EconPapers    
Economics at your fingertips  
 

Real Interest Rates and Index-Linked Gilts

Donald Robertson and James Symons

The Manchester School of Economic & Social Studies, 1997, vol. 65, issue 1, 25-43

Abstract: 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 U.K. index-linked bonds. These rates are used to investigate the impact of monetary policy and the nature of expectations formation in the bond market. Copyright 1997 by Blackwell Publishers Ltd and The Victoria University of Manchester

Date: 1997
References: Add references at CitEc
Citations: View citations in EconPapers (5) Track citations by RSS feed

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Working Paper: Real Interest Rates and Index Linked Gilts (1993) Downloads
Working Paper: Real interest rates and index linked gilts (1993) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:manch2:v:65:y:1997:i:1:p:25-43

Access Statistics for this article

More articles in The Manchester School of Economic & Social Studies from University of Manchester Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().

 
Page updated 2020-06-30
Handle: RePEc:bla:manch2:v:65:y:1997:i:1:p:25-43