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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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Literature Review

1 May 1997 RDP 9701
Joseph E. Gagnon
Instead of modelling the inflation process, a more direct way to learn about long-run inflation expectations is to examine the inflation premia in long-term bond markets. ... terms of lowering long-term inflation expectations implicit in bond yields down
https://www.rba.gov.au/publications/rdp/1997/9701/literature-review.html
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Appendix 1: RBII Specification

1 Aug 1984 RDP 8401
J.G. Fahrer, R.W. Rankin and J.C. Taylor
B. government bonds held by private non-bank groups. C. real cash benefits to persons. ... dummy variable for the introduction of Australian Saving Bonds 1976(1)–(2). QUS.
https://www.rba.gov.au/publications/rdp/1984/8401/appendix-1.html
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Appendix D: Glossary and Data

31 Dec 2005 RDP 2005-11
Andrew Stone, Troy Wheatley and Louise Wilkinson
Before 1993:Q1, difference between the yield on a 10-year government bond and an estimated equilibrium 10-year real interest rate. ... Sources: Australian 10-year government bond yield available from Reserve Bank of Australia Bulletin, Table F.2;
https://www.rba.gov.au/publications/rdp/2005/2005-11/appendix-d.html
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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
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China's Evolving Monetary Policy Framework in International Context

9 Dec 2019 RDP 2019-11
Bradley Jones and Joel Bowman
arrangements. Fourth, our empirical analysis of monetary policy transmission points to both similarities and differences: while policy rates now have a larger effect than monetary aggregates on output and bond yields,
https://www.rba.gov.au/publications/rdp/2019/2019-11.html
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Appendix D: 25 Largest Movements in Yields During 15-minute Intervals

1 Jul 1998 RDP 9808
Frank Campbell and Eleanor Lewis
Table D7: Number of Times Each News Item Contributes to the 25 Largest Movements in Bill and Bond Yields (15-minute Intervals). ... 25. 75. Bond yields. Episode I. Episode II. Episode III. Total.
https://www.rba.gov.au/publications/rdp/1998/1998-08/appendix-d.html
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Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!

1 May 2023 RDP PDF 1465KB
such as the yield curve targeting and bond purchase programs used during the COVID-19 pandemic. ... corporate bond spread (BAA). These variables are motivated by Bauer and Swanson (2021, 2022).
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf

Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data

15 Feb 2024 RDP 2024-01
Omer Majeed, Jonathan Hambur and Robert Breunig
bond spreads, option-implied volatility). The shocks are then constructed as the deviation of the actual policy rates from that implied by the rule. ... A measure based on high-frequency changes in bond yields based on a 90-minute window around
https://www.rba.gov.au/publications/rdp/2024/2024-01/full.html
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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