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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The Consequences of Low Interest Rates for the Australian Banking Sector
21 Dec 2022
RDP
2022-08
In addition to the direct effect on banks' costs of funding, the lower bond issuance reduced the supply of banks' bonds, thereby lowering yields on the bonds that were issued during ... The market value of fixed-coupon securities already held by banks
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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Appendix: Outline of Contract Specifications
1 Jun 1988
RDP
8804
RDP 8804: Pricing Behaviour in Australian Financial Futures Markets Appendix: Outline of Contract Specifications. Malcolm Edey and Graham Elliott. June 1988. Download the Paper 943. KB. This appendix summarises the main features of contract
https://www.rba.gov.au/publications/rdp/1988/8804/appendix.html
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1950 to 1980: Regulation and Transition Towards Private Issuers
31 Dec 2012
RDP
2012-09
At the same time, the corporate bond market began to shift towards a larger share of private issuance. ... Higher inflation and less favourable macroeconomic conditions in the 1970s made fixed-coupon corporate debt securities a less attractive investment
https://www.rba.gov.au/publications/rdp/2012/2012-09/regulation-transition-towards-private-issuers.html
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China's Evolving Monetary Policy Framework in International Context
9 Dec 2019
RDP
2019-11
arrangements. Fourth, our empirical analysis of monetary policy transmission points to both similarities and differences: while policy rates now have a larger effect than monetary aggregates on output and bond yields,
https://www.rba.gov.au/publications/rdp/2019/2019-11.html
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Data
23 Apr 2019
RDP
2019-03
shows path shocks as the change 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
https://www.rba.gov.au/publications/rdp/2019/2019-03/data.html
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The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
24 May 2022
RDP
2022-02
In particular we consider two variants: the first assumes that AGS yields would have moved in line with those of US Treasury bonds; and the second constructs a counterfactual based on ... 0.07). 0.17. (0.05). Fixed effects. Bond and time. Bond and time.
https://www.rba.gov.au/publications/rdp/2022/2022-02/full.html
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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. ... A measure based on high-frequency changes in bond yields based on a 90-minute window around
https://www.rba.gov.au/publications/rdp/2024/2024-01/full.html
Appendix 1: Data Sources
1 Jun 1991
RDP
9104
Ireland. 1961–1989: Yield on typical government bond. Italy. 1961–1989: Yield on 15–20 year bonds (average yield to redemption). ... Sweden. 1961–1989: Yield on 5 year government bond. Switzerland. 1961–1989: Yield on bonds of 5 years or more
https://www.rba.gov.au/publications/rdp/1991/9104/appendix-1.html
Appendix A: Data Sources
1 Nov 1996
RDP
9608
For the bond yield equation, US long bond yields are deflated by quarter-ended core inflation. ... Australia:. Treasury underlying price index; Commonwealth Treasury. United States:. Underlying price index; Datastream code: uscpxfdef.
https://www.rba.gov.au/publications/rdp/1996/9608/appendix-a.html
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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. ... Louis, Federal Reserve Economic Database (FRED). – BAA – Moody's seasoned BAA corporate bond yield relative to yield on
https://www.rba.gov.au/publications/rdp/2023/2023-04/read-me.html
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