G11 - Portfolio Choice; Investment Decisions - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T10:25:01+00:00Financial Constraints and the Cash-Holding Behaviour of Canadian Firms
https://www.bankofcanada.ca/2008/10/discussion-paper-2008-16/
The proportion of assets held by the average Canadian firm in the form of cash has increased steadily since the early 1990s, and is now roughly twice as large as in 1990. The literature has established that the cash-holding behaviour of firms is highly correlated with financial constraints and firm characteristics.2008-10-25T14:56:14+00:00enFinancial Constraints and the Cash-Holding Behaviour of Canadian Firms2008-10-25Sectoral balance sheetDiscussion Paper 2008-16https://www.bankofcanada.ca/wp-content/uploads/2010/01/dp08-16.pdfFinancial Constraints and the Cash-Holding Behaviour of Canadian FirmsDarcey McVanelNikita PerevalovOctober 2008GG1G11G3G32On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards Risk
https://www.bankofcanada.ca/2008/05/working-paper-2008-16/
The early work of Tobin (1958) showed that portfolio allocation decisions can be reduced to a two stage process: first decide the relative allocation of assets across the risky assets, and second decide how to divide total wealth between the risky assets and the safe asset. This so called twofund separation relies on special assumptions on either returns or preferences.2008-05-22T15:31:14+00:00enOn Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards Risk2008-05-22Financial marketsMarket structure and pricingWorking Paper 2008-16 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-16.pdfOn Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards RiskFousseni Chabi-YoEric GhyselsEric RenaultMay 2008CC5C52DD5D58GG1G11G12The Carry Trade, Portfolio Diversification, and the Adjustment of the Japanese Yen
https://www.bankofcanada.ca/2008/01/discussion-paper-2008-2/
In this paper, the author considers whether fundamentals or other factors can explain the yen's ongoing weakness. In particular, the importance of capital outflows due to the carry trade and longer-term portfolio investment outflows, which may be delaying the adjustment of the yen, are investigated. A simple portfolio model is developed, composed of a speculative […]2008-01-21T12:33:09+00:00enThe Carry Trade, Portfolio Diversification, and the Adjustment of the Japanese Yen2008-01-21Exchange ratesInternational topicsRecent economic and financial developmentsDiscussion Paper 2008-2https://www.bankofcanada.ca/wp-content/uploads/2010/01/dp08-2.pdfThe Carry Trade, Portfolio Diversification, and the Adjustment of the Japanese YenCorinne LuuJanuary 2008FF2F21F3F31F32GG1G11