Staff working papers - Bank of Canada
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2024-03-28T14:23:39+00:00
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On the Existence and Fragility of Repo Markets
https://www.bankofcanada.ca/2012/06/working-paper-2012-17/
This paper presents a model of an over-the-counter bond market in which bond dealers and cash investors arrange repurchase agreements (repos) endogenously.
2012-06-21T11:49:36+00:00
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On the Existence and Fragility of Repo Markets
2012-06-21
Financial markets
Financial stability
Payment clearing and settlement systems
Working Paper 2012-17
https://www.bankofcanada.ca/wp-content/uploads/2012/06/wp2012-17.pdf
On the Existence and Fragility of Repo Markets
Hajime Tomura
June 2012
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G2
G24
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Commodities and Monetary Policy: Implications for Inflation and Price Level Targeting
https://www.bankofcanada.ca/2012/06/working-paper-2012-16/
We examine the relative ability of simple inflation targeting (IT) and price level targeting (PLT) monetary policy rules to minimize both inflation variability and business cycle fluctuations in Canada for shocks that have important consequences for global commodity prices.
2012-06-14T09:51:31+00:00
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Commodities and Monetary Policy: Implications for Inflation and Price Level Targeting
2012-06-14
Economic models
Inflation and prices
International topics
Monetary policy framework
Working Paper 2012-16
https://www.bankofcanada.ca/wp-content/uploads/2012/06/wp2012-16.pdf
Commodities and Monetary Policy: Implications for Inflation and Price Level Targeting
Donald Coletti
René Lalonde
Paul Masson
Dirk Muir
Stephen Snudden
June 2012
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E1
E17
E3
E31
E37
E5
E52
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F41
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Q4
Q43