Research - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T07:12:55+00:00Multinationals and Exchange Rate Pass-Through
https://www.bankofcanada.ca/2006/08/working-paper-2006-30/
The authors examine the impact of multinational enterprises (MNEs) on exchange rate pass-through in an environment where an MNE engages in Cournot (quantity) competition with domestic and foreign rivals.2006-08-05T16:01:34+00:00enMultinationals and Exchange Rate Pass-Through2006-08-05Economic modelsExchange ratesMarket structure and pricingWorking Paper 2006-30 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-30.pdfMultinationals and Exchange Rate Pass-ThroughAlexandra LaiOana SecrieruAugust 2006FF2F23LL1L16The Turning Black Tide: Energy Prices and the Canadian Dollar
https://www.bankofcanada.ca/2006/08/working-paper-2006-29/
The authors revisit the relationship between energy prices and the Canadian dollar in the Amano and van Norden (1995) equation, which shows a negative relationship such that higher real energy prices lead to a depreciation of the Canadian dollar.2006-08-04T15:55:16+00:00enThe Turning Black Tide: Energy Prices and the Canadian Dollar2006-08-04Econometric and statistical methodsExchange ratesWorking Paper 2006-29 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-29.pdfThe Turning Black Tide: Energy Prices and the Canadian DollarRamzi IssaRobert LafranceJohn MurrayAugust 2006FF3F31Estimation of the Default Risk of Publicly Traded Canadian Companies
https://www.bankofcanada.ca/2006/08/working-paper-2006-28/
Two models of default risk are prominent in the financial literature: Merton's structural model and Altman's non-structural model.2006-08-03T15:42:19+00:00enEstimation of the Default Risk of Publicly Traded Canadian Companies2006-08-03Credit and credit aggregatesDebt managementEconometric and statistical methodsFinancial marketsRecent economic and financial developmentsWorking Paper 2006-28 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-28.pdfEstimation of the Default Risk of Publicly Traded Canadian CompaniesGeorges DionneSadok LaajimiSofiane MejriMadalina PetrescuAugust 2006GG2G21G24G28G3G33Can Affine Term Structure Models Help Us Predict Exchange Rates?
https://www.bankofcanada.ca/2006/08/working-paper-2006-27/
The author proposes an arbitrage-free model of the joint behaviour of interest and exchange rates whose exchange rate forecasts outperform those produced by a random-walk model, a vector autoregression on the forward premiums and the rate of depreciation, and the standard forward premium regression.2006-08-02T15:35:26+00:00enCan Affine Term Structure Models Help Us Predict Exchange Rates?2006-08-02Econometric and statistical methodsExchange ratesInterest ratesWorking Paper 2006-27 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-27.pdfCan Affine Term Structure Models Help Us Predict Exchange Rates?Antonio Diez de los RiosAugust 2006EE4E43FF3F31GG1G12G15Using Monthly Indicators to Predict Quarterly GDP
https://www.bankofcanada.ca/2006/08/working-paper-2006-26/
The authors build a model for predicting current-quarter real gross domestic product (GDP) growth using anywhere from zero to three months of indicators from that quarter.2006-08-01T15:30:42+00:00enUsing Monthly Indicators to Predict Quarterly GDP2006-08-01Econometric and statistical methodsEconomic modelsWorking Paper 2006-26 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-26.pdfUsing Monthly Indicators to Predict Quarterly GDPYi ZhengJames RossiterAugust 2006CC2C22C5C53