000 06054nam  2200517za 4500
0019.695916
003CaOODSP
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008150407|1998||||xxc|||||o    f|0| 0 eng d
040 |aCaOODSP|beng
043 |an-cn---
0861 |aFB4-6/1998E-PDF
1102 |aBank of Canada.
24510|a[Information in financial asset prices] : |h[electronic resource]|b[proceedings of a conference held by the Bank of Canada, May 1998]
2463 |aAsset pricing in consumption models : a survey of the literature ; Discussion ; Extraction of expected inflation from Canadian forward rates ; Discussion ; Discussion ; Yield and inflation differentials between Canada and the United States ; Discussion ; Discussion ; Central bank policy, inflation, and stock prices ; Discussion ; Towards a new measure of interest rate expectations in Canada: estimating a time-varying term premium ; Discussion ; Discussion ; The information contents of Canadian dollar futures options ; Discussion ; Discussion ; Confidence intervals and constant-maturity series for probability measures extracted from options prices ; Discussion; Discussion ; Pitfalls and opportunities for the conduct of monetary policy in a world of high-frequency data ; Participants
260 |bBank of Canada |cMay 1998.
300 |a30, 13, 28, 5, 6, 35, 5, 7, 22, 6, 38, 6, 4, 47, 8, 5, 28, 3, 5, 39, 6p.|bgraphs, references, tables
500 |aContents: Asset pricing in consumption models : a survey of the literature / Benoît Carmichael ; Discussion / Jason Wei ; Extraction of expected inflation from Canadian forward rates / Joseph Atta-Mensah and Mingwei Yuan ; Discussion / Arturo Estrella ; Discussion / Angelo Melino ; Yield and inflation differentials between Canada and the United States / Ben Siu Cheong Fung and Eli Remolona ; Discussion / Nicola Anderson ; Discussion / Mark Flood ; Central bank policy, inflation, and stock prices / Ronald Giammarino ; Discussion / William Barker ; Towards a new measure of interest rate expectations in Canada: estimating a time-varying term premium / Toni Gravelle, Philippe Muller and David Stréliski ; Discussion / Mark Chandler ; Discussion / Alan White ; The information contents of Canadian dollar futures options / Alexander Levin, Des McManus and David Watt ; Discussion / Glen Donaldson ; Discussion / Michael Narayan ; Confidence intervals and constant-maturity series for probability measures extracted from options prices / William Melick and Charles Thomas ; Discussion / Jerry Hanweck ; Discussion / Richard Black ; Pitfalls and opportunities for the conduct of monetary policy in a world of high-frequency data / Pierre Siklos ; Participants
5203 |aThe conference will begin with a critical review of financial asset-pricing modells, particularly those based on an explicit modelling of investor preferences. From there, it will branch out along two paths: examining techniques that could be used to extract information for setting the strategic course of monetary policy; and discussion models that could be used to obtain information that can help central banks implement monetary policy.--Opening remarks
590 |a12-17-Supp|b2012-04-20
69007|aInterest rates|2gcpds
69007|aMonetary policy|2gcpds
77508|t[La valeur informative des prix des actifs financiers] : |w(CaOODSP)9.640039
7760#|tInformation in financial asset prices : |w(CaOODSP)9.647262
85640|ahttp://publications.gc.ca|qPDF|s248 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-6.pdf
85640|ahttp://publications.gc.ca|qPDF|s21 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-19.pdf
85640|ahttp://publications.gc.ca|qPDF|s19 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-4.pdf
85640|ahttp://publications.gc.ca|qPDF|s40 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-10.pdf
85640|ahttp://publications.gc.ca|qPDF|s383 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-14.pdf
85640|ahttp://publications.gc.ca|qPDF|s36 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-21.pdf
85640|ahttp://publications.gc.ca|qPDF|s128 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-1.pdf
85640|ahttp://publications.gc.ca|qPDF|s27 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-8.pdf
85640|ahttp://publications.gc.ca|qPDF|s59 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-15.pdf
85640|ahttp://publications.gc.ca|qPDF|s47 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-12.pdf
85640|ahttp://publications.gc.ca|qPDF|s20 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-16.pdf
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