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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Department/Agency | Bank of Canada. |
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Title | Uncovering inflation expectations and risk premiums from internationally integrated financial markets / by Ben Siu Cheong Fung, Scott Mitnick and Eli Remolona. |
Series title | Bank of Canada working paper1701-939799-6 |
Publication type | Series - View Master Record |
Language | [English] |
Format | Electronic |
Electronic document | |
Other formats | Paper-[English] |
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. |
Publishing information | Ottawa - Ontario : Bank of Canada May 1999. |
Description | 39p.graphs, references, tables |
ISSN | 1701-9397 |
Catalogue number |
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Subject terms | Inflation Interest rates Models |
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