Maral Shamloo - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T02:03:36+00:00Quantitative Easing and Long‐Term Yields in Small Open Economies
https://www.bankofcanada.ca/2017/07/staff-working-paper-2017-26/
We compare the Federal Reserve’s asset purchase programs with those implemented by the Bank of England and the Swedish Riksbank, and the Swiss National Bank’s reserve expansion program.2017-07-19T12:56:30+00:00enQuantitative Easing and Long‐Term Yields in Small Open Economies2017-07-19Financial marketsInterest ratesMonetary policyStaff Working Paper 2017-26https://www.bankofcanada.ca/wp-content/uploads/2017/07/swp2017-26.pdfQuantitative Easing and Long‐Term Yields in Small Open EconomiesAntonio Diez de los RiosMaral ShamlooJuly 2017EE4E43E5E52E58GG1G12Limits to Arbitrage and Deviations from Covered Interest Rate Parity
https://www.bankofcanada.ca/2016/02/staff-discussion-paper-2016-4/
We document an increase in deviations from short-term covered interest rate parity (CIP) in the first half of 2015. Since the Swiss National Bank’s (SNB) decision to abandon its minimum exchange rate policy, both the magnitude and volatility of deviations from CIP have increased across several currency pairs. The effect is particularly pronounced for pairs involving the Swiss franc.2016-02-08T12:14:14+00:00enLimits to Arbitrage and Deviations from Covered Interest Rate Parity2016-02-08Exchange ratesInternational financial marketsStaff Discussion Paper 2016-4https://www.bankofcanada.ca/wp-content/uploads/2016/02/sdp2016-4.pdfLimits to Arbitrage and Deviations from Covered Interest Rate ParityJames PinningtonMaral ShamlooFebruary 2016FF3F31GG1G15