Reading the Message from the UK Indexed Bond Market: Real Interest Rates, Expected Inflation and the Risk Premium

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Reading the Message from the UK Indexed Bond Market: Real Interest Rates, Expected Inflation and the Risk Premium

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Eric J Levin
Laurence S Copeland

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Laurence Copeland

Abstract

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Paper provided by University of Stirling, Department of Economics in its series Working Papers Series with number 92/8.

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Date of creation: Apr 1992
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Handle: RePEc:stl:stlewp:92/8

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Postal: Department of Economics, Stirling, Stirling, Scotland FK9 4LA
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Article
- Levin, Eric J & Copeland, Laurence S, 1993. "Reading the Message from the U.K. Indexed Bond Market: Real Interest Rates, Expected Inflation and the Risk Premium," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 61(0), pages 13-34, Suppl..

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

Francis Breedon & Jag Chadha, . "The Information Content of the Inflation Term Structure," Bank of England working papers 75, Bank of England. [Downloadable!]
Donald Robertson & James Symons, 1993. "Real Interest Rates and Index Linked Gilts," CEP Discussion Papers dp0181, Centre for Economic Performance, LSE. [Downloadable!]
Donald Robertson & James Symons, 1993. "Five Weeks in the Life of the Pound: Interest Rates," CEP Discussion Papers dp0133, Centre for Economic Performance, LSE. [Downloadable!]
Juan Ayuso Huertas, 1996. "Un análisis empírico de los tipos de interés reales ex-ante en España," Investigaciones Economicas, Fundación SEPI, vol. 20(3), pages 321-338, September. [Downloadable!]

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