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
PDF
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
Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
13 Feb 2024
RDP
PDF
1260KB
Bishop and Tulip 2017) or measures based on high-frequency changes in bond yields over a 90-. ... shocks. 10 This measure is based on high-frequency changes in bond yields.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-01.pdf
Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds
8 Mar 2011
RDP
PDF
479KB
Note that inflation-indexed bonds are relatively illiquid, especially in comparisonto nominal bonds.7 Therefore, inflation-indexed bond yields potentiallyincorporate liquidity premia, which could bias our results. ... bond, not inflation as at a certain
https://www.rba.gov.au/publications/rdp/2011/pdf/rdp2011-01.pdf
Share Markets | Chart Pack
6 Sep 2023
Chart Pack
A set of graphs on Share Markets from the Chart Pack
https://www.rba.gov.au/chart-pack/share-markets.html
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
7 Jan 2024
RDP
PDF
1715KB
bond spreads,. option-implied volatility). The shocks are then constructed as the deviation of the actual policy rate. ... to higher prices. Other measures, including those constructed from high-frequency changes in bond.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-09.pdf
Explaining Monetary Spillovers: The Matrix Reloaded
1 Apr 2019
RDP
2019-03
in 10-year US Treasury bond yields orthogonalised against the change in 2-year bond yields. ... To assess the bond risk premium channel, we rely on proxies of financial openness.
https://www.rba.gov.au/publications/rdp/2019/2019-03/full.html
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Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia
27 Feb 2018
RDP
2018-02
The model allows us to decompose observed yields paid on nominal and inflation-indexed government bonds into expectations for real and nominal interest rates, expectations for inflation, as well as real
https://www.rba.gov.au/publications/rdp/2018/2018-02.html
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Inflation, Disinflation and Monetary Policy
10 Jul 1992
Conference
–
1992
The Reserve Bank of Australia 1992 conference is on the topic: ‘Inflation, Disinflation and Monetary Policy’
https://www.rba.gov.au/publications/confs/1992/
Commodity Prices | Chart Pack
6 Sep 2023
Chart Pack
A set of graphs on Commodity Prices from the Chart Pack
https://www.rba.gov.au/chart-pack/commodity-prices.html
A History of Australian Equities
19 Jun 2019
RDP
2019-04
that on government bonds since 1917, somewhat lower than previous estimates; iii) the share of profits paid out as dividends increased substantially after the introduction of franking credits in the 1980s;
https://www.rba.gov.au/publications/rdp/2019/2019-04.html
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