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Michael A S Joyce

Dados Biográficos

ID5734236
NOMEMichael A S Joyce
PRENOMESMichael A S
SOBRENOMEJoyce
ASSINATURAJOYCE M A S
AFILIAÇÕESBank of England
VERIFICADONão
TOTAL DE OBRAS1
TOTAL DE CITAÇÕES7
TOTAL COMO AUTOR1
TOTAL COMO EDITOR0
PRIMEIRO ANO DE PUBLICAÇÃO2012
ANO MAIS RECENTE DE PUBLICAÇÃO2012
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•Referências: 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•Referências: 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•Referências: 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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