Debt management - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T10:47:10+00:00Domestic versus External Borrowing and Fiscal Policy in Emerging Markets
https://www.bankofcanada.ca/2007/05/working-paper-2007-33/
Domestic public debt issued by emerging markets has risen significantly relative to international debt in recent years. Some recent empirical evidence also suggests that sovereigns have defaulted differentially on debt held by domestic and external creditors.2007-05-03T17:20:29+00:00enDomestic versus External Borrowing and Fiscal Policy in Emerging Markets2007-05-03Debt managementInternational topicsWorking Paper 2007-33https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp07-33.pdfDomestic versus External Borrowing and Fiscal Policy in Emerging MarketsGarima VasishthaMay 2007FF3F30HH2H21H6H63A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate
https://www.bankofcanada.ca/2007/03/working-paper-2007-21/
We study the joint dynamics of macroeconomic variables, bond yields, and the exchange rate in an empirical two-country New-Keynesian model complemented with a no-arbitrage term structure model. With Canadian and US data, we are able to study the impact of macroeconomic shocks from both countries on their yield curves and the exchange rate.2007-03-08T15:54:24+00:00enA No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate2007-03-08Debt managementEconometric and statistical methodsExchange ratesFinancial marketsInterest ratesWorking Paper 2007-21 https://www.bankofcanada.ca/wp-content/uploads/2010/03/wp07-21.pdfA No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange RateFousseni Chabi-YoJun YangMarch 2007EE1E12E4E43FF4F41GG1G12G15Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis
https://www.bankofcanada.ca/2007/02/working-paper-2007-13/
The stochastic simulation model suggested by Bolder (2003) for the analysis of the federal government's debt-management strategy provides a wide variety of useful information. It does not, however, assist in determining an optimal debt-management strategy for the government in its current form.2007-02-13T12:52:37+00:00enOptimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis2007-02-13Debt managementEconometric and statistical methodsFinancial marketsFiscal policyWorking Paper 2007-13 https://www.bankofcanada.ca/wp-content/uploads/2010/03/wp07-13.pdfOptimization in a Simulation Setting: Use of Function Approximation in Debt Strategy AnalysisDavid BolderTiago RubinFebruary 2007CC0C1C14C15C5C51C52C6C61C65EE6GG1HH6H63