Macro-economic determinants of UK treasury bonds spread
This paper studies the relationship between eight macroeconomic determinants and the UK government bond yields. The paper also enhances the previous researches on relationship between macroeconomic factors and the gilts yields. The results show that only 1) short term interest rates have strong and...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Center for Enhancing Knowledge
2013
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| Online Access: | http://psasir.upm.edu.my/id/eprint/28321/1/Macro-economic%20determinants%20of%20UK%20treasury%20bonds%20spread.pdf http://psasir.upm.edu.my/id/eprint/28321/ http://www.ijac.org.uk/January2013 |
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