Canadian short-term interest rates and the BAX futures market
Subtitle: analysis of the impact of volatility on hedging activity and the correlation of returns between markets
By: David G. Watt.
Contributors: Bank of Canada.
Series: Working paper / Bank of Canada -- 97-18; Working paper (Bank of Canada) -- 97-18.
Publisher: Bank of Canada
Published: 1997
Place of publication: Ottawa
Language: eng
Number of pages: 36
Notes: Distributed by the Government of Canada Depository Services Program.