Interest rates - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T17:01:41+00:00Global Savings, Investment, and World Real Interest Rates
https://www.bankofcanada.ca/wp-content/uploads/2010/06/desroches.pdf
Over the past 25 years, world long-term interest rates have declined to levels not seen since the 1960s. This decline has been accompanied by falling world investment and savings rates. The authors explore global saving and investment outcomes that have led to the fall in the world real interest rate. The results show that the key factors explaining movements in savings and investment are variables that evolve relatively slowly over time, such as labour force growth and the age structure of the world economy. The conclusions suggest that, over the coming years, it is unlikely that these slowly changing variables will be a source of significant changes in world real interest rates.2006-12-23T09:42:32+00:00enGlobal Savings, Investment, and World Real Interest Rates2006-12-23A Summary of the Bank of Canada Conference on Fixed-Income Markets, 3–4 May 2006
https://www.bankofcanada.ca/wp-content/uploads/2010/06/bauer.pdf
The Bank of Canada's interest in fixed-income markets spans several of its functional areas of responsibility, including monetary policy, funds management, and financial system stability and efficiency. For that reason, the 2006 conference brought together top academics and central bankers from around the world to discuss leading-edge work in the field of fixed-income research. The papers and discussions cover such topics as the efficiency of fixed-income markets, price formation, the determinants of the yield curve, and volatility modelling. This article provides a short summary of each conference paper and the ensuing discussion.2006-12-18T09:44:50+00:00enA Summary of the Bank of Canada Conference on Fixed-Income Markets, 3–4 May 20062006-12-18Modelling 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 2006CC0C6EE4GG1