This research received financial support from the Leverhulme Trust, Personal Research Fellowship no. 10505. I am very grateful for this funding and also for the support of H.M.Treasury's Debt Management Office. This article has benefited from the generous and wise counsel of the anonymous referee, and from discussions with Mark Deacon and colleagues at the D.M.O., Mike Joyce and colleagues at the Bank of England, and Clint Cummins at TSP International. I am very grateful to them all.
Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market
Article first published online: 20 SEP 2008
© 2008 The Ohio State University
Journal of Money, Credit and Banking
Volume 40, Issue 7, pages 1489–1512, October 2008
How to Cite
STEELEY, J. M. (2008), Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market. Journal of Money, Credit and Banking, 40: 1489–1512. doi: 10.1111/j.1538-4616.2008.00168.x
- Issue published online: 20 SEP 2008
- Article first published online: 20 SEP 2008
- Received March 7, 2005; and accepted in revised form February 2, 2008.
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