Canadian short-term interest rates and the BAX futures market : analysis of the impact of volatility on hedging activity and the correlation of returns between markets

Canadian short-term interest rates and the BAX futures market : analysis of the impact of volatility on hedging activity and the correlation of returns between markets /

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Bibliographic Details
Main Author: Watt, David G.
Corporate Author: Bank of Canada
Format: Book
Language:English
Published: Ottawa : Bank of Canada, 1997.
Series:Working paper (Bank of Canada) ; 97-18.
Subjects:
Interest rate futures > Canada > Econometric models.
Interest rate risk > Canada > Econometric models.
Hedging (Finance) > Econometric models.
Financial futures > Canada > Econometric models.
Description
Item Description:Distributed by the Government of Canada Depository Services Program.
Physical Description:36 pages : illustrations ; 28 cm.
Bibliography:Bibliography: pages 16-17.
ISBN:0662262352

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