Inflation, real interest rates, and the bond market: A study of UK nominal and index-linked government bond prices

This publication has 15 references indexed in Scilit:

• A Scorecard for Indexed Government Debt
  Published by National Bureau of Economic Research ,1996
• Some Lessons from the Yield Curve
  Journal of Economic Perspectives, 1995
• The term structure of real interest rates and the Cox, Ingersoll, and Ross model
  Journal of Financial Economics, 1994
• What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns
  The Journal of Finance, 1993
• Yield Spreads and Interest Rate Movements: A Bird's Eye View
  The Review of Economic Studies, 1991
• What does the term structure tell us about future inflation?
  Journal of Monetary Economics, 1990
• The Real Rate of Interest: Inferences from the New U.K. Indexed Gilts
  International Economic Review, 1985
• A Theory of the Term Structure of Interest Rates
  Econometrica, 1985
• Measuring a Tax-Specific Term Structure of Interest Rates in the Market for British Government Securities
  The Economic Journal, 1981
• Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis
  Journal of Political Economy, 1980