G12 - Asset Pricing; Trading volume; Bond Interest Rates - Bank of Canada
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2024-03-29T10:01:44+00:00
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A Practical Guide to Swap Curve Construction
https://www.bankofcanada.ca/2000/08/working-paper-2000-17/
The swap market has enjoyed tremendous growth in the last decade. With government issues shrinking in supply and increased price volatilities, the swap term structure has emerged as an alternative pricing, benchmark, and hedging mechanism to the government term structure.
2000-08-08T15:32:10+00:00
en
A Practical Guide to Swap Curve Construction
2000-08-08
Asset pricing
International financial markets
Working Paper 2000-17
https://www.bankofcanada.ca/wp-content/uploads/2010/01/wp00-17.pdf
A Practical Guide to Swap Curve Construction
Uri Ron
August 2000
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G12
G15
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Modelling Risk Premiums in Equity and Foreign Exchange Markets
https://www.bankofcanada.ca/2000/05/working-paper-2000-9/
The observed predictability of excess returns in equity and foreign exchange markets has largely been attributed to the presence of time-varying risk premiums in these markets. For example, excess equity returns were found to be explained by various financial and economic variables.
2000-05-07T16:06:53+00:00
en
Modelling Risk Premiums in Equity and Foreign Exchange Markets
2000-05-07
Exchange rates
Financial markets
Market structure and pricing
Working Paper 2000-9
https://www.bankofcanada.ca/wp-content/uploads/2010/01/wp00-9.pdf
Modelling Risk Premiums in Equity and Foreign Exchange Markets
René Garcia
Maral Kichian
May 2000
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F31
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G12
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