Research - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T12:37:05+00:00Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets
https://www.bankofcanada.ca/2006/11/working-paper-2006-43/
The authors use the efficient hedging methodology for optimal pricing and hedging of equity-linked life insurance contracts whose payoff depends on the performance of several risky assets.2006-11-04T15:45:09+00:00enEfficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets2006-11-04Financial marketsWorking Paper 2006-43 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-43.pdfEfficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky AssetsAlexander MelnikovYuliya RomanyukNovember 2006DD8D81GG1G10G12Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model
https://www.bankofcanada.ca/2006/11/working-paper-2006-42/
The authors estimate a small monthly macroeconometric model (BEAM, for bonds, equity, and money) of the Canadian economy built around three cointegrating relationships linking financial and real variables over the 1975–2002 period.2006-11-03T17:38:43+00:00enLinking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model2006-11-03Financial marketsFinancial stabilityWorking Paper 2006-42 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-42.pdfLinking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) ModelCéline GauthierFuchun LiNovember 2006CC5EE4An Optimized Monetary Policy Rule for ToTEM
https://www.bankofcanada.ca/2006/11/working-paper-2006-41/
The authors propose a monetary policy rule for the Terms-of-Trade Economic Model (ToTEM), the Bank of Canada's new projection and policy-analysis model for the Canadian economy.2006-11-02T17:32:52+00:00enAn Optimized Monetary Policy Rule for ToTEM2006-11-02Economic modelsMonetary policy frameworkMonetary policy transmissionWorking Paper 2006-41 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-41.pdfAn Optimized Monetary Policy Rule for ToTEMJean-Philippe CayenAmy CorbettPatrick PerrierNovember 2006EE5E52Education and Self-Employment: Changes in Earnings and Wealth Inequality
https://www.bankofcanada.ca/2006/11/working-paper-2006-40/
The author quantitatively studies the interaction between education and occupation choices and its implication for the relationship between the changes in earnings inequality and the changes in wealth inequality in the United States over the 1983–2001 period.2006-11-01T17:15:19+00:00enEducation and Self-Employment: Changes in Earnings and Wealth Inequality2006-11-01Economic modelsLabour marketsWorking Paper 2006-40 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-40.pdfEducation and Self-Employment: Changes in Earnings and Wealth InequalityYaz TerajimaNovember 2006DD3D31II2I21JJ2J23