Staff working papers - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T17:38:53+00:00On the Amplification Role of Collateral Constraints
https://www.bankofcanada.ca/2008/07/working-paper-2008-23/
Following the seminal contribution of Kiyotaki and Moore (1997), the role of collateral constraints for business cycle fluctuations has been highlighted by several authors and collateralized debt is becoming a popular feature of business cycle models.2008-07-18T10:05:25+00:00enOn the Amplification Role of Collateral Constraints2008-07-18Business fluctuations and cyclesCredit and credit aggregatesWorking Paper 2008-23 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-23.pdfOn the Amplification Role of Collateral ConstraintsCaterina MendicinoJuly 2008EE2E20E3E32Information Shocks, Jumps, and Price Discovery - Evidence from the U.S. Treasury Market
https://www.bankofcanada.ca/2008/07/working-paper-2008-22/
We examine large price changes, known as jumps, in the U.S. Treasury market. Using recently developed statistical tools, we identify price jumps in the 2-, 3-, 5-, 10-year notes and 30-year bond during the period of 2005-2006.2008-07-08T09:50:08+00:00enInformation Shocks, Jumps, and Price Discovery - Evidence from the U.S. Treasury Market2008-07-08Financial marketsWorking Paper 2008-22https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-22.pdfInformation Shocks, Jumps, and Price Discovery – Evidence from the U.S. Treasury MarketGeorge JiangIngrid LoAdrien VerdelhanJuly 2008GG1G12G14The Cost of Equity in Canada: An International Comparison
https://www.bankofcanada.ca/2008/07/working-paper-2008-21/
This paper calculates an implied cost of equity for 19 developed countries from 1991 to 2006. During this period, there has been a decline in the cost of equity of about 10-15 bps per year, which can be partially attributed to declining government yields and declining inflation.2008-07-06T09:45:26+00:00enThe Cost of Equity in Canada: An International Comparison2008-07-06Financial marketsInternational topicsWorking Paper 2008-21 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-21.pdfThe Cost of Equity in Canada: An International ComparisonJonathan WitmerJuly 2008GG3G30G38