News and the sterling markets

Quarterly Bulletin 1999 Q4
Published on 01 December 1999

By Martin Brooke, Graeme Danton and Richhild Moessner of the Bank’s Gilt-edged and Money Markets Division.

Day by day, items of news about the economy—in the form of data releases and news about policy—are the most significant market-moving events. This article looks over a longer time period than is usually possible in the ‘Markets and operations’ article to answer the following two questions:
          - Which news items tend to move the sterling interest rate markets most?
          - How do different parts of the sterling yield curve respond to news?

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