Uncovering inflation expectations and risk premiums from internationally integrated financial markets / by Ben Siu Cheong Fung, Scott Mitnick and Eli Remolona. : FB3-2/99-6E-PDF

In this paper, we propose an approach to extracting information about inflation expectations and inflation-risk premiums by exploiting both the comovements among interest rates across the yield curve and the comovements among those interest rates between two countries, Canada and the United States.--Page 1

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Publication information
Department/Agency Bank of Canada.
Title Uncovering inflation expectations and risk premiums from internationally integrated financial markets / by Ben Siu Cheong Fung, Scott Mitnick and Eli Remolona.
Series title Bank of Canada working paper1701-939799-6
Publication type Series - View Master Record
Language [English]
Format Electronic
Electronic document
Other formats Paper-[English]
Note(s) "In this paper, we propose an approach to extracting information about inflation expectations and inflation-risk premiums by exploiting both the comovements among interest rates across the yield curve and the comovements among those interest rates between two countries, Canada and the United States."--Page 1.
Incorrect ISBN (0-662-2771-6) printed in this publication. The ISSN (1192-5434) for the print edition has been incorrectly copied in this electronic publication.
Résumé en français.
Publishing information Ottawa - Ontario : Bank of Canada May 1999.
Description 39p.graphs, references, tables
ISSN 1701-9397
Catalogue number
  • FB3-2/99-6E-PDF
Subject terms Inflation
Interest rates
Models
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