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Government bond market valuations in an era of dwindling supply

In: The changing shape of fixed income markets: a collection of studies by central bank economists

Author

Listed:
  • Neil Cooper

    (Bank of England)

  • Cedric Scholtes

    (Bank of England)

Abstract

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Suggested Citation

  • Neil Cooper & Cedric Scholtes, 2001. "Government bond market valuations in an era of dwindling supply," BIS Papers chapters, in: Bank for International Settlements (ed.), The changing shape of fixed income markets: a collection of studies by central bank economists, volume 5, pages 147-169, Bank for International Settlements.
    • Handle: RePEc:bis:bisbpc:05-05
    as

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    File URL: http://www.bis.org/publ/bppdf/bispap05e.pdf
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    References listed on IDEAS

    as
    1. Michael J. Fleming, 2000. "The benchmark U.S. Treasury market: recent performance and possible alternatives," Economic Policy Review, Federal Reserve Bank of New York, issue Apr, pages 129-145.
    2. Nicola Anderson & John Sleath, 2001. "New estimates of the UK real and nominal yield curves," Bank of England working papers 126, Bank of England.
    3. Goodhart, C A E & Gowland, D H, 1978. "The Relationship between Long-Dated Gilt Yields and Other Variables," Bulletin of Economic Research, Wiley Blackwell, vol. 30(2), pages 59-70, November.
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    Cited by:

    1. Joseph Byrne & Alexandros Kontonikas & Alberto Montagnoli, 2007. "Unit Roots in Inflation and Aggregation Bias," Working Papers 2007_07, Business School - Economics, University of Glasgow.
    2. Broto, Carmen & Pérez-Quirós, Gabriel, 2015. "Disentangling contagion among sovereign CDS spreads during the European debt crisis," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 165-179.
    3. Paul Lejot & Douglas Arner & Liu Qiao & Mylene Chan & Mshall Mays, 2003. "Asia's Debt Capital Markets: Appraisal and Agenda for Policy Reform," Working Papers 192003, Hong Kong Institute for Monetary Research.
    4. Baum, Christopher F. & Caglayan, Mustafa & Stephan, Andreas & Talavera, Oleksandr, 2008. "Uncertainty determinants of corporate liquidity," Economic Modelling, Elsevier, vol. 25(5), pages 833-849, September.
    5. Adam Kobor & Lishan Shi & Ivan Zelenko, 2005. "What Determines U.S. Swap Spreads?," World Bank Publications - Books, The World Bank Group, number 7272, April.
    6. Somnath Chatterjee, 2005. "An Investigation Into The Linkages Between Euro And Sterling Swap Spreads," Working Papers 2005_1, Business School - Economics, University of Glasgow.

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