Canadian short-term interest rates and the BAX futures market : an analysis of the impact of volatility on hedging activity and the correlation of returns between markets / by David G. Watt. : FB3-2/97-18E-PDF
This paper analyses how Canadian financial firms manage short-term interest rate risk through the use of BAX futures contracts.--Abstract
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.571664&sl=1
| Ministère/Organisme | Bank of Canada. |
|---|---|
| Titre | Canadian short-term interest rates and the BAX futures market : an analysis of the impact of volatility on hedging activity and the correlation of returns between markets / by David G. Watt. |
| Titre de la série | Bank of Canada working paper1701-939797-18 |
| Type de publication | Série - Voir l'enregistrement principal |
| Langue | [Anglais] |
| Format | Électronique |
| Document électronique | |
| Autres formats offerts | Papier-[Anglais] |
| Note(s) | "This paper analyses how Canadian financial firms manage short-term interest rate risk through the use of BAX futures contracts."--Abstract. The ISBN (0-662-26235-2) and ISSN (1192-5434) for the print edition have been incorrectly copied in this electronic publication. Bibliography. Résumé en français. |
| Information sur la publication | Ottawa - Ontario : Bank of Canada July 1997. |
| Description | 45p.graphs, tables |
| ISSN | 1701-9397 |
| Numéro de catalogue |
|