000	00000nam##2200000za#4500
001	9.614985
003	CaOODSP
005	20211126112847
007	ta
008	150406|1999||||xxc|||||     f|0| 0 eng|d
020	|a0-662-28308-2
022	|a1192-5434
040	|aCaOODSP|beng
043	|an-cn---
086	1 |aFB3-2/99-18E
110	2 |aBank of Canada.
245	10|aEstimating one-factor models of short-term interest rates / |cby Des McManus and David Watt.
260	|aOttawa - Ontario : |bBank of Canada |c1999.
300	|a36p. : |bgraphs, tables ; |c28 cm.
490	1 |aWorking paper|x1192-5434|v99-18
500	|a"The main goal of this paper is to determine if Canadian short-term interest rates can be adequately modelled using a one-factor model. For comparative purposes, the appropriateness of one-factor models for the U.S. short-term interest rate is also investigated. Attention is focused on the class of one-factor models proposed by CKLS (Chan, Karolyi, Longstaff, and Sanders (1992)) that includes a wide range of notable one-factor models, though the class does not encompass all possible one-factor models."--Page 2.
504	|aBibliography.
520	3 |aThe main goal of this paper is to determine if Canadian short-term interest rates can be adequately modelled using a one-factor model. For comparative purposes, the appropriateness of one-factor models for the U.S. short-term interest rate is also investigated. Attention is focused on the class of one-factor models proposed by CKLS (Chan, Karolyi, Longstaff, and Sanders (1992)) that includes a wide range of notable one-factor models, though the class does not encompass all possible one-factor models.--Page 2
546	|aRésumés en français
563	|aSoftcover
590	|a99-48|b1999-12-03
690	07|aInterest rates|2gcpds
690	07|aModels|2gcpds
720	1 |aMcManus, Des
720	1 |aWatt, David
776	0#|tEstimating one-factor models of short-term interest rates / |w(CaOODSP)9.571702
830	#0|aWorking paper,|x1192-5434|v99-18|w(CaOODSP)9.514622