Uncovering inflation expectations and risk premiums from internationally integrated financial markets / by Ben Siu Cheong Fung, Scott Mitnick and Eli Remolona.  : FB3-2/99-6E-PDF

In this paper, we propose an approach to extracting information about inflation expectations and inflation-risk premiums by exploiting both the comovements among interest rates across the yield curve and the comovements among those interest rates between two countries, Canada and the United States.--Page 1

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Renseignements sur la publication
Ministère/Organisme Bank of Canada.
Titre Uncovering inflation expectations and risk premiums from internationally integrated financial markets / by Ben Siu Cheong Fung, Scott Mitnick and Eli Remolona.
Titre de la série Bank of Canada working paper1701-939799-6
Type de publication Série - Voir l'enregistrement principal
Langue [Anglais]
Format Électronique
Document électronique
Autres formats offerts Papier-[Anglais]
Note(s) "In this paper, we propose an approach to extracting information about inflation expectations and inflation-risk premiums by exploiting both the comovements among interest rates across the yield curve and the comovements among those interest rates between two countries, Canada and the United States."--Page 1.
Incorrect ISBN (0-662-2771-6) printed in this publication. The ISSN (1192-5434) for the print edition has been incorrectly copied in this electronic publication.
Résumé en français.
Information sur la publication Ottawa - Ontario : Bank of Canada May 1999.
Description 39p.graphs, references, tables
ISSN 1701-9397
Numéro de catalogue
  • FB3-2/99-6E-PDF
Descripteurs Inflation
Interest rates
Models
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