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Basic principles
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Money markets
- Loans of less than a year
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Bond markets
- Loans with maturity longer than a year
- Same principles of valuation apply to both
- A bill or a bond is a contract to pay a fixed sum of money in the future so the current price determines the yield on the bond
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Yield on a multi period bond (yield to maturity or redemption yield) depends on three main factors
- Price of the bond
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Payments made
- Coupon
- Maturity value
- Time to maturity
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In order to know how prices change as yields alter we use a formula known as the Macaulay Duration (D) which is a weighted average of coupon payments
- http://en.wikipedia.org/wiki/Bond_duration#Macaulay_duration
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Background to bond market
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Types of bond
- Government. By far the largest part of the market
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Corporate bonds
- Big in the US. Because of Glass Steagall and state based banking system until the nineties.
- Increased in eye eighties because of. The junk bond phenomenon
- Increasedmore recently in Europe with advent of the Euro and national banks were less able to finance Trans-continental borrowing
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Term structure of interest rates
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Different theories
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Expectations theory: value is average of all years' returns to maturity
- Doesn't price in any risk changing in the period of bond
- Relies on notion that short. And long are perfect substitutes
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Liquidity preference theory: that there is a preference for shorter than longer maturity bonds
- Buyers will demand a liquidity premium as maturity badges increase
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Preferred habitat theory: not everyone prefers short over long.
- So though the is a single market for short and long term bonds, different players prefer different time scales on that spectrum.
- Reflected by different maturity dates in gilt. Issues (few gilts issues in 5-15 year. Maturity)
- Segmentation theory: there a effectively different markets with different players and own patterns of supply and demand
- Yield curves
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Testing the term structure
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Most empirical tests start with testing the expectations theory
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Most influential early tests were those by Meiselman who used a model of adaptive expectations
- Approach was to compare actual rates with forecast rates and see whether rates changed when there was a forecasting error
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From late 70s onwards the focus shifted to models of rational expectations
- Key work in this area by Robert Shiller
- Shiller's results
- Shiller found that the bond market appeared to be out efficient and that expectations theory worked quite wel
- However,