G - Financial Economics - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T12:22:43+00:00Modelling Term-Structure Dynamics for Risk Management: A Practitioner's Perspective
https://www.bankofcanada.ca/2006/12/working-paper-2006-48/
Modelling term-structure dynamics is an important component in measuring and managing the exposure of portfolios to adverse movements in interest rates.2006-12-05T16:22:25+00:00enModelling Term-Structure Dynamics for Risk Management: A Practitioner's Perspective2006-12-05Econometric and statistical methodsFinancial marketsInterest ratesWorking Paper 2006-48 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-48.pdfModelling Term-Structure Dynamics for Risk Management: A Practitioner’s PerspectiveDavid BolderDecember 2006CC0C6EE4GG1Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector
https://www.bankofcanada.ca/2006/12/working-paper-2006-47/
Stress testing, at its most general level, is an investigation of the performance of an entity under abnormal operating conditions.2006-12-04T16:17:16+00:00enStress Testing the Corporate Loans Portfolio of the Canadian Banking Sector2006-12-04Financial institutionsFinancial stabilityWorking Paper 2006-47 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-47.pdfStress Testing the Corporate Loans Portfolio of the Canadian Banking SectorMiroslav MisinaDavid TessierShubhasis DeyDecember 2006CC1C15GG2G21G3G33The Role of Debt and Equity Finance over the Business Cycle
https://www.bankofcanada.ca/2006/12/working-paper-2006-45/
The authors show that debt and equity issuance are procyclical for most listed U.S. firms.2006-12-02T16:02:24+00:00enThe Role of Debt and Equity Finance over the Business Cycle2006-12-02Business fluctuations and cyclesFinancial stabilityWorking Paper 2006-45 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-45.pdfThe Role of Debt and Equity Finance over the Business CycleFrancisco CovasWouter den HaanDecember 2006EE3GG1G3The Long-Term Effects of Cross-Listing, Investor Recognition, and Ownership Structure on Valuation
https://www.bankofcanada.ca/2006/12/working-paper-2006-44/
The authors show that the widening of a foreign firm's U.S. investor base and the improved information environment associated with cross-listing on a U.S. exchange each have a separately identifiable effect on a firm's valuation.2006-12-01T15:52:11+00:00enThe Long-Term Effects of Cross-Listing, Investor Recognition, and Ownership Structure on Valuation2006-12-01Financial marketsInternational topicsWorking Paper 2006-44 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-44.pdfThe Long-Term Effects of Cross-Listing, Investor Recognition, and Ownership Structure on ValuationMichael R. KingDan SegalDecember 2006GG1G12G15