939 resultados para Emigration and Immigration U.K.
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Mode of access: Internet.
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Latest issue consulted: Rules of May 1, 1917, 5th ed. (Dec. 1920).
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Edited by the author's son, Anton Graf Prokesch von Osten.
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Romanized.
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"Special series no. 11."
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"May 17,1989."
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"January 1992."
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Reprint.
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Current through transmittal memo no. 204, October 12, 1994.
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I model the forward premium in the U.K. gilt-edged market over the period 1982–96 using a two-factor general equilibrium model of the term structure of interest rates. The model permits the decomposition of the forward premium into separate components representing interest rate expectations, the risk premia associated with each of the underlying factors, and terms capturing the direct impact of the variances of the factors on the shape of the forward curve.