Macro-economic determinants of UK treasury bonds spread

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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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Bibliographic Details
Main Authors:	Soh, Wei Chee, Cheng, Fan Fah
Format:	Conference or Workshop Item
Language:	English
Published:	Faculty of Economics and Management, Universiti Putra Malaysia 2012
Online Access:	http://psasir.upm.edu.my/id/eprint/51223/ http://psasir.upm.edu.my/id/eprint/51223/1/12-3.pdf

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