E43 - Interest Rates: Determination, Term Structure, and Effects - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T16:03:07+00:00McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates
https://www.bankofcanada.ca/2008/10/working-paper-2008-43/
McCallum (1994a) proposes a monetary rule where policymakers have some tendency to resist rapid changes in exchange rates to explain the forward premium puzzle.2008-10-28T16:20:31+00:00enMcCallum Rules, Exchange Rates, and the Term Structure of Interest Rates2008-10-28Exchange ratesInterest ratesMonetary policy transmissionWorking Paper 2008-43 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-43.pdfMcCallum Rules, Exchange Rates, and the Term Structure of Interest RatesAntonio Diez de los RiosOctober 2008EE4E43FF3F31GG1G12G15Combining Canadian Interest-Rate Forecasts
https://www.bankofcanada.ca/2008/09/working-paper-2008-34/
Model risk is a constant danger for financial economists using interest-rate forecasts for the purposes of monetary policy analysis, portfolio allocations, or risk-management decisions. Use of multiple models does not necessarily solve the problem as it greatly increases the work required and still leaves the question "which model forecast should one use?"2008-09-28T13:07:30+00:00enCombining Canadian Interest-Rate Forecasts2008-09-28Econometric and statistical methodsInterest ratesWorking Paper 2008-34 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-34.pdfCombining Canadian Interest-Rate ForecastsDavid BolderYuliya RomanyukSeptember 2008CC1C11EE4E43E47Macroeconomic Determinants of the Term Structure of Corporate Spreads
https://www.bankofcanada.ca/2008/09/working-paper-2008-29/
We investigate the macroeconomic determinants of corporate spreads using a no-arbitrage technique. Structural shocks are identified by a New-Keynesian model. Treasury bonds are priced in an affine model with time-varying risk premia.2008-09-04T11:14:55+00:00enMacroeconomic Determinants of the Term Structure of Corporate Spreads2008-09-04Debt managementFinancial marketsInterest ratesWorking Paper 2008-29 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-29.pdfMacroeconomic Determinants of the Term Structure of Corporate SpreadsJun YangSeptember 2008EE4E43E44GG1G12Good Policies or Good Fortune: What Drives the Compression in Emerging Market Spreads?
https://www.bankofcanada.ca/2008/08/working-paper-2008-25/
Since 2002, spreads on emerging market sovereign debt have fallen to historical lows. Given the close links between sovereign spreads, capital flows to emerging markets, and economic growth, understanding the factors driving these spreads is very important. We address this issue in two stages.2008-08-06T10:31:29+00:00enGood Policies or Good Fortune: What Drives the Compression in Emerging Market Spreads?2008-08-06Development economicsFinancial stabilityInternational topicsWorking Paper 2008-25 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-25.pdfGood Policies or Good Fortune: What Drives the Compression in Emerging Market Spreads?Philipp MaierGarima VasishthaAugust 2008EE4E43FF3F34GG1G12G15