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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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
Is Our Current International Economic Environment Unusually Crisis Prone? | Conference – 1999
9 Aug 1999
Conferences
Argentine state bonds went into default, a moratorium was declared, and flows to the region dried up for half a decade. ... Hence, when the Great Depression hit, banking panics spread via the fixed exchange rates of the gold-exchange standard.
https://www.rba.gov.au/publications/confs/1999/bordo-eichengreen.html
Introduction
31 Dec 2011
RDP
2011-01
Instead, we develop a novel technique that allows us to estimate the model using the price of coupon-bearing inflation-indexed bonds instead of zero-coupon real yields. ... Terms and conditions of Treasury inflation-indexed bonds are available at
https://www.rba.gov.au/publications/rdp/2011/2011-01/introduction.html
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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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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
Appendix D: Glossary and Data
1 Jun 2000
RDP
2000-05
Core Inflation: Datastream, USCPXFDEF, JPCPXFFDF, EMESHARMF, EMCP.F. Definition:. Yield on the conventional Australian 10-year bond less the yield on Treasury capital indexed bonds of similar maturity. ... Treasury capital indexed bond yields:
https://www.rba.gov.au/publications/rdp/2000/2000-05/appendix-d.html
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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
Appendix C: Variable Definitions
28 Jan 2020
RDP
2020-01
RBA. c. s. t. M. M. Money market spread between 3-month bank-accepted bill (BAB) rate and 3-month Australian dollar overnight indexed swap (OIS) rate (3-month zero-coupon ... U. S. B. A. A. Moody's seasoned BAA corporate bond yield relative to yield on 10
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-c.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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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