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2024-03-28T20:13:29+00:00
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Additional release time for calls for tenders for cash management bills
https://www.bankofcanada.ca/2005/02/additional-release-time-calls-tenders-cash/
Effective immediately, calls for tenders for cash management bills may be released on any day at either 10:00 a.m. or 4:00 p.m. The addition of a later time to the existing Auction Timetable will increase the ability of the government's cash managers to raise balances on short notice in response to unexpected developments.
2005-02-18T11:00:26+00:00
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Additional release time for calls for tenders for cash management bills
2005-02-18
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Governor Dodge Discusses the Implications of Currency Movements for Monetary Policy
https://www.bankofcanada.ca/2005/02/governor-dodge-discusses-implications-currency/
Bank of Canada Governor David Dodge said today, that in conducting monetary policy, the Bank analyzes movements in the Canadian dollar in the context of economic and financial data and events.
2005-02-17T14:45:06+00:00
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Governor Dodge Discusses the Implications of Currency Movements for Monetary Policy
2005-02-17
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Monetary Policy and Exchange Rate Movements
https://www.bankofcanada.ca/2005/02/monetary-policy-exchange-rate-movements/
Every year, the Canadian Press surveys news directors and editors to select the top business story of the year. In 2004, they picked the rise of the Canadian dollar. That was not a surprising choice.
2005-02-17T12:10:06+00:00
Monetary Policy and Exchange Rate Movements
2005-02-17
David Dodge
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Executive Summary: Foreign Exchange Hedging by Canadian Corporate Accounts
https://www.bankofcanada.ca/2005/02/executive-summary-foreign-exchange-hedging/
In December 2004, the Bank of Canada sent those banks who are members of the Canadian Foreign Exchange Committee (CFEC)1 a questionnaire that focused on the foreign exchange hedging activities of their corporate customers. The questionnaire was similar in structure to one that was circulated to CFEC members in January 2004.
2005-02-04T10:00:06+00:00
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Executive Summary: Foreign Exchange Hedging by Canadian Corporate Accounts
2005-02-04
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State-Dependent or Time-Dependent Pricing: Does It Matter for Recent U.S. Inflation?
https://www.bankofcanada.ca/2005/02/working-paper-2005-4/
Inflation equals the product of two terms: an extensive margin (the fraction of items with price changes) and an intensive margin (the average size of those changes).
2005-02-01T11:13:04+00:00
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State-Dependent or Time-Dependent Pricing: Does It Matter for Recent U.S. Inflation?
2005-02-01
Inflation and prices
Working Paper 2005-4
https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp05-4.pdf
State-Dependent or Time-Dependent Pricing: Does It Matter for Recent U.S. Inflation?
Peter J. Klenow
Oleksiy Kryvtsov
February 2005
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Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem?
https://www.bankofcanada.ca/2005/02/working-paper-2005-3/
The authors study the price - volume dynamics ahead of the first public announcement of a takeover for 420 Canadian firms from 1985 to 2002.
2005-02-01T11:02:16+00:00
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Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem?
2005-02-01
Financial markets
Working Paper 2005-3
https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp05-3.pdf
Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem?
Michael R. King
Maksym Padalko
February 2005
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The Stochastic Discount Factor: Extending the Volatility Bound and a New Approach to Portfolio Selection with Higher-Order Moments
https://www.bankofcanada.ca/2005/02/working-paper-2005-2/
The authors extend the well-known Hansen and Jagannathan (HJ) volatility bound. HJ characterize the lower bound on the volatility of any admissible stochastic discount factor (SDF) that prices correctly a set of primitive asset returns.
2005-02-01T10:48:46+00:00
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The Stochastic Discount Factor: Extending the Volatility Bound and a New Approach to Portfolio Selection with Higher-Order Moments
2005-02-01
Financial markets
Market structure and pricing
Working Paper 2005-2
https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp05-2.pdf
The Stochastic Discount Factor: Extending the Volatility Bound and a New Approach to Portfolio Selection with Higher-Order Moments
Fousseni Chabi-Yo
René Garcia
Eric Renault
February 2005
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