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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 B: Robustness Analysis

1 Oct 2017 RDP 2017-06
Giovanni Caggiano, Efrem Castelnuovo and Gabriela Nodari
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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Appendix 1: Unit Root Tests

1 May 1995 RDP 9504
Philip Lowe
0.86. 1.89. 2.59. 2.69. 2.96. 4.42. Long-term bonds. 2-year treasury bonds. ... 1.06. 1.59. 1.68. 1.68. 1.82. 0.77. 5-year treasury bonds. 1.08. 1.54.
https://www.rba.gov.au/publications/rdp/1995/9504/appendix-1.html
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The Role of Collateral in Borrowing

20 Jan 2021 RDP 2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
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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The Australian Repo Market Microstructure

15 Aug 2018 RDP 2018-09
Nicholas Garvin
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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The Main Questions

1 Dec 1988 RDP 8812
Ian Macfarlane
Figure 4 shows the movements in yields on 10-year bonds and three-month Treasury notes over this period. ... At one extreme, in the case of a credible fixed exchange rate system with capital mobility, the domestic bond rate is determined entirely by
https://www.rba.gov.au/publications/rdp/1988/8812/main-questions.html
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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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Appendix A: Zero-coupon Yields

30 Dec 2008 RDP 2008-09
Richard Finlay and Mark Chambers
Although we regard OIS rates as the closest available substitute for risk-free Treasury note yields, they are not Treasury notes – they are swap contracts as opposed to physical bonds or ... notes, and they trade in a different market to physical bonds
https://www.rba.gov.au/publications/rdp/2008/2008-09/appendix-a.html
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Appendix D: Data Sources and Definitions

31 Dec 2002 RDP 2002-06
David Gruen, Tim Robinson and Andrew Stone
The bond market inflation expectations series is derived by splicing together two different series. ... Australian Treasury capital-indexed bond yields are from Bloomberg (screen: ILB). An annual series for the OECD net public debt to GDP ratio is
https://www.rba.gov.au/publications/rdp/2002/2002-06/appendix-d.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. ... Holding relative resource export prices fixed, this share converges to a stable value in the long run, which depends on the economy's trend growth rate as well as the
https://www.rba.gov.au/publications/rdp/2019/2019-07/full.html

Appendix A: Estimating a Financial Conditions Index for Australia

1 Mar 2021 RDP 2021-03
Luke Hartigan and Michelle Wright
2020:Q3. FD. 13. 3-month Treasury bill (Tbill) yield. FRED. US. 1959:Q3. ... 2020:Q3. FD. 14. 3-year Treasury bond (TB) yield. FRED. US. 1959:Q3.
https://www.rba.gov.au/publications/rdp/2021/2021-03/appendix-a.html
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