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
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.571708&sl=1
Ministère/Organisme | Bank of Canada. |
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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 |
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Descripteurs | Inflation Interest rates Models |
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