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Published in 2019 at "Finance Research Letters"
DOI: 10.1016/j.frl.2019.101400
Abstract: Abstract This letter shows how changes in investor demand for United Kingdom government bonds, also called gilts, affect the shape of the yield curve. To clearly identify the impact of changes in investor demand, we…
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Keywords:
gilt auctions;
auctions secondary;
secondary market;
investor demand ... See more keywords