Search: Treasury fixed-coupon bonds
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RBA Glossary definition for Treasury fixed-coupon bonds
Treasury fixed-coupon bonds – Australian Government Securities with fixed maturity dates and twice-yearly interest or coupon payments. Coupon payments are fixed for the life of the bond at its first issue.
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Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia
1 Feb 2018
RDP
2018-02
Real zero-coupon bonds pay one unit of consumption good at time t n, or Q. ... of arbitrage opportunities) leads to a similar set of pricing equations for real zero-coupon bonds, where.
https://www.rba.gov.au/publications/rdp/2018/2018-02/full.html
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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
A Term Structure Decomposition of the Australian Yield Curve
28 Dec 2008
RDP
PDF
578KB
hypothetical) zero-coupon bonds, which are bonds that do not makeany periodic interest payments. ... Our largercontribution is the estimation of zero-coupon bond yields, and a linear affine termstructure model, for Australia.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-09.pdf
Credit Risk and the Macroeconomy: Evidence from an Estimated DSGE Model
20 Nov 2009
Research Workshop
PDF
727KB
Reserve Bank of Australia Research Workshop 2009
https://www.rba.gov.au/publications/workshops/research/2009/pdf/gilchrist.pdf
Apocalypse Then: The Evolution of the North Atlantic Economy and the Global Crisis | Conference – 2011
16 Aug 2011
Conferences
of a wide variety of US bonds, rather than simply buying Treasuries as reserve managers looked for a store of value. ... In Europe, however, only a risk-weighted capital ratio was used. Generous risk weights produced an incentive to buy highly rated
https://www.rba.gov.au/publications/confs/2011/bayoumi-bui.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
Inflation: Performance and Policy | Conference – 1990
21 Jun 1990
Conferences
In the most extreme case, a small open economy with a fixed exchange rate and no impediments to capital flows was recognised as surrendering both its monetary policy and inflation rate ... This result is not surprising, given the relatively fixed
https://www.rba.gov.au/publications/confs/1990/carmichael.html
When is a Housing Market Overheated Enough to Threaten Stability? | Conference – 2012
20 Aug 2012
Conferences
RBA Annual Conference – 2012 When is a Housing Market Overheated Enough to Threaten Stability? John Muellbauer. In many economies, housing prices are subject to boom-bust cycles and in some cases these cycles are linked to severe economic and
https://www.rba.gov.au/publications/confs/2012/muellbauer.html
The Economics of Shadow Banking | Conference – 2013
19 Aug 2013
Conferences
This is mainly because in the United States IOER and ‘Operation Twist’, which increased the supply of Treasury bills in 2012, have led to short rates remaining positive, whereas collateral/repo ... FoF data use the term ‘open market paper’ to
https://www.rba.gov.au/publications/confs/2013/singh.html
The Evolving Structure of the Australian Financial System | Conference – 1996
9 Jul 1996
Conferences
2,289. 42.1. Fixed deposits. 514. —. 514. 9.5. Other (excludes capital). ... Important responses to these pressures were the introduction of treasury note tenders in 1979 and bond tenders in 1982, replacing the previous systems of administered interest
https://www.rba.gov.au/publications/confs/1996/edey-gray.html