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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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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Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
7 Jan 2024
RDP
PDF
1715KB
bond spreads,. option-implied volatility). The shocks are then constructed as the deviation of the actual policy rate. ... to higher prices. Other measures, including those constructed from high-frequency changes in bond.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-09.pdf
Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
13 Feb 2024
RDP
PDF
1260KB
Bishop and Tulip 2017) or measures based on high-frequency changes in bond yields over a 90-. ... shocks. 10 This measure is based on high-frequency changes in bond yields.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-01.pdf
Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia
16 Mar 2023
RDP
PDF
1288KB
of the 2010s (e.g. Heads of Treasuries 2017; Debelle 2017; van der Merwe et al 2018; Hambur and. ... Bond and Van Reenen 2007;. Hambur and La Cava 2018). To account for such dynamics, we extend the regression in Table 1 to.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-03.pdf
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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Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia
22 Mar 2023
RDP
2023-03
Heads of Treasuries 2017; Debelle 2017; van der Merwe et al 2018; Hambur and Jenner 2019). ... More generally, investment was somewhat weaker than expected in Australia in the 2010s (Debelle 2017; Heads of Treasuries 2017).
https://www.rba.gov.au/publications/rdp/2023/2023-03/full.html
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The Consequences of Low Interest Rates for the Australian Banking Sector
21 Dec 2022
RDP
2022-08
Banks therefore issued fewer bonds in favour of borrowing directly from the RBA via the TFF. ... 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
https://www.rba.gov.au/publications/rdp/2022/2022-08/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
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
21 Sep 2023
RDP
2023-09
Debelle 2017; Heads of Treasuries 2017; van der Merwe et al 2018; Hambur and Jenner 2019). ... Other measures, including those constructed from high-frequency changes in bond yields, are also explored below.
https://www.rba.gov.au/publications/rdp/2023/2023-09/full.html