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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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
PDF
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
Heterogeneous Global Cycles ∗ Maryam Farboodi MIT Péter Kondor ...
2 Dec 2018
Research Workshop
PDF
3705KB
in equilibrium. Market Structure. At t = 1, many markets open for issuing bonds. ... bonds only consist of bad firms, which in turn deters investors from lending.
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-farboodi.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
Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound
24 Nov 2009
Research Workshop
PDF
338KB
Reserve Bank of Australia Research Workshop 2009
https://www.rba.gov.au/publications/workshops/research/2009/pdf/nelson.pdf
QUANTITATIVE EASINGEmail: w.cui@ucl.ac.uk and v.sterk@ucl.ac.uk. We thank Marios Angeletos, Richard Harrison, and seminar participants at…
18 Nov 2018
Research Workshop
PDF
872KB
8. The model economy is populated by households, firms, banks, mutual funds, a treasury. ... The budget constraint of the treasury. is given by:. Gt = qtB (1 ρqt)B.
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-sterk.pdf
Central Bank Frameworks: Evolution or Revolution?
4 Jan 2023
Conferences
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7522KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018.pdf
Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
9 May 2024
RDP
PDF
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
Introduction to Demography and Financial markets
3 Jan 2007
Conferences
PDF
100KB
RBA Conference Volume 2006
https://www.rba.gov.au/publications/confs/2006/pdf/intro-2006.pdf
Is the Phillips Curve a Curve? Some Evidence and Implications for Australia
1 Dec 2009
RDP
PDF
236KB
indexed bonds, although this time series is not long enough to include in ourestimation. ... Indexed bonds. Melbourne Institute (median). Underlying inflation. 1997199319891985198119771973196919651961. In the first alternative specification, the model is
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9706.pdf