Search: Treasury indexed bonds
RBA Glossary definition for Treasury indexed bonds
Treasury indexed bonds – Australian Government Securities with a payment stream that increases by an indexation factor reflecting changes in the rate of inflation. Indexing occurs on the principal value of the investment.
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References
27 Feb 2018
RDP
2018-02
Finlay R and S Wende (2012), ‘Estimating Inflation Expectations with a Limited Number of Inflation-Indexed Bonds’, International Journal of Central Banking, 8(2), pp 111–142. ... Jennison F (2017), ‘Estimation of the Term Premium within
https://www.rba.gov.au/publications/rdp/2018/2018-02/references.html
Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia
1 Feb 2018
RDP
2018-02
Specifically, there were no inflation-indexed bonds with relatively short maturities trading at this time. ... associated with nominal bonds over inflation-indexed bonds manifested in a lower inflation risk premium, which was subsequently unwound as
https://www.rba.gov.au/publications/rdp/2018/2018-02/full.html