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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Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
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1861KB
to exchange rates. In support of the bond risk premium spillover channel, financial openness. ... government bond yield that is orthogonal to the change in 2-year yields.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-03.pdf
The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities
30 Nov 2009
RDP
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128KB
THE RESPONSE OF AUSTRALIAN STOCK, FOREIGN EXCHANGEAND BOND MARKETS TO FOREIGN ASSET RETURNS. ... The Australian bond yield is the yieldon 10 year Treasury bonds; the German yield is the public sector yield on 7-15 yearbonds; the Japanese yield is the
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9301.pdf
Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia
16 Mar 2023
RDP
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1288KB
Bond and Van Reenen 2007;. Hambur and La Cava 2018). To account for such dynamics, we extend the regression in Table 1 to.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-03.pdf
Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
9 May 2024
RDP
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4625KB
bond futures and foreign exchange swap bases, are among some plausible sources for these. ... cash in open market operations, long-dated government bond purchases, and the Term Funding.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-03.pdf
A Term Structure Decomposition of the Australian Yield Curve
28 Dec 2008
RDP
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578KB
hypothetical) zero-coupon bonds, which are bonds that do not makeany periodic interest payments. ... Similarly, for bond yield forecasts wecan write. ȳt,τ = a10 b′10 e.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-09.pdf
Non-technical summary for 'Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication?…
1 May 2023
RDP
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139KB
RDP 2023-04 non-technical summary
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-non-technical-summary.pdf
Read me file for Credit Spreads, Monetary Policy and the Price Puzzle
24 Jan 2020
RDP
PDF
500KB
RDP 2020-01 supplementary information
https://www.rba.gov.au/publications/rdp/2020/2020-01/rdp-2020-01-read-me.pdf
The Effect of Mortgage Debt on Consumer Spending: Evidence from Household-level Data
9 Jul 2019
RDP
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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
READ ME FILE Title: Affine Endeavour: Estimating a Joint ...
22 Feb 2018
RDP
PDF
312KB
Real zero-coupon bond yield data – ‘Some yields m15 – real adj.csv’:. ... inflation-indexed bond yields (details on how to update below). All component data.
https://www.rba.gov.au/publications/rdp/2018/2018-02/rdp-2018-02-read-me.pdf
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