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.
Search Results
DSGE Reno: Adding a Housing Block to a Small Open Economy Model
1 Apr 2018
RDP
2018-04
Households in the world economy may invest in their own and Australian nominal bonds. ... In addition, wage changes may be indexed to a combination of previous period's sectoral wage growth Π.
https://www.rba.gov.au/publications/rdp/2018/2018-04/full.html
See 1 more results from "RDP 2018-04"
References
27 Feb 2018
RDP
2018-02
Finlay R and S Wende (2012), ‘Estimating Inflation Expectations with a Limited Number of Inflation-Indexed Bonds’, International Journal of Central Banking, 8(2), pp 111–142. ... Jennison F (2017), ‘Estimation of the Term Premium within
https://www.rba.gov.au/publications/rdp/2018/2018-02/references.html
See 10 more results from "RDP 2018-02"
Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia
22 Feb 2018
RDP
PDF
1672KB
inflation-indexed bonds with similar maturities outstanding. Such data points are likely to be. ... reflect data issues. Specifically, there were no inflation-indexed bonds with relatively short.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-02.pdf
Intergenerational Redistribution in the Great Recession
4 Jan 2018
Research Workshop
PDF
460KB
https://www.rba.gov.au/publications/workshops/research/2017/pdf/rba-workshop-2017-dirk-krueger.pdf
Negative Gearing and Welfare: A Quantitative Study for the Australian Housing Market
4 Jan 2018
Research Workshop
PDF
791KB
https://www.rba.gov.au/publications/workshops/research/2017/pdf/rba-workshop-2017-simon-cho-may-li.pdf
Same Spain, Less Pain?
17 Jan 2017
Research Workshop
PDF
1230KB
https://www.rba.gov.au/publications/workshops/research/2016/pdf/rba-workshop-2016-gomez-gonzales.pdf
Structural Change in China: Implications for Australia and the World
30 Oct 2016
Conferences
PDF
5136KB
RBA Conference Volume 2016
https://www.rba.gov.au/publications/confs/2016/pdf/rba-conference-volume-2016.pdf
The Efficiency of Central Clearing: A Segmented Markets Approach
24 Oct 2016
RDP
PDF
2054KB
ASIC 2015; Australian Treasury 2015). A number of other jurisdictions – including the European. ... typically cash and government bonds. These assets have low yields, and thus posting margin.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf
The Efficiency of Central Clearing: A Segmented Markets Approach
1 Oct 2016
RDP
2016-07
3.1 The Markets and Contracts. There is a continuum of markets on the unit interval, indexed by m. ... This makes margin costly. This is a realistic feature because CCPs only take high-quality assets to meet margin requirements, typically cash and
https://www.rba.gov.au/publications/rdp/2016/2016-07/full.html
See 1 more results from "RDP 2016-07"
The Past 25 Years
11 Sep 2015
RDP
2015-09
t. on long-term bond market inflation expectations has risen toward unity over the inflation-targeting period. ... From 1986 to 1991, we use long-term inflation expectations implied by inflation-indexed bonds, and before 1986 expectations are proxied by
https://www.rba.gov.au/publications/rdp/2015/2015-09/past-years.html