G - Financial Economics - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T13:18:52+00:00Estimating Settlement Risk and the Potential for Contagion in Canada's Automated Clearing Settlement System
https://www.bankofcanada.ca/2002/12/working-paper-2002-41/
Payments systems operate virtually unnoticed in our daily lives and yet are crucial to a wellfunctioning economy and financial system.2002-12-01T16:54:35+00:00enEstimating Settlement Risk and the Potential for Contagion in Canada's Automated Clearing Settlement System2002-12-01Financial institutionsPayment clearing and settlement systemsWorking Paper 2002-41 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-41.pdfEstimating Settlement Risk and the Potential for Contagion in Canada’s Automated Clearing Settlement SystemCarol Ann NorthcottDecember 2002EE4E44GG2G21The Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro Area
https://www.bankofcanada.ca/2002/11/working-paper-2002-35/
This paper reviews both the theoretical and empirical literature on the impact of common currencies on financial markets and evaluates the first three years of experience with Economic and Monetary Union (EMU).2002-11-01T14:44:46+00:00enThe Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro Area2002-11-01Exchange rate regimesFinancial marketsWorking Paper 2002-35 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-35.pdfThe Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro AreaLiliane KarlingerNovember 2002EE4E44FF2F21F3F36GG1G15How Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk?
https://www.bankofcanada.ca/2002/11/working-paper-2002-34/
This paper examines the daily hedging and risk-management practices of financial intermediaries in the Canadian foreign exchange (FX) market.2002-11-01T14:34:09+00:00enHow Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk?2002-11-01Financial institutionsFinancial marketsMarket structure and pricingWorking Paper 2002-34 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-34.pdfHow Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk?Chris D'SouzaNovember 2002FF3F31GG1G14G2G21Alternative Trading Systems: Does One Shoe Fit All?
https://www.bankofcanada.ca/2002/11/working-paper-2002-33/
This paper examines the factors that lead liquidity-motivated investors to choose the type of market structure they prefer.2002-11-01T13:55:35+00:00enAlternative Trading Systems: Does One Shoe Fit All?2002-11-01Financial marketsWorking Paper 2002-33 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-33.pdfAlternative Trading Systems: Does One Shoe Fit All?Nicolas AudetToni GravelleJing YangNovember 2002GG1G10G14G18Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada
https://www.bankofcanada.ca/2002/10/working-paper-2002-29/
This paper continues the work started by Bolder and Stréliski (1999) and considers two alternative classes of models for extracting zero-coupon and forward rates from a set of observed Government of Canada bond and treasury-bill prices.2002-10-01T12:03:37+00:00enExponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada2002-10-01Econometric and statistical methodsFinancial marketsInterest ratesWorking Paper 2002-29 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-29.pdfExponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of CanadaDavid BolderScott GusbaOctober 2002CC0C6EE4GG1Financial Structure and Economic Growth: A Non-Technical Survey
https://www.bankofcanada.ca/2002/09/working-paper-2002-24/
There is a large body of literature that studies the relationship between financial structure (that is, the degree to which the financial system is either market- or intermediary-based) and long-run economic growth.2002-09-01T10:35:55+00:00enFinancial Structure and Economic Growth: A Non-Technical Survey2002-09-01Development economicsEconomic modelsFinancial institutionsFinancial marketsFinancial servicesWorking Paper 2002-24 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-24.pdfFinancial Structure and Economic Growth: A Non-Technical SurveyVeronika DolarCésaire MehSeptember 2002FF3F36GG0G00G1G14G2G21KK2K22OO1O16The Financial Services Sector: An Update on Recent Developments
https://www.bankofcanada.ca/2002/08/technical-report-no91/
The Canadian financial industry continues to experience significant changes. This report provides an update on recent developments and re-examines a number of issues facing financial service providers that were identified in Technical Report No. 82.2002-08-01T09:26:26+00:00enThe Financial Services Sector: An Update on Recent Developments2002-08-01Financial institutionsFinancial servicesTechnical Report 91 https://www.bankofcanada.ca/wp-content/uploads/2010/01/tr91.pdfThe Financial Services Sector: An Update on Recent Developments Charles FreedmanClyde GoodletAugust 2002GG2A Market Microstructure Analysis of Foreign Exchange Intervention in Canada
https://www.bankofcanada.ca/2002/06/working-paper-2002-16/
This paper clarifies the role and the impact of foreign exchange dealers in the relationship between foreign exchange intervention and nominal exchange rates using a unique dataset that disaggregates trades by dealer and by type of trade.2002-06-01T13:51:37+00:00enA Market Microstructure Analysis of Foreign Exchange Intervention in Canada2002-06-01Exchange ratesFinancial institutionsFinancial marketsWorking Paper 2002-16 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-16.pdfA Market Microstructure Analysis of Foreign Exchange Intervention in CanadaChris D'SouzaJune 2002FF3F31GG1G14G2G21Corporate Bond Spreads and the Business Cycle
https://www.bankofcanada.ca/2002/06/working-paper-2002-15/
This paper examines the predictive power of credit spreads from the corporate bond market. The high-yield bond spread and investment-grade spread can explain 68 per cent and 42 per cent of output variations one year ahead, while the term spread based on government debts can explain only 12 per cent of them.2002-06-01T12:53:32+00:00enCorporate Bond Spreads and the Business Cycle2002-06-01Financial marketsMonetary and financial indicatorsMonetary policy transmissionWorking Paper 2002-15 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-15.pdfCorporate Bond Spreads and the Business CycleZhiwei ZhangJune 2002EE3E5GG1Towards a More Complete Debt Strategy Simulation Framework
https://www.bankofcanada.ca/2002/05/working-paper-2002-13/
An effective technique governments use to evaluate the desirability of different financing strategies involves stochastic simulation. This approach requires the postulation of the future dynamics of key macroeconomic variables and the use of those variables in the construction of a debt charge distribution for each individual financing strategy.2002-05-01T12:23:55+00:00enTowards a More Complete Debt Strategy Simulation Framework2002-05-01Debt managementEconometric and statistical methodsInterest ratesWorking Paper 2002-13 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-13.pdfTowards a More Complete Debt Strategy Simulation FrameworkDavid BolderMay 2002CC0C5GG0