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La reaction du marche financier face a differentes sources de signal de la politique monetaire au Canada. (The Financial Market's Reaction to Different Signals of Monetary Policy in Canada. With English summary.)

Author

Listed:
  • Alain Paquet
  • Thierry Perez

Abstract

This paper tests the effects of three possible signals of Canadian monetary policy on Canadian interest rates. From January 1987 to August 1994 Canadian interest rates are not significantly affected by two of these signals. Changes in the overnight mostcall rate induce a significant impact on assets whose maturity is six months or less. However, for all assests considered with a maturity of three months or more, changes in U.S. interest rates have a more important contribution than that of Canadian monetary policy.

Suggested Citation

  • Alain Paquet & Thierry Perez, 1995. "La reaction du marche financier face a differentes sources de signal de la politique monetaire au Canada. (The Financial Market's Reaction to Different Signals of Monetary Policy in Canada. With Engli," Canadian Journal of Economics, Canadian Economics Association, vol. 28(4a), pages 808-821, November.
    • Handle: RePEc:cje:issued:v:28:y:1995:i:4a:p:808-21
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