A special paper for important letters - how is it called?

MoneySavingExpert.com has just posted the following message with the title A special paper for important letters - how is it called?.

It is a nice tradition here in Britain to use a special paper for important letters. It is thicker and slightly different color. I need to buy some but what should I type in google? P.S. English is not my first language so apologies if the question sounds silly :) P.P.S. Imagine you are going to write a letter to Her Majesty. What sort of paper will you use?

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