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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

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

    as
    1. 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.
    2. 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.
    3. Nicola Anderson & John Sleath, 2001. "New estimates of the UK real and nominal yield curves," Bank of England working papers 126, Bank of England.
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    Cited by:

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    2. Adam Kobor & Lishan Shi & Ivan Zelenko, 2005. "What Determines U.S. Swap Spreads?," World Bank Publications - Books, The World Bank Group, number 7272.
    3. 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.
    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. 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.
    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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