D - Microeconomics - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T10:13:26+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 2006DD8D81GG1G10G12Education 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 2006DD3D31II2I21JJ2J23Survey of Price-Setting Behaviour of Canadian Companies
https://www.bankofcanada.ca/2006/09/working-paper-2006-35/
In many mainstream macroeconomic models, sticky prices play an important role in explaining the effects of monetary policy on the economy.2006-09-05T16:28:22+00:00enSurvey of Price-Setting Behaviour of Canadian Companies2006-09-05Inflation and pricesMonetary policy transmissionWorking Paper 2006-35https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-35.pdfSurvey of Price-Setting Behaviour of Canadian CompaniesDavid AmiraultCarolyn KwanGordon WilkinsonSeptember 2006DD4D40EE3E30LL1L11Are Canadian Banks Efficient? A Canada–U.S. Comparison
https://www.bankofcanada.ca/2006/09/working-paper-2006-33/
The authors compare the efficiency of Canada's largest banks with U.S. commercial banks over the past 20 years. Efficiency is measured in three ways.2006-09-03T16:18:40+00:00enAre Canadian Banks Efficient? A Canada–U.S. Comparison2006-09-03Financial institutionsWorking Paper 2006-33 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-33.pdfAre Canadian Banks Efficient? A Canada–U.S. ComparisonJason AllenWalter EngertYing LiuSeptember 2006CC3C33DD2D24GG2G21Guarding Against Large Policy Errors under Model Uncertainty
https://www.bankofcanada.ca/2006/04/working-paper-2006-13/
How can policy-makers avoid large policy errors when they are uncertain about the true model of the economy?2006-04-03T11:55:04+00:00enGuarding Against Large Policy Errors under Model Uncertainty2006-04-03Monetary policy and uncertaintyWorking Paper 2006-13 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-13.pdfGuarding Against Large Policy Errors under Model UncertaintyGino CateauApril 2006DD8D81EE5E58A Structural Error-Correction Model of Best Prices and Depths in the Foreign Exchange Limit Order Market
https://www.bankofcanada.ca/2006/03/working-paper-2006-8/
Traders using the electronic limit order book in the foreign exchange market can watch the posted price and depth of the best quotes change over the day.2006-03-06T12:54:32+00:00enA Structural Error-Correction Model of Best Prices and Depths in the Foreign Exchange Limit Order Market2006-03-06Exchange ratesFinancial marketsWorking Paper 2006-8 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-8.pdfA Structural Error-Correction Model of Best Prices and Depths in the Foreign Exchange Limit Order MarketIngrid LoStephen SappMarch 2006CC3DD8FF3F31