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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The Main Questions
1 Dec 1988
RDP
8812
There are three distinct periods:. Figure 1 INTEREST RATE CHANGES. 10 YEAR BONDS. ... Figure 4 shows the movements in yields on 10-year bonds and three-month Treasury notes over this period.
https://www.rba.gov.au/publications/rdp/1988/8812/main-questions.html
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Appendix 1: Unit Root Tests
1 May 1995
RDP
9504
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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Appendix D: Data Definitions and Sources
1 Sep 2000
RDP
2000-06
Units:. Indexed to March 1985 = 100. Source:. Reserve Bank of Australia, unpublished data. ... Units:. Indexed to 1989/90 = 100. Source:. Components of the Treasury underlying consumer price index contained in ABS Cat No 6401.0.
https://www.rba.gov.au/publications/rdp/2000/2000-06/appendix-d.html
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Appendix B: Data Sources and Construction
1 Dec 1995
RDP
9511
Real bond yield. Nominal ten-year Treasury bond yield less the change in the log of the private consumption deflator.
https://www.rba.gov.au/publications/rdp/1995/9511/appendix-b.html
The Effect of Mortgage Debt on Consumer Spending: Evidence from Household-level Data
1 Jul 2019
RDP
2019-06
Research Discussion Paper – RDP 2019-06 The Effect of Mortgage Debt on Consumer Spending: Evidence from Household-level Data. Fiona Price, Benjamin Beckers and Gianni La Cava. July 2019. 1.47. MB. 1. Introduction. The household debt-to-income
https://www.rba.gov.au/publications/rdp/2019/2019-06/full.html
Appendix D: The Measurement of Subprime Mortgage Lending
31 Dec 2013
RDP
2013-05
Treasury bond even though the interest rate on the loan may actually be priced off a shorter-term security.
https://www.rba.gov.au/publications/rdp/2013/2013-05/appendix-d.html
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Empirical Results | RDP 9706 Is the Phillips Curve A Curve? Some Evidence and Implications for Australia
1 Oct 1997
RDP
9706
For reference, we also include an expectations series derived from indexed bonds, although this time series is not long enough to include in our estimation. ... The Melbourne Institute series tracks the bond-yield and indexed-bond measures of inflation
https://www.rba.gov.au/publications/rdp/1997/9706/empirical-results.html
Appendix C: Data Sources
1 May 1987
RDP
8703
R. =. Two year Treasury Bond yield, 3 month average over quarter.
https://www.rba.gov.au/publications/rdp/1987/8703/appendix-c.html
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Cross-Country Linkages
1 Nov 1996
RDP
9609
The linkage between daily changes in Australian and foreign bond yields is examined first. ... having greater relevance and importance to Australian bond yield movements, are 7two puzzling questions.
https://www.rba.gov.au/publications/rdp/1996/9609/cross-country-linkages.html
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
1 Aug 2019
RDP
2019-07
Australian Treasury (Taplin et al 1993). ... N2R. Two-year government bond rate. Per cent. Nominal. RBA, Yieldbroker. NBR.
https://www.rba.gov.au/publications/rdp/2019/2019-07/full.html