Real Interest Rates and Index-Linked Gilts
نویسندگان
چکیده
منابع مشابه
Real Interest Rates and Index Linked Gilts D . Robertson And
This paper derives the ex ante paths of the future expected short (one period) real interest rates at quarterly frequency from observations on the prices of a set of UK index linked bonds. These rates are used to investigate the impact of monetary policy and the nature of expectations formation in the bond market. This paper was produced as part of the Centre's Programme on National Economic Pe...
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ژورنال
عنوان ژورنال: The Manchester School
سال: 1997
ISSN: 1463-6786,1467-9957
DOI: 10.1111/1467-9957.00041