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
The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
24 May 2022
RDP
2022-02
In particular we consider two variants: the first assumes that AGS yields would have moved in line with those of US Treasury bonds; and the second constructs a counterfactual based on ... impact on the spread to AGS for purchases of the bond itself or
https://www.rba.gov.au/publications/rdp/2022/2022-02/full.html
Event Study of Announcement Effects
24 May 2022
RDP
2022-02
implementation effect from the act of purchasing bonds evident, and a weaker announcement effect as strained markets may fail to immediately incorporate news into bond prices. ... Further, the distressed nature of financial markets and strong desire of
https://www.rba.gov.au/publications/rdp/2022/2022-02/event-study-of-announcement-effects.html