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. |
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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 |
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