G12 - Asset Pricing; Trading volume; Bond Interest Rates - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T05:55:34+00:00The Monetary Origins of Asymmetric Information in International Equity Markets
https://www.bankofcanada.ca/2004/12/working-paper-2004-47/
Existing studies using low-frequency data show that macroeconomic shocks contribute little to international stock market covariation.2004-12-01T09:57:47+00:00enThe Monetary Origins of Asymmetric Information in International Equity Markets2004-12-01Financial marketsInternational topicsMarket structure and pricingWorking Paper 2004-47 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp04-47.pdfThe Monetary Origins of Asymmetric Information in International Equity MarketsGregory BauerClara VegaDecember 2004FF3F30GG1G12G14G15Modelling the Evolution of Credit Spreads in the United States
https://www.bankofcanada.ca/2004/12/working-paper-2004-45/
The authors use Jarrow and Turnbull's (1995) reduced-form methodology to model the evolution of the term structure of interest rates in the United States for different credit classes and different industries.2004-12-01T08:26:38+00:00enModelling the Evolution of Credit Spreads in the United States2004-12-01Financial marketsMarket structure and pricingWorking Paper 2004-45 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp04-45.pdfModelling the Evolution of Credit Spreads in the United StatesStuart TurnbullJun YangDecember 2004GG1G12G13International Equity Flows and Returns: A Quantitative Equilibrium Approach
https://www.bankofcanada.ca/2004/11/working-paper-2004-42/
The authors model trading by foreign and domestic investors in developed-country equity markets.2004-11-01T16:54:24+00:00enInternational Equity Flows and Returns: A Quantitative Equilibrium Approach2004-11-01Financial marketsInternational topicsMarket structure and pricingWorking Paper 2004-42 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp04-42.pdfInternational Equity Flows and Returns: A Quantitative Equilibrium ApproachRui AlbuquerqueMartin SchneiderGregory BauerNovember 2004FF3F30GG1G12G14G15Market Valuation and Risk Assessment of Canadian Banks
https://www.bankofcanada.ca/2004/09/working-paper-2004-34/
The authors apply the asset-valuation model developed by Rabinovitch (1989) to six publicly traded Canadian banks over the period 1982–2002.2004-09-01T13:29:34+00:00enMarket Valuation and Risk Assessment of Canadian Banks2004-09-01Financial institutionsWorking Paper 2004-34 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp04-34.pdfMarket Valuation and Risk Assessment of Canadian BanksYing LiuMingwei YuanEli PapakirykosSeptember 2004GG1G12G2G21International Cross-Listing and the Bonding Hypothesis
https://www.bankofcanada.ca/2004/05/working-paper-2004-17/
The authors describe a new view of cross-listing that links the impact on firm valuation to the firm's ability to develop an active secondary market for its shares in the U.S. markets.2004-05-01T13:10:31+00:00enInternational Cross-Listing and the Bonding Hypothesis2004-05-01Financial marketsInternational topicsWorking Paper 2004-17 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp04-17.pdfInternational Cross-Listing and the Bonding HypothesisMichael R. KingDan SegalMay 2004GG1G12G15