G - Financial Economics - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T13:22:03+00:00The Microstructure of Financial Derivatives Markets: Exchange-Traded versus Over-the-Counter
https://www.bankofcanada.ca/1994/03/technical-report-no68/
In this report the author focusses on the microstructure of derivatives markets. While the primary objective is to examine derivatives markets in Canada, the author also discusses certain developments in global derivatives markets that are bound to influence the functioning and development of financial markets in a small, open economy such as Canada's. It is […]1994-03-01T11:20:28+00:00enThe Microstructure of Financial Derivatives Markets: Exchange-Traded versus Over-the-Counter1994-03-01Financial marketsTechnical Report 68 https://www.bankofcanada.ca/wp-content/uploads/2010/01/tr68.pdfThe Microstructure of Financial Derivatives Markets: Exchange-Traded Versus Over-the-counterBrenda González-HermosilloMarch 1994GG1G10Optimum Currency Areas and Shock Asymmetry: A Comparison of Europe and the United States
https://www.bankofcanada.ca/1994/01/working-paper-1994-1/
Since the early 1980s, models based on economic fundamentals have been poor at explaining the movements in the exchange rate (Messe 1990). In response to this problem, Frankel and Froot (1988) developed a model that uses two approaches to forecast the exchange rate: the fundamentalist approach, which bases the forecast on economic fundamentals, and the chartist approach, which bases the forecast on the past behaviour of the exchange rate.1994-01-01T10:37:28+00:00enOptimum Currency Areas and Shock Asymmetry: A Comparison of Europe and the United States1994-01-01Exchange ratesFinancial marketsWorking Paper 1994-1 https://www.bankofcanada.ca/wp-content/uploads/2010/04/wp94-1.pdfOptimum Currency Areas and Shock Asymmetry: A Comparison of Europe and the United States Nick ChamieAlain DeSerresRené LalondeJanuary 1994CC4C40GG1G12