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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Model Overview and Related Literature
30 Dec 2008
RDP
2008-09
We start by estimating zero-coupon yield curves from observed overnight indexed swap (OIS) and government bond data (for further details see Section 4 and Appendix A). ... bond yield forecasts as opposed to treasury note forecasts), and we extend the zero
https://www.rba.gov.au/publications/rdp/2008/2008-09/model-overview.html
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Inflation Targeting: A Victim of Its Own Success?
23 Aug 2015
RDP
PDF
932KB
From 1986 to 1991, we use long-term inflation expectations implied by inflation-indexed bonds, and before 1986 expectations are proxied by the difference between 10-year nominal bonds and an ... year’s inflation rate: the coefficient θt on long-term
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-09.pdf
The Past 25 Years
11 Sep 2015
RDP
2015-09
t. on long-term bond market inflation expectations has risen toward unity over the inflation-targeting period. ... From 1986 to 1991, we use long-term inflation expectations implied by inflation-indexed bonds, and before 1986 expectations are proxied by
https://www.rba.gov.au/publications/rdp/2015/2015-09/past-years.html
DSGE Reno: Adding a Housing Block to a Small Open Economy Model
11 Jun 2018
RDP
PDF
1710KB
Households. in the world economy may invest in their own and Australian nominal bonds. ... of firms, indexed by k, that produce different intermediate goods using three factors: capital,.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-04.pdf
The Efficiency of Central Clearing: A Segmented Markets Approach
1 Oct 2016
RDP
2016-07
3.1 The Markets and Contracts. There is a continuum of markets on the unit interval, indexed by m. ... This makes margin costly. This is a realistic feature because CCPs only take high-quality assets to meet margin requirements, typically cash and
https://www.rba.gov.au/publications/rdp/2016/2016-07/full.html
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Inflation Targeting and Exchange Rate Fluctuations in Australia
1 Dec 2009
RDP
PDF
492KB
the difference between nominal and indexed (real) bond yields – but were unable to find asignificant influence for them.
https://www.rba.gov.au/publications/rdp/2000/pdf/rdp2000-06.pdf
Emergency Liquidity Injections
3 Oct 2019
RDP
PDF
2093KB
Cash ci represents cash and highly liquid low-return securities such as government bonds, whereas.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-10.pdf
Inflation Regimes and Inflation Expectations
1 Dec 2009
RDP
PDF
173KB
loweringlong-term inflation expectations implicit in bond yields down to the official targetrange for inflation. ... For example, in Canada the inflation premium betweennominal and indexed bonds was 3 per cent at year-end 1996, while
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9701.pdf
A Small Model of the Australian Macroeconomy: An Update
22 Dec 2005
RDP
PDF
627KB
Secondly, it continues to include norational (model-consistent) expectations, although a forward-looking componentof inflation expectations is allowed for through the inclusion of bond marketinflation expectations in the model’s unit ... c,h,exGSTt )/4
https://www.rba.gov.au/publications/rdp/2005/pdf/rdp2005-11.pdf
Agency Costs, Balance Sheets and the Business Cycle
30 Nov 2009
RDP
PDF
114KB
In a similar spirit to Fazzari, Hubbard and Petersen,Whited (1992) shows that financial distress variables are significant factors inexplaining investment, especially for firms without a corporate bond rating. ... Regression resultsconfirm this prediction
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9311.pdf