David Watt - Dernières parutions - Banque du Canada
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https://www.banqueducanada.ca/1997/07/document-travail-1997-18/
La présente étude analyse la façon dont les entreprises financières canadiennes gèrent le risque de taux d'intérêt à court terme par l'entremise de contrats BAX.1997-07-01T12:44:43+00:00enCanadian Short-Term Interest Rates and the BAX Futures Market: Analysis of the Impact of Volatility on Hedging Activity and the Correlation of Returns between Markets1997-07-01Marchés financiersTaux d'intérêtWorking Paper 1997-18https://www.banqueducanada.ca/wp-content/uploads/2010/05/wp97-18.pdfCanadian Short-Term Interest Rates and the BAX Futures Market: An Analysis of the Impact of Volatility on Hedging Activity and the Correlation of Returns between Markets.David WattJuillet 1997EE4E43