The information content of Canadian dollar futures options

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Bibliographische Detailangaben
Veröffentlicht in:	Information in financial asset prices
1. Verfasser:	Levin, Alexander (VerfasserIn)
Weitere Verfasser:	MacManus, Des (VerfasserIn), Watt, David G. (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	1999
Schlagworte:	Währungsderivat > Optionspreistheorie > Kanada > Aufsatz im Buch
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Titel	Jahr	Verfasser
Extraction of expected inflation from Canadian forward rates	1999	Atta-Mensah, Joseph
Towards a new measure of interest rate expectations in Canada : estimating a time-varying term premium	1999	Gravelle, Toni
Pitfalls and opportunities for the conduct of monetary policy in a world of high-frequency data	1999	Siklos, Pierre L.
Asset pricing in consumption models : a survey of the literature	1999	Carmichael, Benoît
Yield and inflation differentials between Canada and the United States	1999	Fung, Ben Siu-cheong
Central bank policy, inflation, and stock prices	1999	Giammarino, Ronald P. M.
The information content of Canadian dollar futures options	1999	Levin, Alexander
Confidence intervals and constant-maturity series for probability measures extracted from options prices	1999	Melick, William Robert