G15 - International Financial Markets - Bank of Canada
https://www.bankofcanada.ca/rss-feeds/
Bank of Canada RSS Feedsen2024-03-29T13:54:16+00:00Uncovering Inflation Expectations and Risk Premiums From Internationally Integrated Financial Markets
https://www.bankofcanada.ca/1999/05/working-paper-1999-6/
Theory and empirical evidence suggest that the term structure of interest rates reflects risk premiums as well as market expectations about future inflation and real interest rates. We propose an approach to extracting such premiums and expectations by exploiting both the comovements among interest rates across the yield curve and between two countries, Canada and […]1999-05-03T11:35:10+00:00enUncovering Inflation Expectations and Risk Premiums From Internationally Integrated Financial Markets1999-05-03Financial marketsInflation and pricesInterest ratesInternational topicsWorking Paper 1999-6 https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp99-6.pdfUncovering Inflation Expectations and Risk Premiums From Internationally Integrated Financial MarketsBen FungScott MitnickEli RemolonaMay 1999EE4E43GG1G12G15