Posts - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-19T09:20:50+00:00Summary of Government of Canada - Outstanding as at 31 December 2013
https://www.bankofcanada.ca/wp-content/uploads/2014/03/loans-book-2013.pdf
2013-12-31T08:05:12+00:00enSummary of Government of Canada - Outstanding as at 31 December 20132013-12-31Weekly Financial Statistics - 30 December 2013
https://www.bankofcanada.ca/wp-content/uploads/2013/12/wfs301213.pdf
2013-12-30T13:38:05+00:00enWeekly Financial Statistics - 30 December 20132013-12-30Cash Management and Payment Choices: A Simulation Model with International Comparisons
https://www.bankofcanada.ca/2013/12/working-paper-2013-53/
Despite various payment innovations, today, cash is still heavily used to pay for low-value purchases. This paper develops a simulation model to test whether standard implications of the theory on cash management and payment choices can explain the use of payment instruments by transaction size.2013-12-30T08:55:48+00:00enCash Management and Payment Choices: A Simulation Model with International Comparisons2013-12-30Bank notesFinancial servicesInternational topicsWorking Paper 2013-53https://www.bankofcanada.ca/wp-content/uploads/2013/12/wp2013-53.pdfCash Management and Payment Choices: A Simulation Model with International ComparisonsCarlos ArangoYassine BouhdaouiDavid BounieMartina EschelbachLola HernándezDecember 2013CC6C61EE4E41E47Do Oil Price Increases Cause Higher Food Prices?
https://www.bankofcanada.ca/2013/12/working-paper-2013-52/
U.S. retail food price increases in recent years may seem large in nominal terms, but after adjusting for inflation have been quite modest even after the change in U.S. biofuel policies in 2006. In contrast, increases in the real prices of corn, soybeans, wheat and rice received by U.S. farmers have been more substantial and can be linked in part to increases in the real price of oil.2013-12-30T08:21:24+00:00enDo Oil Price Increases Cause Higher Food Prices?2013-12-30Inflation and pricesInternational topicsWorking Paper 2013-52https://www.bankofcanada.ca/wp-content/uploads/2013/12/wp2013-52.pdfDo Oil Price Increases Cause Higher Food Prices?Christiane BaumeisterLutz KilianDecember 2013EE3E31QQ1Q11Q4Q42Q43Regime Switches in the Risk-Return Trade-Off
https://www.bankofcanada.ca/2013/12/working-paper-2013-51/
This paper deals with the estimation of the risk-return trade-off. We use a MIDAS model for the conditional variance and allow for possible switches in the risk-return relation through a Markov-switching specification.2013-12-24T11:03:53+00:00enRegime Switches in the Risk-Return Trade-Off2013-12-24Econometric and statistical methodsFinancial marketsWorking Paper 2013-51https://www.bankofcanada.ca/wp-content/uploads/2013/12/wp2013-51.pdfRegime Switches in the Risk-Return Trade-OffEric GhyselsPierre GuérinMassimiliano MarcellinoDecember 2013GG1G10G12Banking and Financial Statistics - December 2013
https://www.bankofcanada.ca/wp-content/uploads/2013/12/bfs_december2013.pdf
2013-12-23T13:15:06+00:00enBanking and Financial Statistics - December 20132013-12-23Deputy Governor John Murray to Retire from the Bank of Canada
https://www.bankofcanada.ca/2013/12/deputy-governor-john-murray-retire/
The Bank of Canada announced today that Deputy Governor John Murray will retire on 30 April 2014.2013-12-23T10:35:32+00:00enDeputy Governor John Murray to Retire from the Bank of Canada2013-12-23Funding Advantage and Market Discipline in the Canadian Banking Sector
https://www.bankofcanada.ca/2013/12/working-paper-2013-50/
We employ a comprehensive data set and a variety of methods to provide evidence on the magnitude of large banks’ funding advantage in Canada, and on the extent to which market discipline exists across different securities issued by the Canadian banks.2013-12-23T07:44:08+00:00enFunding Advantage and Market Discipline in the Canadian Banking Sector2013-12-23Financial institutionsInterest ratesWorking Paper 2013-50https://www.bankofcanada.ca/wp-content/uploads/2013/12/wp2013-50.pdfFunding Advantage and Market Discipline in the Canadian Banking SectorMehdi BeyhaghiChris D'SouzaGordon S. RobertsDecember 2013GG0G01G2G21G28G3G32G33Weekly Financial Statistics - 20 December 2013
https://www.bankofcanada.ca/wp-content/uploads/2013/12/wfs201213.pdf
2013-12-20T12:57:34+00:00enWeekly Financial Statistics - 20 December 20132013-12-20A Distributional Approach to Realized Volatility
https://www.bankofcanada.ca/2013/12/working-paper-2013-49/
This paper proposes new measures of the integrated variance, measures which use high-frequency bid-ask spreads and quoted depths. The traditional approach assumes that the mid-quote is a good measure of frictionless price.2013-12-20T10:14:03+00:00enA Distributional Approach to Realized Volatility2013-12-20Econometric and statistical methodsFinancial marketsWorking Paper 2013-49https://www.bankofcanada.ca/wp-content/uploads/2013/12/wp2013-49.pdfA Distributional Approach to Realized VolatilitySelma ChakerNour MeddahiDecember 2013CC1C14C5C51C58