A stochastic simulation framework for the government of Canada's debt strategy

DJ Bolder - 2003 - papers.ssrn.com
Debt strategy is defined as the manner in which a government finances an excess of
government expenditures over revenues and any maturing debt issued in previous periods …

Inflation-Linked Bonds for Strategic Asset Allocation

K Ogunc, A Ogunc - Journal of Investment Consulting, 2016 - papers.ssrn.com
If one believes in a more sustained economic recovery in the near term than the more
volatile one we have been witnessing over the past few years, and hence the inherent risk of …

Listing and expiring cash settled on-the-run treasury futures contracts

J Boudreault, J Wiley, F Sturm, J Kronstein… - US Patent …, 2020 - Google Patents
The disclosed embodiments relate to determining a listing date, an expiration date and the
cash settlement price of a futures contract, ie a Treasury Futures, for the delivery of the most …

[PDF][PDF] INVESTMENT CONSULTING

K Ogunc, A Ogunc - 2016 - academia.edu
If one believes in a more sustained economic recovery in the near term than the more
volatile one we have been witnessing over the past few years, and hence the inherent risk of …

[BOOK][B] Interest rate volatilities, the Treasury buybacks and bank funding costs

N Meekaewkunchorn - 2002 - search.proquest.com
The paper investigates the effect of the reduction of the supply of Treasury securities as a
result of soaring budget surpluses in conjunction with the financial turmoil in October 1998 …

[CITATION][C] Document de Travail

Bank of Canada - 2003 - Bank of Canada