1.
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wp04-48
An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates
Bolder, David ; Metzler, Adam ; Johnson, Grahame
Zero-coupon interest rates are the fundamental building block of fixed-income mathematics, and as such have an extensive number of applications in both finance and econom[...]
2004 | Text | Staff Working Paper - Document de travail du personnel |
Notice détaillée - Notices similaires
2.
PDF
dp07-2-e
Implications of New Accounting Standards for the Bank of Canada's Balance Sheet
Zelmer, Mark ; Johnson, Grahame
The Canadian Institute of Chartered Accountants (CICA) has implemented new accounting standards for the valuation and reporting of financial instruments. They are effecti[...]
2007 | Text | Staff Discussion Paper - Document d’analyse du personnel |
Notice détaillée - Notices similaires
3.
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wp03-26
Measuring Interest Rate Expectations in Canada
Johnson, Grahame
Financial market expectations regarding future policy actions by the Bank of Canada are an important input into the Bank's decision-making process, and they can be measur[...]
2003 | Text | Staff Working Paper - Document de travail du personnel |
Notice détaillée - Notices similaires