G14 - Information and Market Efficiency; Event Studies - Bank of Canada
https://www.bankofcanada.ca/rss-feeds/
Bank of Canada RSS Feedsen2024-03-28T08:05:12+00:00Do hedge funds support liquidity in the Government of Canada bond market?
https://www.bankofcanada.ca/2023/08/staff-analytical-note-2023-11/
While Government of Canada bond transactions of hedge funds are typically in the opposite direction to those of other market participants, during the peak period of market turmoil in March 2020, hedge funds sold these bonds, just as other market participants did. This shows that hedge funds can at times contribute to one-sided markets and amplify declines in market liquidity.2023-08-01T11:00:33+00:00enDo hedge funds support liquidity in the Government of Canada bond market?2023-08-01BoC–BoE Sovereign Default Database: What’s new in 2023?
https://www.bankofcanada.ca/2023/07/staff-analytical-note-2023-10/
The BoC–BoE database of sovereign debt defaults, published and updated annually by the Bank of Canada and the Bank of England, provides comprehensive estimates of stocks of government obligations in default. The 2023 edition includes a new section about the characteristics of sovereign defaults and provides new visuals showing regional debt in default.2023-07-31T10:00:22+00:00enBoC–BoE Sovereign Default Database: What’s new in 2023?2023-07-31BoC–BoE Sovereign Default Database: Appendix and References
https://www.bankofcanada.ca/2023/07/technical-report-125/
Since 2014, the Bank of Canada (BoC) has maintained a comprehensive database of sovereign defaults to systematically measure and aggregate the nominal value of the different types of sovereign government debt in default. The database is posted on the BoC’s website and is updated annually in partnership with the Bank of England (BoE).2023-07-28T11:13:28+00:00enBoC–BoE Sovereign Default Database: Appendix and References2023-07-28Debt managementDevelopment economicsFinancial stabilityInternational financial marketsTechnical Report 2023-125https://www.bankofcanada.ca/wp-content/uploads/2023/07/tr125.pdfTechnical Report 2023-125David BeersObiageri NdukweAlex CharronJuly 2023FF3F34GG1G10G14G15BoC–BoE Sovereign Default Database: Methodology and Assumptions
https://www.bankofcanada.ca/2023/07/technical-report-124/
The Bank of Canada (BoC), in partnership with the Bank of England (BoE), developed a comprehensive database of sovereign defaults in 2014. The database is posted on the Bank of Canada’s website and updated annually. The BoC–BoE database draws on datasets published by various public and private sector sources. It combines elements of these, together with new information, to develop comprehensive estimates of stocks of government obligations in default.2023-07-28T11:04:38+00:00enBoC–BoE Sovereign Default Database: Methodology and Assumptions2023-07-28Debt managementDevelopment economicsFinancial stabilityInternational financial marketsTechnical Report 2023-124https://www.bankofcanada.ca/wp-content/uploads/2023/07/tr124.pdfTechnical Report 2023-124David BeersObiageri NdukweAlex CharronJuly 2023FF3F34GG1G10G14G15A Review of the Bank of Canada’s Market Operations Related to COVID-19
https://www.bankofcanada.ca/2023/03/staff-discussion-paper-2023-6/
This paper reviews the range of extraordinary programs launched by the Bank of Canada in response to the pandemic-related financial market disruption. It provides some recommendations for future interventions to ensure the programs are appropriately structured for the financial and economic stresses they are intended to address.2023-03-29T12:30:11+00:00enA Review of the Bank of Canada’s Market Operations Related to COVID-192023-03-29Coronavirus disease (COVID-19)Financial marketsFinancial stabilityStaff Discussion Paper 2023-6https://www.bankofcanada.ca/wp-content/uploads/2023/03/sdp2023-6.pdfStaff Discussion Paper 2023-6Grahame JohnsonMarch 2023DD4D47EE4E41E5GG0G01G1G14G2G21G23HH1H12Introducing the Bank of Canada’s Market Participants Survey
https://www.bankofcanada.ca/2023/01/staff-analytical-note-2023-1/
The Market Participants Survey (MPS) gathers financial market participants’ expectations for key macroeconomic and financial variables and for monetary policy. This staff analytical note describes the MPS’s objectives and main features, its process and design, and how Bank of Canada staff use the results.2023-01-30T14:00:34+00:00enIntroducing the Bank of Canada’s Market Participants Survey2023-01-30BoC–BoE Sovereign Default Database: What’s new in 2022?
https://www.bankofcanada.ca/2022/08/staff-analytical-note-2022-11/
The BoC–BoE database of sovereign debt defaults, published and updated annually by the Bank of Canada and the Bank of England, provides comprehensive estimates of stocks of government obligations in default.2022-08-23T10:00:57+00:00enBoC–BoE Sovereign Default Database: What’s new in 2022?2022-08-23BoC–BoE Sovereign Default Database: What’s new in 2021?
https://www.bankofcanada.ca/2021/07/staff-analytical-note-2021-15/
The BoC–BoE database of sovereign debt defaults, published and updated annually by the Bank of Canada and the Bank of England, provides comprehensive estimates of stocks of government obligations in default.2021-07-05T14:00:20+00:00enBoC–BoE Sovereign Default Database: What’s new in 2021?2021-07-05What cured the TSX Equity index after COVID-19?
https://www.bankofcanada.ca/2021/03/staff-analytical-note-2021-3/
The TSX index rose by 9.5 percent in November 2020, adding large gains to an already sharp V-shaped recovery. The economic outlook improved at that time as well. We ask whether the stock market gains since last autumn are due to improving forecasts of firms’ earnings.2021-03-26T14:00:42+00:00enWhat cured the TSX Equity index after COVID-19?2021-03-26COVID-19 Crisis: Lessons Learned for Future Policy Research
https://www.bankofcanada.ca/2021/02/staff-discussion-paper-2021-2/
One year later, we review the events that took place in Canadian fixed-income markets at the beginning of the COVID-19 crisis and propose potential policy research questions for future work.2021-02-24T12:28:17+00:00enCOVID-19 Crisis: Lessons Learned for Future Policy Research2021-02-24Coronavirus disease (COVID-19)Financial marketsMonetary policyStaff Discussion Paper 2021-2https://www.bankofcanada.ca/wp-content/uploads/2021/02/sdp2021-2.pdfCOVID-19 Crisis: Lessons Learned for Future Policy ResearchJean-Sébastien FontaineCorey GarriottJesse JohalJessica LeeAndreas UthemannFebruary 2021DD4D47EE4E41E5GG0G01G1G14G2G20G21G23