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 A: Estimating a Financial Conditions Index for Australia
1 Mar 2021
RDP
2021-03
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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Appendix D: Data
1 May 1996
RDP
9601
New Zealand: 1 year interbank rate; Germany: 1 year treasury bond rate; Australia: 1 year interbank rate. ... US treasury bond rate; UK: linear interpolation of the 5 year gilt rate and 1 year interbank rate; NZ: 2 year government bond rate (from
https://www.rba.gov.au/publications/rdp/1996/9601/appendix-d.html
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Appendix B: Robustness Analysis
1 Oct 2017
RDP
2017-06
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: Data Definitions
1 Nov 1995
RDP
9510
SA). Source. Department of the Treasury, unpublished data. Recent data are listed in Australian Economic Indicators, ABS Catalogue No. ... 1350.0, Table 9.5, as “non-farm sector (nominal) Treasury index of average unit labour costs”.
https://www.rba.gov.au/publications/rdp/1995/9510/appendix-1.html
Introduction
1 Jun 1986
RDP
8607
For example, the expected return from investing in an n-period bond should equal the expected return from investing in a one-period bond over n successive periods. ... In particular, tender systems for the sale of Treasury notes and Government bonds were
https://www.rba.gov.au/publications/rdp/1986/8607/introduction.html
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References
1 Oct 1991
RDP
9109
Barro, R. (1974), “Are Government Bonds Net Wealth?”, Journal of Political Economy, pp. ... 63, pp. 61–79. The Treasury (1990), “Private Sector Wealth Estimates for Australia”, Economic Roundup.
https://www.rba.gov.au/publications/rdp/1991/9109/references.html
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Data Appendix
1 Oct 1989
RDP
8906
The data for section IV comes from these sources: 3 month Treasury bill interest rates and 10 year bond rates for the US and Australia as well as Australian CPI, net ... To evaluate ex post 3 month real interest rates, we used the average yield on
https://www.rba.gov.au/publications/rdp/1989/8906/data-appendix.html
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Results
1 Dec 1995
RDP
9512
However, the inclusion of contemporaneous real cash rates proved insignificant. The real five and ten year treasury bond yields were also considered but again proved to be insignificant. ... The foreign influences considered are OECD and US
https://www.rba.gov.au/publications/rdp/1995/9512/results.html
References | RDP 9702 The Lags of Monetary Policy
1 Apr 1997
RDP
9702
or Are Inflation and the Current Account Constraints on Growth?’, Bond University Discussion Paper No. ... 513–542. The Treasury (Australia) (1996), TRYM Model: Treasury Macroeconomic Model of the Australian Economy; TSP version, ABS Cat.
https://www.rba.gov.au/publications/rdp/1997/9702/references.html
Data Appendix
1 May 1991
RDP
9103
For Japan, it is the end-month observation on the 7-year bond rate. ... The UK rate is the Wednesday average over the month of 20-year bond yields, while the Swiss rate is based on yields of 10 or more year bonds.
https://www.rba.gov.au/publications/rdp/1991/9103/data-appendix.html