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| 01324nam##2200301za#4500 |
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001 | 9.614101 |
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003 | CaOODSP |
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005 | 20211126112847 |
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007 | ta |
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008 | 150406|1997||||xxc||||| f|0| 0 eng|d |
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020 | |a0-662-26235-2 |
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022 | |a1192-5434 |
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040 | |aCaOODSP|beng |
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043 | |an-cn--- |
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086 | 1 |aFB3-2/97-18E |
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110 | 2 |aBank of Canada. |
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245 | 10|aCanadian short-term interest rates and the BAX futures market : |ban analysis of the impact of volatility on hedging activity and the correlation of returns between markets / |cby David G. Watt. |
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260 | |aOttawa - Ontario : |bBank of Canada |c1997. |
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300 | |a36p. : |bgraphs, references, tables ; |c28 cm. |
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490 | 1 |aWorking paper|x1192-5434|v97-18 |
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500 | |a"This paper analyses how Canadian financial firms manage short-term interest rate risk through the use of BAX futures contracts."--Abstract. |
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520 | 3 |aThis paper analyses how Canadian financial firms manage short-term interest rate risk through the use of BAX futures contracts.--Abstract |
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546 | |aRésumés en français |
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563 | |aSoftcover |
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590 | |a97-47|b1997-11-21 |
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720 | 1 |aWatt, David G. |
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776 | 0#|tCanadian short-term interest rates and the BAX futures market : |w(CaOODSP)9.571664 |
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830 | #0|aWorking paper,|x1192-5434|v97-18|w(CaOODSP)9.514622 |
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