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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Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
21 Sep 2023
RDP
2023-09
bond spreads, option-implied volatility). The shocks are then constructed as the deviation of the actual policy rate from that implied by the rule. ... Other measures, including those constructed from high-frequency changes in bond yields, are also
https://www.rba.gov.au/publications/rdp/2023/2023-09/full.html
Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. Research Discussion Paper. R DP 2022- 03. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
Data Description
21 Jun 2023
RDP
2023-05
Short-term interest rate. Three-month interbank rate. Spread. Difference between the 10-year sovereign bond yield and the 3-month interest rate.
https://www.rba.gov.au/publications/rdp/2023/2023-05/data-description.html
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The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
8 Jun 2023
RDP
PDF
1310KB
Spread Difference between the 10-year sovereign bond yield and the 3-month interest. ... 10-year government bonds and the short-term rate, tspread , as well as their interactions.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
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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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
Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 May 2023
RDP
PDF
1465KB
such as the yield curve targeting and bond purchase programs used during the COVID-19 pandemic. ... corporate bond spread (BAA). These variables are motivated by Bauer and Swanson (2021, 2022).
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.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
PDF
139KB
RDP 2023-04 non-technical summary
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-non-technical-summary.pdf
Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia
22 Mar 2023
RDP
2023-03
Bond and Van Reenen 2007; Hambur and La Cava 2018). To account for such dynamics, we extend the regression in Table 1 to include the lagged capital stock or growth, and
https://www.rba.gov.au/publications/rdp/2023/2023-03/full.html
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Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia
16 Mar 2023
RDP
PDF
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