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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Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
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2622KB
Identifying Repo Market Microstructure from Securities Transactions Data. Nicholas Garvin. Research Discussion Paper. R D P 2018- 09. Figures in this publication were generated using Mathematica. The contents of this publication shall not be
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf
A History of Australian Corporate Bonds
29 Jan 2015
RDP
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606KB
2 While our corporate bond data for the period prior to 1983 only includes bonds issued. ... Figure 7: Australian Corporate Bond Market Bonds outstanding as a per cent of GDP.
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-09.pdf
Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
PDF
1861KB
to exchange rates. In support of the bond risk premium spillover channel, financial openness. ... government bond yield that is orthogonal to the change in 2-year yields.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-03.pdf
A Term Structure Decomposition of the Australian Yield Curve
28 Dec 2008
RDP
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578KB
hypothetical) zero-coupon bonds, which are bonds that do not makeany periodic interest payments. ... Similarly, for bond yield forecasts wecan write. ȳt,τ = a10 b′10 e.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-09.pdf
Online Appendix: Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
PDF
378KB
RDP 2019-03 online appendix
https://www.rba.gov.au/publications/rdp/2019/2019-03/rdp-2019-03-online-appendix.pdf
Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia
22 Feb 2018
RDP
PDF
1672KB
government bonds into expectations for real and nominal interest rates, expectations for inflation,. ... 0 1t t π X (6). 4 An example of government bonds providing a form of insurance is the global financial crisis, which saw bond
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-02.pdf
Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia
16 Mar 2023
RDP
PDF
1288KB
Bond and Van Reenen 2007;. Hambur and La Cava 2018). To account for such dynamics, we extend the regression in Table 1 to.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-03.pdf
The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities
30 Nov 2009
RDP
PDF
128KB
THE RESPONSE OF AUSTRALIAN STOCK, FOREIGN EXCHANGEAND BOND MARKETS TO FOREIGN ASSET RETURNS. ... The Australian bond yield is the yieldon 10 year Treasury bonds; the German yield is the public sector yield on 7-15 yearbonds; the Japanese yield is the
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9301.pdf
Non-technical summary for 'Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication?…
1 May 2023
RDP
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139KB
RDP 2023-04 non-technical summary
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-non-technical-summary.pdf
The Effect of Mortgage Debt on Consumer Spending: Evidence from Household-level Data
9 Jul 2019
RDP
PDF
2076KB
The Effect of Mortgage Debt on Consumer Spending: Evidence from. Household-level Data. Fiona Price, Benjamin Beckers and Gianni La Cava. Research Discussion Paper. R D P 2019 - 06. Figures in this publication were generated using Mathematica. The
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-06.pdf