ec372 yc-01 - Source: data taken from Bank of England...

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U NIVERSITY OF E SSEX D EPARTMENT OF E CONOMICS EC372 Economics of Bond and Derivatives markets The UK nominal yield curve 4.00 4.50 5.00 5.50 Spot yields on Gilt edged securities (per cent) 1 5 10 15 20 25 30 35 40 45 50 Years to maturity (on 15 January 2008)
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Unformatted text preview: Source: data taken from Bank of England website: http://www.bankofengland.co.uk/statistics/yieldcurve/index.htm Roy Bailey January 2008...
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