00000nam 2200000za 4500 9.695916 CaOODSP 20211126112849 cr ||||||||||| 150407|1998||||xxc|||||o f|0| 0 eng d CaOODSP eng n-cn--- FB4-6/1998E-PDF Bank of Canada. [Information in financial asset prices] : [electronic resource] [proceedings of a conference held by the Bank of Canada, May 1998] Asset pricing in consumption models : a survey of the literature ; Discussion ; Extraction of expected inflation from Canadian forward rates ; Discussion ; Discussion ; Yield and inflation differentials between Canada and the United States ; Discussion ; Discussion ; Central bank policy, inflation, and stock prices ; Discussion ; Towards a new measure of interest rate expectations in Canada: estimating a time-varying term premium ; Discussion ; Discussion ; The information contents of Canadian dollar futures options ; Discussion ; Discussion ; Confidence intervals and constant-maturity series for probability measures extracted from options prices ; Discussion; Discussion ; Pitfalls and opportunities for the conduct of monetary policy in a world of high-frequency data ; Participants Bank of Canada May 1998. 30, 13, 28, 5, 6, 35, 5, 7, 22, 6, 38, 6, 4, 47, 8, 5, 28, 3, 5, 39, 6p. graphs, references, tables Contents: Asset pricing in consumption models : a survey of the literature / Benoît Carmichael ; Discussion / Jason Wei ; Extraction of expected inflation from Canadian forward rates / Joseph Atta-Mensah and Mingwei Yuan ; Discussion / Arturo Estrella ; Discussion / Angelo Melino ; Yield and inflation differentials between Canada and the United States / Ben Siu Cheong Fung and Eli Remolona ; Discussion / Nicola Anderson ; Discussion / Mark Flood ; Central bank policy, inflation, and stock prices / Ronald Giammarino ; Discussion / William Barker ; Towards a new measure of interest rate expectations in Canada: estimating a time-varying term premium / Toni Gravelle, Philippe Muller and David Stréliski ; Discussion / Mark Chandler ; Discussion / Alan White ; The information contents of Canadian dollar futures options / Alexander Levin, Des McManus and David Watt ; Discussion / Glen Donaldson ; Discussion / Michael Narayan ; Confidence intervals and constant-maturity series for probability measures extracted from options prices / William Melick and Charles Thomas ; Discussion / Jerry Hanweck ; Discussion / Richard Black ; Pitfalls and opportunities for the conduct of monetary policy in a world of high-frequency data / Pierre Siklos ; Participants The conference will begin with a critical review of financial asset-pricing modells, particularly those based on an explicit modelling of investor preferences. From there, it will branch out along two paths: examining techniques that could be used to extract information for setting the strategic course of monetary policy; and discussion models that could be used to obtain information that can help central banks implement monetary policy.--Opening remarks 12-17-Supp 2012-04-20 Interest rates gcpds Monetary policy gcpds [La valeur informative des prix des actifs financiers] : (CaOODSP)9.640039 Information in financial asset prices : (CaOODSP)9.647262 http://publications.gc.ca PDF 248 KB https://publications.gc.ca/collections/Collection/FB4-6-1998E-6.pdf http://publications.gc.ca PDF 21 KB https://publications.gc.ca/collections/Collection/FB4-6-1998E-19.pdf http://publications.gc.ca PDF 19 KB https://publications.gc.ca/collections/Collection/FB4-6-1998E-4.pdf http://publications.gc.ca PDF 40 KB https://publications.gc.ca/collections/Collection/FB4-6-1998E-10.pdf http://publications.gc.ca PDF 383 KB https://publications.gc.ca/collections/Collection/FB4-6-1998E-14.pdf http://publications.gc.ca PDF 36 KB https://publications.gc.ca/collections/Collection/FB4-6-1998E-21.pdf http://publications.gc.ca PDF 128 KB https://publications.gc.ca/collections/Collection/FB4-6-1998E-1.pdf http://publications.gc.ca PDF 27 KB https://publications.gc.ca/collections/Collection/FB4-6-1998E-8.pdf http://publications.gc.ca PDF 59 KB https://publications.gc.ca/collections/Collection/FB4-6-1998E-15.pdf http://publications.gc.ca PDF 47 KB https://publications.gc.ca/collections/Collection/FB4-6-1998E-12.pdf http://publications.gc.ca PDF 20 KB https://publications.gc.ca/collections/Collection/FB4-6-1998E-16.pdf http://publications.gc.ca PDF 235 KB https://publications.gc.ca/collections/Collection/FB4-6-1998E-20.pdf http://publications.gc.ca PDF 151 KB https://publications.gc.ca/collections/Collection/FB4-6-1998E-3.pdf http://publications.gc.ca PDF 263 KB https://publications.gc.ca/collections/Collection/FB4-6-1998E-17.pdf http://publications.gc.ca PDF 102 KB https://publications.gc.ca/collections/Collection/FB4-6-1998E-9.pdf http://publications.gc.ca PDF 288 KB https://publications.gc.ca/collections/Collection/FB4-6-1998E-11.pdf http://publications.gc.ca PDF 25 KB https://publications.gc.ca/collections/Collection/FB4-6-1998E-5.pdf http://publications.gc.ca PDF 60 KB https://publications.gc.ca/collections/Collection/FB4-6-1998E-2.pdf http://publications.gc.ca PDF 12 KB https://publications.gc.ca/collections/Collection/FB4-6-1998E-18.pdf http://publications.gc.ca PDF 22 KB https://publications.gc.ca/collections/Collection/FB4-6-1998E-7.pdf http://publications.gc.ca PDF 23 KB https://publications.gc.ca/collections/Collection/FB4-6-1998E-13.pdf