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Understanding the real rate conundrum : an application of no-arbitrage finance models to the UK real yield curve
Joyce, Michael A. S. (contributor);  … - 2008
Long-horizon interest rates in the major international bond markets fell sharply during 2004 and 2005, at the same time …
Persistent link: https://www.econbiz.de/10003883936
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International financial transmission : emerging and mature markets
Felices, Guillermo (contributor);  … - 2009
affect financial markets worldwide. The aim of this paper is to quantify the co-movements between bond markets in the US and …
Persistent link: https://www.econbiz.de/10003884724
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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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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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How did the crisis in international funding markets affect bank lending? : balance sheet evidence from the United Kingdom
Aiyar, Shekhar - 2011
Persistent link: https://www.econbiz.de/10009244166
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A no-arbitrage structural vector autoregressive model of the UK yield curve
Kaminska, Iryna (contributor) - 2008
demand and supply shocks accounting for a large part of the time variation in bond yields. The short end of the yield curve …
Persistent link: https://www.econbiz.de/10003883930
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An efficient method of computing higher-order bond price perturbation approximations
Andreasen, Martin M.; Zabczyk, Pawel - 2011
This paper develops a fast method of computing arbitrary order perturbation approximations to bond prices in DSGE …
Persistent link: https://www.econbiz.de/10008907118
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GDP-linked bonds and sovereign default
Barr, David G.; Bush, Oliver; Pienkowski, Alex - 2014
Persistent link: https://www.econbiz.de/10010356941
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Dealing with country diversity : challenges for the IMF credit union model
Irwin, Gregor; Penalver, Adrian; Salmon, Chris; Taylor, … - 2008
We develop a model in which countries can protect themselves against shocks by subscribing to a credit union that shares the key features of the International Monetary Fund, or by self-insuring through accumulating reserves. We assess the impact of the increasing heterogeneity of the Fund's...
Persistent link: https://www.econbiz.de/10003883877