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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Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
9 May 2024
RDP
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4625KB
bond futures and foreign exchange swap bases, are among some plausible sources for these. ... Securities (AGS) in the form of Treasury bonds, Treasury indexed bonds and Treasury notes.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-03.pdf
Read me file for Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
3 May 2023
RDP
PDF
247KB
RDP 2023-04 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-read-me.pdf
Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 May 2023
RDP
PDF
1465KB
such as the yield curve targeting and bond purchase programs used during the COVID-19 pandemic. ... corporate bond spread (BAA). These variables are motivated by Bauer and Swanson (2021, 2022).
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf
The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
would have moved in line with those of US Treasury bonds; and the second constructs a. ... Adjacent bonds are those that mature. within one year of the eligible bond.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf
The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
Treasuries in the United States, as the safest and most liquid assets, all rated AAA (or equivalent). ... In September banks’ total bond issuance dropped to under a third of typical monthly issuance, and.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
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1959KB
BAA corporate and 10-year Treasury bond yields to explore the role of credit market shocks for the. ... First, I also. use the US BAA corporate to 10-year US Treasury bond yield spread ( US BAAtcs ) and the US VIX. (
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
Emergency Liquidity Injections
3 Oct 2019
RDP
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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
Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
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1861KB
in 2-year US Treasury bond yields orthogonalised against the change in 1-month OIS rates; the bottom panel shows premium. ... shocks as the change in 10-year US Treasury bond yields orthogonalised against the change in 2-year bond yields.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-03.pdf
Online Appendix: Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
PDF
378KB
RDP 2019-03 online appendix
https://www.rba.gov.au/publications/rdp/2019/2019-03/rdp-2019-03-online-appendix.pdf
A Model of the Australian Housing Market
5 Mar 2019
RDP
PDF
1639KB
government bonds. From 1997 r is estimated as:. r vmr bond cash bond cash inflation where vmr is the (package or average discounted) ... government bond yield, cash is the cash rate, inflation is 10-year inflation
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-01.pdf