G15 - International Financial Markets - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T15:50:14+00:00Bank Competition and International Financial Integration: Evidence Using a New Index
https://www.bankofcanada.ca/2010/12/working-paper-2010-35/
This paper finds a strong empirical link between domestic banking sector competitiveness and de facto international integration. De-facto international integration is measured through a new index of financial integration, which measures, for deviations from covered interest parity, the size of no-arbitrage bands and the speed of arbitrage outside the no-arbitrage band.2010-12-20T12:02:08+00:00enBank Competition and International Financial Integration: Evidence Using a New Index2010-12-20Econometric and statistical methodsFinancial marketsInternational topicsWorking Paper 2010-35https://www.bankofcanada.ca/wp-content/uploads/2010/12/wp10-35.pdfBank Competition and International Financial Integration: Evidence Using a New IndexGurnain PasrichaDecember 2010FF3F32GG1G15G2G21Identifying Asymmetric Comovements of International Stock Market Returns
https://www.bankofcanada.ca/2010/08/working-paper-2010-21/
Based on a new approach for measuring the comovements between stock market returns, we provide a nonparametric test for asymmetric comovements in the sense that stock market downturns will lead to stronger comovements than market upturns.2010-08-05T15:32:38+00:00enIdentifying Asymmetric Comovements of International Stock Market Returns2010-08-05Econometric and statistical methodsFinancial stabilityFinancial system regulation and policiesInternational topicsWorking Paper 2010-21https://www.bankofcanada.ca/wp-content/uploads/2010/08/wp10-21.pdfIdentifying Asymmetric Comovements of International Stock Market ReturnsFuchun LiAugust 2010CC4C49FF2F21GG1G15G19International Capital Flows and Bond Risk Premia
https://www.bankofcanada.ca/2010/06/working-paper-2010-14/
This paper studies the impact of international capital flows on asset prices through risk premia. We investigate whether foreign purchases of U.S. Treasury securities significantly contributed to the decline in excess returns on long-term bonds between 1995 and 2008.2010-06-10T14:42:30+00:00enInternational Capital Flows and Bond Risk Premia2010-06-10Financial marketsWorking Paper 2010-14https://www.bankofcanada.ca/wp-content/uploads/2010/06/wp10-14.pdfInternational Capital Flows and Bond Risk PremiaJesus SierraJune 2010CC2C22FF3F31F32F34GG1G11G12G15