G - Financial Economics - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T08:17:49+00:00Order Submission: The Choice between Limit and Market Orders
https://www.bankofcanada.ca/2005/12/working-paper-2005-42/
Most financial markets allow investors to submit both limit and market orders, but it is not always clear what affects the choice of order type.2005-12-02T16:00:57+00:00enOrder Submission: The Choice between Limit and Market Orders2005-12-02Exchange ratesFinancial institutionsMarket structure and pricingWorking Paper 2005-42 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp05-42.pdfOrder Submission: The Choice between Limit and Market OrdersIngrid LoStephen SappDecember 2005DD4GG1Subordinated Debt and Market Discipline in Canada
https://www.bankofcanada.ca/2005/12/working-paper-2005-40/
The author documents the use by Canadian banks of subordinated debt (SD) as a capital instrument.2005-12-01T14:40:43+00:00enSubordinated Debt and Market Discipline in Canada2005-12-01Financial institutionsWorking Paper 2005-40 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp05-40.pdfSubordinated Debt and Market Discipline in CanadaGreg CaldwellDecember 2005GG2G21G28An Empirical Analysis of Foreign Exchange Reserves in Emerging Asia
https://www.bankofcanada.ca/2005/12/working-paper-2005-38/
Over the past few years, the ability of the United States to finance its current account deficit has been facilitated by massive purchases of U.S.2005-12-01T10:40:41+00:00enAn Empirical Analysis of Foreign Exchange Reserves in Emerging Asia2005-12-01Econometric and statistical methodsFinancial stabilityInternational topicsWorking Paper 2005-38 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp05-38.pdfAn Empirical Analysis of Foreign Exchange Reserves in Emerging AsiaMarc-André GosselinNicolas ParentDecember 2005CC2C23FF3F31GG1G15Degree of Internationalization and Performance: An Analysis of Canadian Banks
https://www.bankofcanada.ca/2005/11/working-paper-2005-32/
The international business literature measures the link between the degree of internationalization (DOI) of a firm's activities and its performance.2005-11-01T13:08:29+00:00enDegree of Internationalization and Performance: An Analysis of Canadian Banks2005-11-01Financial institutionsWorking Paper 2005-32 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp05-32.pdfDegree of Internationalization and Performance: An Analysis of Canadian BanksWalid HejaziEric SantorNovember 2005FF2F23GG2G21Uninsured Idiosyncratic Production Risk with Borrowing Constraints
https://www.bankofcanada.ca/2005/10/working-paper-2005-26/
The author analyzes a general-equilibrium model of a heterogeneous agents economy in which the agents are subject to borrowing constraints and uninsurable idiosyncratic production risk.2005-10-01T11:13:17+00:00enUninsured Idiosyncratic Production Risk with Borrowing Constraints2005-10-01Economic modelsFinancial institutionsFinancial marketsWorking Paper 2005-26 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp05-26.pdfUninsured Idiosyncratic Production Risk with Borrowing ConstraintsFrancisco CovasOctober 2005EE2E22GG1G11MM1M13The Impact of Unanticipated Defaults in Canada's Large Value Transfer System
https://www.bankofcanada.ca/2005/09/working-paper-2005-25/
Canada's Large Value Transfer System (LVTS) is designed to meet international risk-proofing standards at a minimum cost to participants in terms of collateral requirements.2005-09-01T11:08:55+00:00enThe Impact of Unanticipated Defaults in Canada's Large Value Transfer System2005-09-01Financial institutionsPayment clearing and settlement systemsWorking Paper 2005-25 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp05-25.pdfThe Impact of Unanticipated Defaults in Canada’s Large Value Transfer SystemDarcey McVanelSeptember 2005EE4E44E47GG2G21A Search Model of Venture Capital, Entrepreneurship, and Unemployment
https://www.bankofcanada.ca/2005/09/working-paper-2005-24/
The authors develop a search model of venture capital in which the number of successful matches of entrepreneurs and venture capitalists (VCs) at any moment in time is a function of the number of entrepreneurs searching for funds, the number of VCs searching for entrepreneurs, and the number of vacancies posted by each VC.2005-09-01T11:00:02+00:00enA Search Model of Venture Capital, Entrepreneurship, and Unemployment2005-09-01Financial marketsFiscal policyLabour marketsWorking Paper 2005-24 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp05-24.pdfA Search Model of Venture Capital, Entrepreneurship, and UnemploymentRobin BoadwayOana SecrieruMarianne VigneaultSeptember 2005DD8D82GG1G18G2G24HH2H21JJ6J64Pocket Banks and Out-of-Pocket Losses: Links between Corruption and Contagion
https://www.bankofcanada.ca/2005/09/working-paper-2005-23/
The author describes a model with a corrupt banking system, in which bankers knowingly lend at market interest rates to back projects riskier than the market rate indicates.2005-09-01T10:55:56+00:00enPocket Banks and Out-of-Pocket Losses: Links between Corruption and Contagion2005-09-01Financial institutionsFinancial stabilityWorking Paper 2005-23 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp05-23.pdfPocket Banks and Out-of-Pocket Losses: Links between Corruption and ContagionRaphael SolomonSeptember 2005DD8D82GG1G19G2G21The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar
https://www.bankofcanada.ca/2005/07/working-paper-2005-21/
The Bank of Canada is one of very few central banks that has made records of the intraday timing of its intervention operations available to researchers.2005-07-01T14:55:13+00:00enThe Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar2005-07-01Exchange ratesFinancial marketsWorking Paper 2005-21 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp05-21.pdfThe Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian DollarRasmus FatumMichael R. KingJuly 2005EE5E58FF3F31GG1G14G15Bank Failures and Bank Fundamentals: A Comparative Analysis of Latin America and East Asia during the Nineties using Bank-Level Data
https://www.bankofcanada.ca/2005/07/working-paper-2005-19/
The author develops the first comparative empirical study of bank failures during the nineties between East Asia and Latin America using bank-level data, in order to address the following two questions: (i) To what extent did individual bank conditions explain bank failures? (ii) Did mainly the weakest banks, in terms of their fundamentals, fail in the crisis countries?2005-07-01T14:45:19+00:00enBank Failures and Bank Fundamentals: A Comparative Analysis of Latin America and East Asia during the Nineties using Bank-Level Data2005-07-01Financial institutionsWorking Paper 2005-19 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp05-19.pdfBank Failures and Bank Fundamentals: A Comparative Analysis of Latin America and East Asia during the Nineties using Bank-Level DataMarco ArenaJuly 2005GG2NN2