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An assessment of the relative importance of real interest rates, inflation and term premia in determining the prices of real and nominal UK bonds
Barr, David G.; Pesaran, Bahram - 1995
Persistent link: https://www.econbiz.de/10000907732
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An investigation of the effect of funding on the slope of the yield curve
Egginton, Don M.; Hall, Stephen G. - 1993
Persistent link: https://www.econbiz.de/10000848948
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The information content of the inflation term structure
Breedon, Francis J.; Chadha, Jagjit - 1997
Persistent link: https://www.econbiz.de/10000977628
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Forecasting UK and US interest rates using continuous time term structure models
Byers, S. L.; Nowman, K. B. - In: International review of financial analysis 7 (1998) 3, pp. 191-206
Persistent link: https://www.econbiz.de/10001356589
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In search of time-varying term premia in the London interbank market
Hurn, Stan - In: Scottish journal of political economy : the journal of … 42 (1995) 2, pp. 152-164
Persistent link: https://www.econbiz.de/10001183340
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Tax specific term structures of interest rates : evidence from the United Kingdom government bond market
Derry, Andrew J.; Pradhan, Mahmood - 1993
Persistent link: https://www.econbiz.de/10000864869
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The Bank of England credit conditions survey
Bell, Venetia; Pugh, Alice - 2014
Persistent link: https://www.econbiz.de/10010497706
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Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models
Tunaru, Diana - In: International review of financial analysis 52 (2017), pp. 119-129
Persistent link: https://www.econbiz.de/10011868716
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The effects of quantitative easing on the volatility of the gilt-edged market
Steeley, James M.; Matyushkin, Alexander - In: International review of financial analysis 37 (2015), pp. 113-128
Persistent link: https://www.econbiz.de/10011317236
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Credit spreads on sterling corporate bonds and the term structure of UK interest rates
Leake, Jeremy - 2003
Persistent link: https://www.econbiz.de/10001813963