An assessment of the relative importance of real interest rates, inflation and term premia in determining the prices of real and nominal UK bonds

Time, inflation and asset prices

Goodhart, C.
London School of Economics (United Kingdom). Financial Markets Group

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:8368.310(117) / BLDSC - British Libra...

Real interest rates and central bank operating procedures

Canzoneri, M.B.
Dellas, H
Centre for Economic Policy Research, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1099) / BLDSC - B...

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...

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

Barr, D.G.
Campbell, J.Y.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.09052(95-09) / BLDSC - British L...

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 -...

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...

Estimating real interest rates for the United Kingdom

Larsen, Jens
May, Ben
Talbot, James
Bank of England (United Kingdom)

January 2003

Includes bibliographical references. Also available via the InternetAvailable from British Library D...

Real interest rates, nominal shocks, and real shocks

Driffill, J.
Snell, A.
Centre for Economic Policy Research, London (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1647) / BLDSC - British Lib...

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 ...

Real interest rates and index linked gilts

Robertson, D.
Symons, J
London School of Economics and Political Science (United Kingdom). Centre for Economic Performance

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.1206(LSE-CEP-DP--181) / BLDSC -...

An assessment of the relative importance of real interest rates, inflation and term premia in determining the prices of real and nominal UK bonds

David Barr
Bahram Pesaran

This paper uses a dynamic accounting identity developed by Campbell to decompose movements in bond p...

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...

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...

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...

Short-term real interest rates in the UK An empirical analysis

Mills, T.C.
Stephenson, M.J
Leeds Univ. (United Kingdom). School of Economic Studies

January 1985

SIGLEAvailable from British Library Lending Division - LD:3597.98(142) / BLDSC - British Library Doc...

Time, inflation and asset prices

Goodhart, C.
London School of Economics (United Kingdom). Financial Markets Group

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:8368.310(117) / BLDSC - British Libra...

Real interest rates and central bank operating procedures

Canzoneri, M.B.
Dellas, H
Centre for Economic Policy Research, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1099) / BLDSC - B...

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...

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

Barr, D.G.
Campbell, J.Y.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.09052(95-09) / BLDSC - British L...

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 -...

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...

Estimating real interest rates for the United Kingdom

Larsen, Jens
May, Ben
Talbot, James
Bank of England (United Kingdom)

January 2003

Includes bibliographical references. Also available via the InternetAvailable from British Library D...

Real interest rates, nominal shocks, and real shocks

Driffill, J.
Snell, A.
Centre for Economic Policy Research, London (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1647) / BLDSC - British Lib...

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 ...

Real interest rates and index linked gilts

Robertson, D.
Symons, J
London School of Economics and Political Science (United Kingdom). Centre for Economic Performance

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.1206(LSE-CEP-DP--181) / BLDSC -...

An assessment of the relative importance of real interest rates, inflation and term premia in determining the prices of real and nominal UK bonds

David Barr
Bahram Pesaran

This paper uses a dynamic accounting identity developed by Campbell to decompose movements in bond p...

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...

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...

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...

Short-term real interest rates in the UK An empirical analysis

Mills, T.C.
Stephenson, M.J
Leeds Univ. (United Kingdom). School of Economic Studies

January 1985

SIGLEAvailable from British Library Lending Division - LD:3597.98(142) / BLDSC - British Library Doc...

Time, inflation and asset prices

Goodhart, C.
London School of Economics (United Kingdom). Financial Markets Group

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:8368.310(117) / BLDSC - British Libra...

Real interest rates and central bank operating procedures

Canzoneri, M.B.
Dellas, H
Centre for Economic Policy Research, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1099) / BLDSC - B...

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...

An assessment of the relative importance of real interest rates, inflation and term premia in determining the prices of real and nominal UK bonds

Abstract

Extracted data

An assessment of the relative importance of real interest rates, inflation and term premia in determining the prices of real and nominal UK bonds

Abstract

Extracted data

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