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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

Permanent link to this Catalogue record:
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Publication information
Department/Agency
  • Bank of Canada.
TitleUncovering 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 paper 1701-9397 99-6
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Other formatsPhysical text-[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.
Description39p.graphs, references, tables
ISSN1701-9397
Catalogue number
  • FB3-2/99-6E-PDF
Subject terms
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