Research - Bank of Canada
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2024-03-29T08:16:42+00:00
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An Intraday Analysis of the Effectiveness of Foreign Exchange Intervention
https://www.bankofcanada.ca/1999/02/working-paper-1999-4/
This paper assesses the effectiveness of Canada's official foreign exchange intervention in moderating intraday volatility of the Can$/US$ exchange rate, using a 2-1/2-year sample of 10-minute exchange rate data. The use of high frequency data (higher than daily frequency) should help in assessing the impact of intervention since the foreign exchange market is efficient and […]
1999-02-03T11:00:36+00:00
en
An Intraday Analysis of the Effectiveness of Foreign Exchange Intervention
1999-02-03
Exchange rates
Financial markets
Working Paper 1999-4
https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp99-4.pdf
An Intraday Analysis of the Effectiveness of Foreign Exchange Intervention
Neil Beattie
Jean-François Fillion
February 1999
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Yield Curve Modelling at the Bank of Canada
https://www.bankofcanada.ca/1999/02/technical-report-no84/
The primary objective of this paper is to produce a framework that could be used to construct a historical data base of zero-coupon and forward yield curves estimated from Government of Canada securities' prices.
1999-02-01T15:28:45+00:00
en
Yield Curve Modelling at the Bank of Canada
1999-02-01
Economic models
Technical Report 84
https://www.bankofcanada.ca/wp-content/uploads/2010/01/tr84.pdf
Yield Curve Modelling at the Bank of Canada
David Bolder
David Stréliski
February 1999