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Bank of Canada RSS Feedsen2024-03-28T15:21:28+00:00Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings
https://www.bankofcanada.ca/2014/11/working-paper-2014-51/
We propose double bootstrap methods to test the mean-variance efficiency hypothesis when multiple portfolio groupings of the test assets are considered jointly rather than individually.2014-11-19T11:56:03+00:00enBootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings2014-11-19Asset pricingEconometric and statistical methodsFinancial marketsWorking Paper 2014-51https://www.bankofcanada.ca/wp-content/uploads/2014/11/wp2014-51.pdfBootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio GroupingsSermin GungorRichard LugerNovember 2014CC1C12C14C15GG1G12The Effect of the Federal Reserve’s Tapering Announcements on Emerging Markets
https://www.bankofcanada.ca/2014/11/working-paper-2014-50/
The Federal Reserve’s quantitative easing (QE) program has been accompanied by a flow of funds into emerging-market economies (EMEs) in search of higher returns.2014-11-19T11:39:54+00:00enThe Effect of the Federal Reserve’s Tapering Announcements on Emerging Markets2014-11-19International financial marketsInternational topicsMonetary policy transmissionWorking Paper 2014-50https://www.bankofcanada.ca/wp-content/uploads/2014/11/wp2014-50.pdfThe Effect of the Federal Reserve’s Tapering Announcements on Emerging MarketsVikram RaiLena SuchanekNovember 2014CC3C33EE5E58FF3F32GG1G14Credit Market Frictions and Sudden Stops
https://www.bankofcanada.ca/2014/11/working-paper-2014-49/
Financial crises in emerging economies in the 1980s and 1990s often entailed abrupt declines in foreign capital inflows, improvements in trade balance, and large declines in output and total factor productivity (TFP).2014-11-12T12:26:54+00:00enCredit Market Frictions and Sudden Stops2014-11-12Business fluctuations and cyclesCredit and credit aggregatesFinancial marketsInternational topicsWorking Paper 2014-49https://www.bankofcanada.ca/wp-content/uploads/2014/11/wp2014-49.pdfCredit Market Frictions and Sudden StopsYuko ImuraNovember 2014EE2E22E3E32FF4F41GG0G01