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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15 Feb 2024
RDP
2024-01
A measure based on high-frequency changes in bond yields based on a 90-minute window around announcements (Hambur and Haque 2023), which we call ‘levels shock’.
https://www.rba.gov.au/publications/rdp/2024/2024-01/results.html
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Data
23 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/data.html
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Motivation and Data
31 Dec 2001
RDP
2001-03
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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Appendix A: Affine Term Structure Model
12 May 2023
RDP
2023-04
n. X. t. where. y. t. n. is the yield at time t for an n-period zero-coupon nominal bond (i.e. ... interest rate, and calculate returns for zero-coupon bonds with maturities of n = 6,12,18,24,36,… and 120 months.
https://www.rba.gov.au/publications/rdp/2023/2023-04/appendix-a.html
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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/
The Term Structure of Interest Rates, Real Activity and Inflation
1 May 1992
RDP
9204
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1992/9204.html
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Conclusion
13 Dec 2022
RDP
2022-07
In addition, non-banks indirectly benefited from the take-up of the TFF, with the decline in bank bond issuance (largely owing to the TFF) contributing to a noticeable decline in ... Similarly, the decline in issuance also contributed to a decline in
https://www.rba.gov.au/publications/rdp/2022/2022-07/conclusion.html
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Financial Market Volatility and the World-wide Fall in Inflation
1 Dec 1995
RDP
9513
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1995/9513.html
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City Sizes, Housing Costs, and Wealth
1 Oct 2001
RDP
2001-08
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2001/2001-08.html
Price Stickiness and Inflation
1 Mar 1995
RDP
9502
March 1995. 136. KB. We are grateful to seminar participants at the Reserve Bank, A.N.U., Bond University, Melbourne University, 1994 Conference of Economists and to Palle Andersen, Laurence Ball
https://www.rba.gov.au/publications/rdp/1995/9502/