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
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. |
|---|---|
| Title | Uncovering inflation expectations and risk premiums from internationally integrated financial markets / by Ben Siu Cheong Fung, Scott Mitnick and Eli Remolona. |
| Series title | Working paper1192-543499-6 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Paper |
| Other formats | Electronic-[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. Résumés en français |
| Publishing information | Ottawa - Ontario : Bank of Canada 1999. |
| Binding | Softcover |
| Description | 30p. : graphs, references, tables ; 28 cm. |
| ISBN | 0-662-27771-6 |
| ISSN | 1192-5434 |
| Catalogue number |
|
| Departmental catalogue number | 99-6 |
| Subject terms | Inflation Interest rates Models |
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