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| 06054nam 2200517za 4500 |
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001 | 9.695916 |
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003 | CaOODSP |
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005 | 20211126112849 |
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007 | cr ||||||||||| |
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008 | 150407|1998||||xxc|||||o f|0| 0 eng d |
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040 | |aCaOODSP|beng |
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043 | |an-cn--- |
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086 | 1 |aFB4-6/1998E-PDF |
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110 | 2 |aBank of Canada. |
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245 | 10|a[Information in financial asset prices] : |h[electronic resource]|b[proceedings of a conference held by the Bank of Canada, May 1998] |
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246 | 3 |aAsset 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 |
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260 | |bBank of Canada |cMay 1998. |
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300 | |a30, 13, 28, 5, 6, 35, 5, 7, 22, 6, 38, 6, 4, 47, 8, 5, 28, 3, 5, 39, 6p.|bgraphs, references, tables |
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500 | |aContents: 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 |
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520 | 3 |aThe 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 |
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590 | |a12-17-Supp|b2012-04-20 |
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690 | 07|aInterest rates|2gcpds |
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690 | 07|aMonetary policy|2gcpds |
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775 | 08|t[La valeur informative des prix des actifs financiers] : |w(CaOODSP)9.640039 |
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776 | 0#|tInformation in financial asset prices : |w(CaOODSP)9.647262 |
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856 | 40|ahttp://publications.gc.ca|qPDF|s248 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-6.pdf |
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856 | 40|ahttp://publications.gc.ca|qPDF|s21 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-19.pdf |
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856 | 40|ahttp://publications.gc.ca|qPDF|s19 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-4.pdf |
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856 | 40|ahttp://publications.gc.ca|qPDF|s40 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-10.pdf |
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856 | 40|ahttp://publications.gc.ca|qPDF|s383 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-14.pdf |
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856 | 40|ahttp://publications.gc.ca|qPDF|s36 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-21.pdf |
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856 | 40|ahttp://publications.gc.ca|qPDF|s128 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-1.pdf |
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856 | 40|ahttp://publications.gc.ca|qPDF|s27 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-8.pdf |
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856 | 40|ahttp://publications.gc.ca|qPDF|s59 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-15.pdf |
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856 | 40|ahttp://publications.gc.ca|qPDF|s47 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-12.pdf |
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856 | 40|ahttp://publications.gc.ca|qPDF|s20 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-16.pdf |
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856 | 40|ahttp://publications.gc.ca|qPDF|s235 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-20.pdf |
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856 | 40|ahttp://publications.gc.ca|qPDF|s151 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-3.pdf |
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856 | 40|ahttp://publications.gc.ca|qPDF|s263 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-17.pdf |
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856 | 40|ahttp://publications.gc.ca|qPDF|s102 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-9.pdf |
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856 | 40|ahttp://publications.gc.ca|qPDF|s288 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-11.pdf |
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856 | 40|ahttp://publications.gc.ca|qPDF|s25 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-5.pdf |
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856 | 40|ahttp://publications.gc.ca|qPDF|s60 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-2.pdf |
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856 | 40|ahttp://publications.gc.ca|qPDF|s12 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-18.pdf |
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856 | 40|ahttp://publications.gc.ca|qPDF|s22 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-7.pdf |
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856 | 40|ahttp://publications.gc.ca|qPDF|s23 KB|uhttps://publications.gc.ca/collections/Collection/FB4-6-1998E-13.pdf |
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