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Michael A S Joyce

Datos Biográficos

ID5734236
NOMBREMichael A S Joyce
NOMBRESMichael A S
APELLIDOJoyce
FIRMAJOYCE M A S
AFILIACIONESBank of England
VERIFICADONo
TOTAL DE OBRAS1
TOTAL DE CITAS7
TOTAL COMO AUTOR1
TOTAL COMO EDITOR0
PRIMER AÑO DE PUBLICACIÓN2012
AÑO MÁS RECIENTE DE PUBLICACIÓN2012
ÍNDICE H1
  • QE and the Gilt Market

    Open Access•Michael Joyce, Michael A S Joyce et al.•ARTICLE•The Economic Journal•2012•Citada por: 7•Referencias: 23

    We examine the impact of the first phase of the Bank of England's quantitative easing (QE) programme during March 2009–January 2010 on the UK government bond (gilt) market, using high‐frequency, disaggregated data on individual gilts. We find that: QE announcements took varying amounts of time to get incorporated into market prices and had significant effects on the shape of the term structure; the Bank's reverse auctions were initially associate…

  • QE and the Gilt Market

    Open Access•Michael Joyce, Michael A S Joyce et al.•ARTICLE•The Economic Journal•2012•Citada por: 7•Referencias: 23

    We examine the impact of the first phase of the Bank of England's quantitative easing (QE) programme during March 2009–January 2010 on the UK government bond (gilt) market, using high‐frequency, disaggregated data on individual gilts. We find that: QE announcements took varying amounts of time to get incorporated into market prices and had significant effects on the shape of the term structure; the Bank's reverse auctions were initially associate…

  • QE and the Gilt Market

    Open Access•Michael Joyce, Michael A S Joyce et al.•ARTICLE•The Economic Journal•2012•Citada por: 7•Referencias: 23

    We examine the impact of the first phase of the Bank of England's quantitative easing (QE) programme during March 2009–January 2010 on the UK government bond (gilt) market, using high‐frequency, disaggregated data on individual gilts. We find that: QE announcements took varying amounts of time to get incorporated into market prices and had significant effects on the shape of the term structure; the Bank's reverse auctions were initially associate…

Bond (1 obras) · Central bank (1 obras) · Common value auction (1 obras) · Economics (1 obras) · Finance (1 obras) · Finance (1 obras) · Fiscal Policies and Political Economy (1 obras) · Government bond (1 obras) · Housing Market and Economics (1 obras) · Interest rate (1 obras)

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