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: 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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Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
9 May 2024
RDP
PDF
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
The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
bond purchase program focused on longer-term bonds, with these expectations confirmed by the. ... Adjacent bonds are those that mature. within one year of the eligible bond.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf
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
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
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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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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Appendix D: Glossary and Data
31 Dec 2005
RDP
2005-11
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
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 D: 25 Largest Movements in Yields During 15-minute Intervals
1 Jul 1998
RDP
9808
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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