Search: bond
RBA Glossary definition for bond
bond – In general terms, a bond is a statement of debt with a medium to long term to maturity at the time it is issued. The holder of a bond is a lender to the issuer. As such, the statement gives the issuer an obligation to provide the holder with an income payment and/or a stream of income payments over the life of the bond and to repay the principal. The risk that the issuer cannot fulfil their obligation varies from issuer to issuer and over time.
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Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market
1 Jun 2006
RDP
2006-05
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2006/2006-05.html
Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market
1 Jun 2006
RDP
2006-05
Research Discussion Paper – RDP 2006-05 Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market.
https://www.rba.gov.au/publications/rdp/2006/2006-05/
Conclusions
31 Dec 2006
RDP
2006-05
RDP 2006-05: Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market 4. ... The model here differs because, to the extent that there is noise in the bond market, the central bank cannot extract the underlying shock perfectly.
https://www.rba.gov.au/publications/rdp/2006/2006-05/conclusions.html
References
31 Dec 2006
RDP
2006-05
RDP 2006-05: Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market References.
https://www.rba.gov.au/publications/rdp/2006/2006-05/references.html
Appendix A: The Model
31 Dec 2006
RDP
2006-05
RDP 2006-05: Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market Appendix A: The Model.
https://www.rba.gov.au/publications/rdp/2006/2006-05/appendix-a.html
Introduction
31 Dec 2006
RDP
2006-05
The mechanism is the following. Bonds are traded daily and the affine form of the bond pricing function makes the bond pricing equation with macro factors formally equivalent to a linear ... Hördahl et al impose only a no-arbitrage condition on the
https://www.rba.gov.au/publications/rdp/2006/2006-05/introduction.html
The Dynamics of the Estimated Model
31 Dec 2006
RDP
2006-05
RDP 2006-05: Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market 3. ... 4. Figure 4: Impulse Responses to Non-fundamental Shock to 1-year Bond Rate.
https://www.rba.gov.au/publications/rdp/2006/2006-05/dynamics-of-the-estimated-model.html
The Macroeconomy, the Term Structure and Monetary Policy Under Imperfect Information
31 Dec 2006
RDP
2006-05
RDP 2006-05: Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market 2. ... Data on real GDP are released with a significant delay while bond prices are observed every day that bonds are traded.
https://www.rba.gov.au/publications/rdp/2006/2006-05/macroeconomy-term-structure-and-monetary-policy-under-imperfect-information.html