and Lender and Day. Observations. 5,340. 5,340.
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
PDF
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
The Australian Repo Market Microstructure
15 Aug 2018
RDP
2018-09
Treasury bond ISINs tend to be favoured over other AGS ISINs, likely related to their long tenor and the large quantity on issue. ... Frequency refers to number of detected repos. Treasury bonds. Treasury indexed bonds.
https://www.rba.gov.au/publications/rdp/2018/2018-09/the-australian-repo-market-microstructure.html
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A Model of the Australian Housing Market
5 Mar 2019
RDP
PDF
1639KB
government bonds. From 1997 r is estimated as:. r vmr bond cash bond cash inflation where vmr is the (package or average discounted) ... government bond yield, cash is the cash rate, inflation is 10-year inflation
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-01.pdf
The Expectations Theory of the Term Structure and Short-Term Interest Rates in Australia
19 Nov 2012
RDP
PDF
664KB
tender system for the sale of Treasury notes in 1979. The sample period. ... estimates of these variances using spectral analysis. He considered three. different long rates, (5, 10 and 20-year treasury bonds) while the short.
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8607.pdf
The Term Structure of Interest Rates, Real Activity and Inflation
1 May 1992
RDP
9204
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1992/9204.html
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Introduction
31 Dec 2011
RDP
2011-01
Instead, we develop a novel technique that allows us to estimate the model using the price of coupon-bearing inflation-indexed bonds instead of zero-coupon real yields. ... Terms and conditions of Treasury inflation-indexed bonds are available at
https://www.rba.gov.au/publications/rdp/2011/2011-01/introduction.html
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The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
diversification) businesses and geographical areas. These fixed effects ensure that, for example, if. ... to. When analysing borrower characteristics, we also include borrower fixed effects (and similar for.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Appendix B: Robustness Analysis
1 Oct 2017
RDP
2017-06
So we regress the GZ spread against the difference between i) the AAA corporate bonds and the 10-year Treasury yield; ii) the BAA corporate bonds and the 10-year Treasury ... Following Bagliano and Favero (1998), we then enrich our VAR with the 10-year
https://www.rba.gov.au/publications/rdp/2017/2017-06/appendix-b.html
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