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| 02151nam##2200361za#4500 |
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| 001 | 9.571708 |
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| 003 | CaOODSP |
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| 005 | 20211126112845 |
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| 007 | cr ||||||||||| |
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| 008 | 150406|1999||||xxc|||||o f|0| 0 eng|d |
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| 022 | |a1701-9397 |
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| 040 | |aCaOODSP|beng |
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| 043 | |an-cn--- |
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| 086 | 1 |aFB3-2/99-6E-PDF |
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| 110 | 2 |aBank of Canada. |
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| 245 | 10|aUncovering inflation expectations and risk premiums from internationally integrated financial markets / |h[electronic resource]|cby Ben Siu Cheong Fung, Scott Mitnick and Eli Remolona. |
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| 260 | |aOttawa - Ontario : |bBank of Canada |cMay 1999. |
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| 300 | |a39p.|bgraphs, references, tables |
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| 490 | 1 |aBank of Canada working paper|x1701-9397|v99-6 |
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| 500 | |a"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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| 500 | |aIncorrect 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. |
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| 520 | 3 |aIn 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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| 546 | |aRésumé en français. |
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| 590 | |a11-20-Supp|b2011-09-29 |
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| 690 | 07|aInflation|2gcpds |
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| 690 | 07|aInterest rates|2gcpds |
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| 690 | 07|aModels|2gcpds |
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| 720 | 1 |aSiu Cheong Fung, Ben |
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| 720 | 1 |aMitnick, Scott |
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| 720 | 1 |aRemolona, Eli |
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| 776 | 0#|tUncovering inflation expectations and risk premiums from internationally integrated financial markets / |w(CaOODSP)9.614796 |
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| 830 | #0|aWorking paper (Bank of Canada)|x1701-9397|v99-6|w(CaOODSP)9.504604 |
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| 856 | 40|ahttp://publications.gc.ca|qPDF|s194 KB|uhttps://publications.gc.ca/collections/Collection/FB3-2-99-6E.pdf|y99-6 |
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