ANTICIPATION OF MONETARY POLICY IN UK FINANCIAL MARKETS….Image.Marked.pdfVIP

ANTICIPATION OF MONETARY POLICY IN UK FINANCIAL MARKETS Peter Lildholdt∗ and Anne Vila Wetherilt ∗∗ ∗ E-mail: Peter.Lildholdt@bankofengland.co.uk ∗∗ E-mail: Anne.Vila-Wetherilt@bankofengland.co.uk Comments from Roger Clews, Mark Salmon, Peter Sinclair and seminar participants at the Bank of England are gratefully acknowledged. This paper represents the views and analysis of the authors and should not be thou