Volatility transmission between foreign exchange and money markets
By: by Shafiq K. Ebrahim.
Contributors: Bank of Canada.
Series: Bank of Canada working paper -- 2000-16; Working paper (Bank of Canada) -- 2000-16.
Publisher: Bank of Canada
Published: 2000
Place of publication: Ottawa, Ont
Language: eng
Number of pages: 42
Subjects: Foreign exchange.; Money market.
Notes: "August 2000."

Includes bibliographical references (p. 40-42).

Includes abstract in French.