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The Impact of UK Macroeconomic Announcements on the Market for Gilts

Andrew Clare, Mark Johnson, James Proudman and Victoria Saporta
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Andrew Clare: Bank of England
Mark Johnson: Bank of England

A chapter in Market Liquidity: Research Findings and Selected Policy Implications, 1999, vol. 11, pp 1-16 from Bank for International Settlements

Date: 1999
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