Narrow search
Showing 1 - 10 of 7,305
Cover Image
What drives provincial-Canada yield spreads?
Booth, Laurence D.; Georgopoulos, George; Hejazi, Walid - In: The Canadian journal of economics 40 (2007) 3, pp. 1008-1032
Persistent link: https://www.econbiz.de/10003549552
Cover Image
A test of the market efficiency hypothesis with an application to Canadian treasury bill yields
Park, Soo-bin - 1999
Persistent link: https://www.econbiz.de/10001387168
Cover Image
The Canadian treasury bill auction and the term structure of interest rates
Godbout, Lise; Storer, Paul A.; Zimmermann, Christian - In: Journal of banking & finance 26 (2002) 6, pp. 1165-1179
Persistent link: https://www.econbiz.de/10001670770
Cover Image
International capital markets and foreign exchange risk
Brennan, Michael J.; Xia, Yihong - In: The review of financial studies 19 (2006) 3, pp. 753-795
Persistent link: https://www.econbiz.de/10003358382
Cover Image
International bond market cointegration using regime switching techniques
Davies, Andrew - In: The journal of fixed income 16 (2007) 4, pp. 69-80
Persistent link: https://www.econbiz.de/10003457029
Cover Image
Short and long run tests of the Fisher hypothesis
Shrestha, Keshab; Chen, Sheng-syan - In: Advances in financial planning and forecasting 9 (2000), pp. 243-251
Persistent link: https://www.econbiz.de/10001614726
Cover Image
The U.S. Treasury Premium
Du, Wenxin; Im, Joanne; Schreger, Jesse - 2017
Persistent link: https://www.econbiz.de/10011738693
Cover Image
Price discovery in Canadian and US 10-year government bond markets
Campbell, Bryan (contributor); Hendry, Scott (contributor) - 2007
This paper presents some new results on the price discovery process in both the Canadian and U.S. 10-year Government bond markets using high-frequency data not previously analyzed. Using techniques introduced by Hasbrouck (1995) and Gonzalo-Granger (1995), we look at the relative information...
Persistent link: https://www.econbiz.de/10003560539
Cover Image
A new look at hedging with derivatives : will firms reduce market risk exposure?
Bali, Turan G.; Hume, Susan R.; Martell, Terrence F. - In: The journal of futures markets 27 (2007) 11, pp. 1053-1083
Persistent link: https://www.econbiz.de/10003627056
Cover Image
Derivative prices from interest rate models : results for Canada, Hong Kong, and United States
Nowman, Kalid Ben; Sorwar, Ghulam - In: International review of financial analysis 14 (2005) 4, pp. 428-438
Persistent link: https://www.econbiz.de/10003117478