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
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=9.614101&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 | Working paper1192-543497-18 |
| Type de publication | Série - Voir l'enregistrement principal |
| Langue | [Anglais] |
| Format | Papier |
| Autres formats offerts | Électronique-[Anglais] |
| Note(s) | "This paper analyses how Canadian financial firms manage short-term interest rate risk through the use of BAX futures contracts."--Abstract. Résumés en français |
| Information sur la publication | Ottawa - Ontario : Bank of Canada 1997. |
| Reliure | Softcover |
| Description | 36p. : graphs, references, tables ; 28 cm. |
| ISBN | 0-662-26235-2 |
| ISSN | 1192-5434 |
| Numéro de catalogue |
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