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New estimates of the UK real and nominal yield curves

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References

1987Parsimonious Modeling of Yield Curves2,918 cited
1975THE TAX‐ADJUSTED YIELD CURVE548 cited
1971Measuring the Term Structure of Interest Rates542 cited
1998Real Rates, Expected Inflation, and Inflation Risk Premia258 cited

Cited by

2006The U.S. Treasury Yield Curve: 1961 to the Present211 cited
2012Real Term Structure and Inflation Compensation in the Euro Area149 cited
2008Zero-Coupon Yield Curves: Technical Documentation149 cited
2009Extracting inflation expectations and inflation risk premia from the term structure: A joint model of the UK nominal and real yield curves124 cited
2015Price Pressures on UK Real Rates: An Empirical Investigation124 cited
2005Strategic trading behavior and price distortion in a manipulated market: anatomy of a squeeze112 cited
2006Genetic Algorithm Estimation of Interest Rate Term Structure64 cited
2023Monetary Policy When the Central Bank Shapes Financial-Market Sentiment56 cited
2007Inflation-Linked Bonds from a Central Bank Perspective56 cited
2008The Integrated Impact of Credit and Interest Rate Risk on Banks: An Economic Value and Capital Adequacy Perspective56 cited
2002

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A comparison of yield curve estimation techniques using UK data

55 cited

2011The dynamics of UK and US inflation expectations49 cited

2009Monetary Economics: Policy and its Theoretical Basis49 cited

2008A genetic algorithm estimation of the term structure of interest rates47 cited

2011An Empirical Decomposition of Risk and Liquidity in Nominal and Inflation-Indexed Government Bonds45 cited

2011Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity45 cited