000 01890nam##2200373za#4500
0019.614796
003CaOODSP
00520211126112847
007ta
008150406|1999||||xxc|||||     f|0| 0 eng|d
020 |a0-662-27771-6
022 |a1192-5434
040 |aCaOODSP|beng
043 |an-cn---
0861 |aFB3-2/99-6E
1102 |aBank of Canada.
24510|aUncovering inflation expectations and risk premiums from internationally integrated financial markets / |cby Ben Siu Cheong Fung, Scott Mitnick and Eli Remolona.
260 |aOttawa - Ontario : |bBank of Canada |c1999.
300 |a30p. : |bgraphs, references, tables ; |c28 cm.
4901 |aWorking paper|x1192-5434|v99-6
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.
5203 |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
546 |aRésumés en français
563 |aSoftcover
590 |a99-20|b1999-05-21
69007|aInflation|2gcpds
69007|aInterest rates|2gcpds
69007|aModels|2gcpds
7201 |aSiu Cheong Fung, Ben
7201 |aMitnick, Scott
7201 |aRemolona, Eli
7760#|tUncovering inflation expectations and risk premiums from internationally integrated financial markets / |w(CaOODSP)9.571708
830#0|aWorking paper,|x1192-5434|v99-6|w(CaOODSP)9.514622