A Summary of the Bank of Canada Conference on Fixed-Income Markets, 3-4 May 2006

Gregory H. Bauer () and Scott Hendry ()

Bank of Canada Review, 2006-2007, vol. 2006-2007, issue Winter, pages 27-36

Abstract: The Bank of Canada's interest in fixed-income markets spans several of its functional areas of responsibility, including monetary policy, funds management, and financial system stability and efficiency. For that reason, the 2006 conference brought together top academics and central bankers from around the world to discuss leading-edge work in the field of fixed-income research. The papers and discussions cover such topics as the efficiency of fixed-income markets, price formation, the determinants of the yield curve, and volatility modelling. This article provides a short summary of each conference paper and the ensuing discussion.

Downloads: (external link)
http://www.bankofcanada.ca/en/review/winter06-07/bauer.pdf full text (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Ordering information: This journal article can be ordered from
Publications Distribution, Bank of Canada, 234 Wellington Street, Ottawa, Ontario, K1A 0G9, Canada
http://www.bank-banq ... ication/pub_res.html

Access Statistics for this article

More articles in Bank of Canada Review from Bank of Canada
Address: 234 Wellington Street, Ottawa, Ontario, K1A 0G9, Canada
Series data maintained by ().