Search: Treasury adjustable rate bonds
RBA Glossary definition for Treasury adjustable rate bonds
Treasury adjustable rate bonds – Australian Government Securities with an adjustable interest/coupon rate, periodically reset according to movements in the Australian Bank Bill Swap Reference Rate. These securities are no longer issued by the Commonwealth Government.
Search Results
A Model of the Consumption Response to Fiscal Stimulus Payments
12 Dec 2011
Research Workshop
PDF
2654KB
Reserve Bank of Australia Workshop 2011
https://www.rba.gov.au/publications/workshops/research/2011/pdf/kaplan.pdf
Demographic Change and Asset Prices | Conference – 2006
23 Jul 2006
Conferences
0.65. 0.65. 0.65. Relative total return bond/Treasury bill indices. Coefficient. 0.51. ... 0.39. 0.39. 0.39. Total bond – Treasury bill returns. Coefficient. 0.13.
https://www.rba.gov.au/publications/confs/2006/brooks.html
Appendix 1: Data Sources
1 Jun 1991
RDP
9104
Sweden. 1961–1989: Rate on 3 month Treasury discount notes (IFS and OP8A). ... Canada. As above. Ireland. As above. Italy. Three month Treasury bill rate (IFS).
https://www.rba.gov.au/publications/rdp/1991/9104/appendix-1.html
Decomposing Supply and Demand Driven Inflation
23 Nov 2023
Conferences
PDF
1508KB
RBA Annual Conference 2023
https://www.rba.gov.au/publications/confs/2023/pdf/rba-conference-2023-shapiro.pdf
Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds
8 Mar 2011
RDP
PDF
479KB
17. 4.2.3 Inflation forward rates. The inflation forward rate reflects the relative prices of traded nominal andinflation-indexed bonds and is given by the sum of inflation expectations andinflation ... rate, and one following the method ofMcCulloch and
https://www.rba.gov.au/publications/rdp/2011/pdf/rdp2011-01.pdf
Capital Flows to China and the Issue of Hot Money: An Empirical Investigation
6 Dec 2010
Research Workshop
PDF
234KB
Reserve Bank of Australia Research Workshop 2010
https://www.rba.gov.au/publications/workshops/research/2010/pdf/lai.pdf
Capital Flow Policies, Monetary Policy and Coordination
27 Jul 2014
Conferences
PDF
394KB
RBA Conference Volume 2014
https://www.rba.gov.au/publications/confs/2014/pdf/fratzscher.pdf
The Consequences of Low Interest Rates for the Australian Banking Sector
21 Dec 2022
RDP
2022-08
The second channel is interest rate risk. As the level of interest rates falls, the duration – broadly defined as the sensitivity of a bond's price to interest rate changes – of ... monetary policy to lending rates when the level of the policy rate
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
See 1 more results from "RDP 2022-08"
Discussion of Inflation and Interest Rates
20 Dec 2023
Conferences
PDF
150KB
RBA Annual Conference 2023
https://www.rba.gov.au/publications/confs/2023/pdf/rba-conference-2023-cochrane-discussion.pdf
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
21 Sep 2023
RDP
2023-09
bond spreads, option-implied volatility). The shocks are then constructed as the deviation of the actual policy rate from that implied by the rule. ... For example, survey evidence suggests that firms' hurdle rates do not respond to interest rate changes
https://www.rba.gov.au/publications/rdp/2023/2023-09/full.html