00000nam##2200000za#4500 9.571664 CaOODSP 20211126112844 cr ||||||||||| 150406|1997||||xxc|||||o f|0| 0 eng|d 1701-9397 CaOODSP eng n-cn--- FB3-2/97-18E-PDF Bank of Canada. Canadian short-term interest rates and the BAX futures market : [electronic resource] an analysis of the impact of volatility on hedging activity and the correlation of returns between markets / by David G. Watt. Ottawa - Ontario : Bank of Canada July 1997. 45p. graphs, tables Bank of Canada working paper 1701-9397 97-18 "This paper analyses how Canadian financial firms manage short-term interest rate risk through the use of BAX futures contracts."--Abstract. The ISBN (0-662-26235-2) and ISSN (1192-5434) for the print edition have been incorrectly copied in this electronic publication. Bibliography. This paper analyses how Canadian financial firms manage short-term interest rate risk through the use of BAX futures contracts.--Abstract Résumé en français. 11-19-Supp 2011-09-23 Watt, David G. Canadian short-term interest rates and the BAX futures market : (CaOODSP)9.614101 Working paper (Bank of Canada) 1701-9397 97-18 (CaOODSP)9.504604 http://publications.gc.ca PDF 233 KB https://publications.gc.ca/collections/Collection/FB3-2-97-18E.pdf 97-18