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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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Motivation and Data

31 Dec 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
This period was characterised by falling bond prices and more volatile financial markets in general. ... By contrast, the bond and stock markets rallied during most of this period.
https://www.rba.gov.au/publications/rdp/2001/2001-03/motivation-and-data.html

The Response to News

31 Dec 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
0.58. 1.79. 1.56. 1.99. –. Bond prices. Pre-news. –. 0.11. 0.32. ... Decision. Same. Same. Same. Same. Same. Same. Aust<NZ. Aust<NZ. Bond prices.
https://www.rba.gov.au/publications/rdp/2001/2001-03/response-to-news.html

Comparing Spillover in Crises and at Other Times

31 Dec 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
Figure 13: Impulse Responses for Pre-crisis Bond Returns VAR. Table 13: Bonds Variance Decompositions – Pre-crisis. ... Figure 15: Impulse Responses for World Crisis Bond Returns VAR. Table 15: Bonds Variance Decompositions – World Crisis.
https://www.rba.gov.au/publications/rdp/2001/2001-03/comparing-spillover-in-crises-and-at-other-times.html

Conclusion

31 Dec 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
Our results do not suggest that spillover of volatility in stock and bond markets is necessarily greater during crises than in more normal times. ... The dynamic responses of bond prices and exchange rates to shocks originating in Asia are similar in the
https://www.rba.gov.au/publications/rdp/2001/2001-03/conclusion.html

The Response of Financial Markets in Australia and New Zealand to News about the Asian Crisis

1 Jul 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2001/2001-03.html

References

31 Dec 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
Fleming MJ and EM Remolona (1997), ‘What Moves the Bond Market?’, Federal Reserve Bank of New York Economic Policy Review, 3(4), pp 31–50. ... Kim S-J (1999), ‘The Short-Term Dynamics of Bond Futures Market Response to New Information: Australian
https://www.rba.gov.au/publications/rdp/2001/2001-03/references.html

Appendix A: Chronology of Major Events in the Asian Crisis

31 Dec 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
good. 8 July. S&P affirms its CCC+ rating on the Republic of Indonesia's US$400 million Yankee bond due in 2006, the CCC+ long-term foreign currency and its
https://www.rba.gov.au/publications/rdp/2001/2001-03/appendix-a.html

Introduction

31 Dec 2001 RDP 2001-03
Luci Ellis and Eleanor Lewis
The levels of the financial-market variables in Australia and New Zealand display differing profiles: there were large divergences in stock and bond prices over the period.
https://www.rba.gov.au/publications/rdp/2001/2001-03/introduction.html