Abstract
To many, government bonds and securities are examples of the simplest fixed-income investments. We’ve introduced them after our discussion of LIBOR and the interest rate curve because it’s really useful to understand how they operate in relation to standard interest rate markets. Indeed, it’s typical for the term ‘yield curve’ to refer not to an interest rate model, but to a simple chart of government bond yields.
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Further reading
Choudhry, M. (2002) The Repo Handbook. Butterworth-Heinemann.
Duffie, D. (1996) ‘Special Repo Rates’, Journal of Finance. 493–525.
Place, J. (2000) Basic Bond Analysis (Handbooks in Central Banking no. 20). London: Bank of England.
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© 2013 Andrew Sutherland and Jason Court
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Sutherland, A., Court, J. (2013). Government Bonds. In: The Front Office Manual. Global Financial Markets. Palgrave Macmillan, London. https://doi.org/10.1057/9781137030696_9
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DOI: https://doi.org/10.1057/9781137030696_9
Publisher Name: Palgrave Macmillan, London
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