The Changing Shape of Fixed Income Markets

Author:

Remolona Eli M.,Wooldridge Philip D.

Publisher

Elsevier BV

Reference31 articles.

1. The changing shape of fixed income markets: a collection of studies by central bank economists, BIS Papers, Basel, forthcoming. transitory component, which could represent temporary deviations from fundamental values. This "mispricing" component increased at the time of the Russian and LTCM financial crises and peaked around the launch of the euro. Based on the size of the estimated mispricing component in bond yields, liquidity in euro government bond markets returned to pre-1998 levels during 2000. Moreover, liquidity conditions appeared to converge across the G5 countries, although UK and US bond markets maintained a positive liquidity differential with respect to euro area markets. Among euro area government securities markets;Neil Cooper;Government bond market valuations in an era of dwindling supply,2001

2. Public sector debt: end;Jonathan Bailey;Bank of England Quarterly Bulletin,2000

3. Are government bonds net wealth?;Robert J Barro;Journal of Political Economy,1974

4. Monetary Policy Operating Procedures in Industrial Countries

5. Ageing populations and public pension schemes;Sheetal K Chand;IMF Occasional Paper,1996

Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Market Functioning and Central Bank Policy;SSRN Electronic Journal;2002

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