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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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
Expectations and the Neutrality of Interest Rates
27 Nov 2023
Conferences
PDF
477KB
RBA Annual Conference 2023
https://www.rba.gov.au/publications/confs/2023/pdf/rba-conference-2023-cochrane.pdf
Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
15 May 2024
RDP
2024-03
Finlay R, C Seibold and M Xiang (2020), ‘Government Bond Market Functioning and COVID-19’, RBA Bulletin, September. ... For many years, the Reserve Bank has also used outright bond purchases and foreign exchange swaps to manage domestic liquidity.
https://www.rba.gov.au/publications/rdp/2024/2024-03/full.html
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A Model of the Australian Housing Market
1 Mar 2019
RDP
2019-01
Moreover, reflecting volatility of bond yields in the early 1980s, any quantitative decomposition is quite sensitive to the assumed starting point.
https://www.rba.gov.au/publications/rdp/2019/2019-01/full.html
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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
Research Discussion Papers – 2022
1 Jan 2022
RDP
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. RDP 2022-02 The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases.
https://www.rba.gov.au/publications/rdp/2022/
Demographic Change and Asset Prices | Conference – 2006
23 Jul 2006
Conferences
return bond index and the real total return Treasury bill index in the US. ... 0.39. 0.39. 0.39. Total bond – Treasury bill returns. Coefficient. 0.13.
https://www.rba.gov.au/publications/confs/2006/brooks.html
Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
PDF
1959KB
and investors. Indicators such as spreads between corporate and government bond yields, money. ... b) Australian BBB corporate bond rate to 10-year Australian government bond yield.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
Financial Flows and Infrastructure Financing
21 Mar 2014
Conference
–
2014
The Reserve Bank of Australia 2014 conference, ‘Financial Flows and Infrastructure Financing’
https://www.rba.gov.au/publications/confs/2014/
Read me file for Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
3 May 2023
RDP
PDF
247KB
RDP 2023-04 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-read-me.pdf