Inflation, real interest rates and the bond market A study of UK nominal and index-liked government bond prices

Government debt structure and inflation

Mandilaras, A.

January 2001

Available from British Library Document Supply Centre-DSC:DXN047470 / BLDSC - British Library Docume...

Understanding Inflation-Indexed Bond Markets

John Campbell
Robert Shiller
Luis Viceira

This paper explores the history of inflation-indexed bond markets in the US and the UK. It documents...

Inflation and debt aversion

Bleaney, M
Nottingham Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.81(NU-DE-DP--92/13) / BLDSC - B...

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, D.G.
Pesaran, B
Bank of England, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:9350.8308(BE-WP--32) / BLDSC - Briti...

Real interest rates, expected inflation, and indexed linked bonds

Levin, E.J
Stirling Univ. (United Kingdom). Dept. of Economics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9342(SU-DE-DPE--91/1) / BLDSC -...

Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices

David G. Barr
John Y. Campbell

This paper estimates expected future real interest rates and inflation rates from observed prices of...

Stationarity of nominal interest rates inflation, and real interest rates

Gokey, T.C
Oxford Univ. (United Kingdom). Inst. of Economics and Statistics

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:1571.971(105) / BLDSC - British Libr...

Inflation, nominal interest rates and the variability of output

Chadha, B.
Tsiddon, D
Centre for Economic Policy Research, London (United Kingdom)

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1068) / BLDSC - B...

Reading the message from the UK indexed bond market Real interest rates, expected inflation and the risk premium

Levin, E.J.Copeland, L.S.
Stirling Univ. (United Kingdom). Dept. of Accountancy and Finance

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.214405(9204) / BLDSC - British L...

Targetting inflation with nominal interest rates

Blake, A.P.
Westaway, P.F
National Inst. of Economic and Social Research, London (United Kingdom)

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.532(NIESR-DP--70) / BLDSC - Bri...

What was the market's view of UK monetary policy? Estimating inflation risk and expected inflation with indexed bonds

Remolona, E.M.
Wickens, M.R.
Gong, F.F.
Centre for Economic Policy Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(2022) / BLDSC - British Lib...

The Real Interest Rate and the Expected Rate of Inflation

Yukinobu Kitamura

December 2014

This paper presents a method for deriving the real interest rate and the expected rate of inflation ...

Bond markets and macroeconomic performance

Caporale, G.M.
London Business School (United Kingdom). Centre for Economic Forecasting

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.3859(13-98) / BLDSC - British Li...

Inflation and market structure

Holden, K.
Peel, D.A
Social Science Research Council (SSRC), London (United Kingdom) frueherer Name

January 1975

SIGLEAvailable from British Library Document Supply Centre- DSC:8318.172F(SSRC-HR--3630)(microfiche)...

An empirical analysis of the UK term structure of interest rates and bond pricing

Kumar, S.
Pelekanos, I.
Papageorgiou, L.
Strathclyde Graduate Business School, Glasgow (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.9212(no 96/1) / BLDSC - British ...

Government debt structure and inflation

Mandilaras, A.

January 2001

Available from British Library Document Supply Centre-DSC:DXN047470 / BLDSC - British Library Docume...

Understanding Inflation-Indexed Bond Markets

John Campbell
Robert Shiller
Luis Viceira

This paper explores the history of inflation-indexed bond markets in the US and the UK. It documents...

Inflation and debt aversion

Bleaney, M
Nottingham Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.81(NU-DE-DP--92/13) / BLDSC - B...

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, D.G.
Pesaran, B
Bank of England, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:9350.8308(BE-WP--32) / BLDSC - Briti...

Real interest rates, expected inflation, and indexed linked bonds

Levin, E.J
Stirling Univ. (United Kingdom). Dept. of Economics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9342(SU-DE-DPE--91/1) / BLDSC -...

Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices

David G. Barr
John Y. Campbell

This paper estimates expected future real interest rates and inflation rates from observed prices of...

Stationarity of nominal interest rates inflation, and real interest rates

Gokey, T.C
Oxford Univ. (United Kingdom). Inst. of Economics and Statistics

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:1571.971(105) / BLDSC - British Libr...

Inflation, nominal interest rates and the variability of output

Chadha, B.
Tsiddon, D
Centre for Economic Policy Research, London (United Kingdom)

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1068) / BLDSC - B...

Reading the message from the UK indexed bond market Real interest rates, expected inflation and the risk premium

Levin, E.J.Copeland, L.S.
Stirling Univ. (United Kingdom). Dept. of Accountancy and Finance

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.214405(9204) / BLDSC - British L...

Targetting inflation with nominal interest rates

Blake, A.P.
Westaway, P.F
National Inst. of Economic and Social Research, London (United Kingdom)

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.532(NIESR-DP--70) / BLDSC - Bri...

What was the market's view of UK monetary policy? Estimating inflation risk and expected inflation with indexed bonds

Remolona, E.M.
Wickens, M.R.
Gong, F.F.
Centre for Economic Policy Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(2022) / BLDSC - British Lib...

The Real Interest Rate and the Expected Rate of Inflation

Yukinobu Kitamura

December 2014

This paper presents a method for deriving the real interest rate and the expected rate of inflation ...

Bond markets and macroeconomic performance

Caporale, G.M.
London Business School (United Kingdom). Centre for Economic Forecasting

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.3859(13-98) / BLDSC - British Li...

Inflation and market structure

Holden, K.
Peel, D.A
Social Science Research Council (SSRC), London (United Kingdom) frueherer Name

January 1975

SIGLEAvailable from British Library Document Supply Centre- DSC:8318.172F(SSRC-HR--3630)(microfiche)...

An empirical analysis of the UK term structure of interest rates and bond pricing

Kumar, S.
Pelekanos, I.
Papageorgiou, L.
Strathclyde Graduate Business School, Glasgow (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.9212(no 96/1) / BLDSC - British ...

Government debt structure and inflation

Mandilaras, A.

January 2001

Available from British Library Document Supply Centre-DSC:DXN047470 / BLDSC - British Library Docume...

Understanding Inflation-Indexed Bond Markets

John Campbell
Robert Shiller
Luis Viceira

This paper explores the history of inflation-indexed bond markets in the US and the UK. It documents...

Inflation and debt aversion

Bleaney, M
Nottingham Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.81(NU-DE-DP--92/13) / BLDSC - B...

Inflation, real interest rates and the bond market A study of UK nominal and index-liked government bond prices

Abstract

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Inflation, real interest rates and the bond market A study of UK nominal and index-liked government bond prices

Abstract

Extracted data

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