Citation
Soh, Wei Chee and Cheng, Fan Fah
(2013)
Macro-economic determinants of UK treasury bonds spread.
International Journal of Arts and Commerce, 2 (1).
pp. 163-172.
ISSN 1929-7106
Abstract
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 negative impact on five-year, ten-year and twenty-year UK government bond yields. 2) The exchange rates have significant and positive relationship with five-year UK government bond yield. Whereas, the other macroeconomics variable have no impact on the yields and yield spreads of the UK government bonds.
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Official URL or Download Paper: http://www.ijac.org.uk/January2013
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Additional Metadata
| Item Type: | Article |
|---|---|
| Divisions: | Faculty of Economics and Management |
| Publisher: | Center for Enhancing Knowledge |
| Keywords: | Macro-economic determinants; Interest rate; Exchange rate; Bond yield; Bond spreads |
| Depositing User: | Nabilah Mustapa |
| Date Deposited: | 30 Apr 2015 07:17 |
| Last Modified: | 02 Feb 2016 01:32 |
| URI: | http://psasir.upm.edu.my/id/eprint/28321 |
| Statistic Details: | View Download Statistic |
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