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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Appendix D: Glossary and Data
1 Jun 2000
RDP
2000-05
Core Inflation: Datastream, USCPXFDEF, JPCPXFFDF, EMESHARMF, EMCP.F. Definition:. Yield on the conventional Australian 10-year bond less the yield on Treasury capital indexed bonds of similar maturity. ... Treasury capital indexed bond yields:
https://www.rba.gov.au/publications/rdp/2000/2000-05/appendix-d.html
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Appendix D: Data Sources and Definitions
31 Dec 2002
RDP
2002-06
The bond market inflation expectations series is derived by splicing together two different series. ... Following Debelle and Laxton (1997), we construct an Australian equilibrium real 10-year government bond rate series,. ,
https://www.rba.gov.au/publications/rdp/2002/2002-06/appendix-d.html
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Appendix A. The Model
1 Jun 1977
RDP
7702
A. all bank advances to private sector. B. bonds held by private (non-bank) sector. ... r. bond rate. world interest rate. t. time. income tax rate.
https://www.rba.gov.au/publications/rdp/1977/7702/appendix-a.html
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Appendix A: The Specification of the Core Models
31 Dec 1977
RDP
1977-07
r. b. official interest rate: in U.K. model, Bank Rate;. in RBA76, bond rate.
https://www.rba.gov.au/publications/rdp/1977/7707/appendix-a.html
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Appendix A. The Model
1 Jul 1977
RDP
7703
A. all bank advances to private sector. B. bonds held by private (non-bank) sector. ... r. bond rate. world interest rate. t. time. income tax rate.
https://www.rba.gov.au/publications/rdp/1977/7703/appendix-a.html
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Appendix D: Data Sources and Definitions
31 Dec 2003
RDP
2003-12
The bond market inflation expectations series is as constructed in Gruen et al (2002), except that, rather than using the end-quarter value of the nominal 10-year bond yield, we ... use the average of the end-month values in each quarter (from Table F.2
https://www.rba.gov.au/publications/rdp/2003/2003-12/appendix-d.html
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Literature Review
1 May 1997
RDP
9701
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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Non-technical summary for 'The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases'
19 May 2022
RDP
PDF
469KB
RDP 2022-02 non-technical summary
https://www.rba.gov.au/publications/rdp/2022/2022-02/rdp-2022-02-non-technical-summary.pdf
Appendix 1: RBII Specification
1 Aug 1984
RDP
8401
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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Read me file for The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
20 May 2022
RDP
PDF
563KB
RDP 2022-02 supplementary information
https://www.rba.gov.au/publications/rdp/2022/2022-02/rdp-2022-02-read-me.pdf