Research - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T11:08:17+00:00Une analyse empirique du lien entre la productivité et le taux de change réel Canada-É-U
https://www.bankofcanada.ca/2000/11/working-paper-2000-22/
The relative productivity gap between Canada and the United States is a controversial subject matter. One argument especially contentious in this debate stems from the belief that the gradual depreciation of the Canadian dollar over the last 20 years has been one of the determinants of the productivity gap.2000-11-08T16:14:44+00:00frUne analyse empirique du lien entre la productivité et le taux de change réel Canada-É-U2000-11-08Working Paper 2000-22https://www.bankofcanada.ca/wp-content/uploads/2010/01/wp00-22.pdfUne analyse empirique du lien entre la productivité et le taux de change réel Canada-É-UDavid DupuisDavid TessierNovember 2000Steps in Applying Extreme Value Theory to Finance: A Review
https://www.bankofcanada.ca/2000/11/working-paper-2000-20/
Extreme value theory (EVT) has been applied in fields such as hydrology and insurance. It is a tool used to consider probabilities associated with extreme and thus rare events. EVT is useful in modelling the impact of crashes or situations of extreme stress on investor portfolios.2000-11-08T15:54:29+00:00enSteps in Applying Extreme Value Theory to Finance: A Review2000-11-08Financial marketsWorking Paper 2000-20 https://www.bankofcanada.ca/wp-content/uploads/2010/01/wp00-20.pdfSteps in Applying Extreme Value Theory to Finance: A ReviewYounes BensalahNovember 2000CC0C4C5GG1