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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

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.
TitleUncovering inflation expectations and risk premiums from internationally integrated financial markets / by Ben Siu Cheong Fung, Scott Mitnick and Eli Remolona.
Series title
  • Working paper 1192-5434 99-6
Publication typeMonograph - View Master Record
Language[English]
FormatPhysical text
Other formatsDigital 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.
  • Résumés en français
Publishing information
  • Ottawa - Ontario : Bank of Canada 1999.
BindingSoftcover
Description30p. : graphs, references, tables ; 28 cm.
ISBN0-662-27771-6
ISSN1192-5434
Catalogue number
  • FB3-2/99-6E
Departmental catalogue number99-6
Subject terms
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