G - Financial Economics - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T04:43:42+00:00Liquidity Efficiency and Distribution in the LVTS: Non-Neutrality of System Changes under Network Asymmetry
https://www.bankofcanada.ca/2008/07/discussion-paper-2008-11/
The authors consider the liquidity efficiency of Tranche 2 of the Large Value Transfer System (LVTS T2) by examining, through an empirical analysis, some plausible strategic reactions of individual participants to a systemwide shock to available liquidity in the system.2008-07-25T13:58:03+00:00enLiquidity Efficiency and Distribution in the LVTS: Non-Neutrality of System Changes under Network Asymmetry2008-07-25Financial institutionsFinancial servicesPayment clearing and settlement systemsDiscussion Paper 2008-11https://www.bankofcanada.ca/wp-content/uploads/2010/01/dp08-11.pdfLiquidity Efficiency and Distribution in the LVTS: Non-Neutrality of System Changes under Network AsymmetrySean O'ConnorJames ChapmanKirby MillarJuly 2008GG2G21LL1L13L14The Implementation of Monetary Policy in Canada
https://www.bankofcanada.ca/2008/07/discussion-paper-2008-9/
The authors present a detailed discussion of the Bank of Canada's framework for the implementation of monetary policy. As background, they provide a brief overview of the financial system in Canada, including a discussion of the financial services industry and the money market.2008-07-21T14:43:57+00:00enThe Implementation of Monetary Policy in Canada2008-07-21Financial institutionsFinancial marketsMonetary policy implementationPayment clearing and settlement systemsDiscussion Paper 2008-9https://www.bankofcanada.ca/wp-content/uploads/2010/01/dp08-9.pdfThe Implementation of Monetary Policy in CanadaWalter EngertToni GravelleDonna HowardJuly 2008EE5E52E58GG2G21Information 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