C3 - Multiple or Simultaneous Equation Models; Multiple Variables - Bank of Canada
https://www.bankofcanada.ca/rss-feeds/
Bank of Canada RSS Feeds
en
2024-03-28T18:24:32+00:00
-
Speculators, Prices and Market Volatility
https://www.bankofcanada.ca/2015/11/staff-working-paper-2015-42/
We analyze data from 2005 through 2009 that uniquely identify categories of traders to assess how speculators such as hedge funds and swap dealers relate to volatility and price changes. Examining various subperiods where price trends are strong, we find little evidence that speculators destabilize financial markets.
2015-11-20T05:00:12+00:00
en
Speculators, Prices and Market Volatility
2015-11-20
International topics
Recent economic and financial developments
Staff Working Paper 2015-42
https://www.bankofcanada.ca/wp-content/uploads/2015/11/wp2015-42.pdf
Speculators, Prices and Market Volatility
Celso Brunetti
Bahattin Buyuksahin
Jeffrey H. Harris
November 2015
C
C3
G
G1
-
Nowcasting BRIC+M in Real Time
https://www.bankofcanada.ca/2015/10/working-paper-2015-38/
Emerging-market economies have become increasingly important in driving global GDP growth over the past 10 to 15 years. This has made timely and accurate assessment of current and future economic activity in emerging markets important for policy-makers not only in these countries but also in advanced economies.
2015-10-28T09:31:09+00:00
en
Nowcasting BRIC+M in Real Time
2015-10-28
Econometric and statistical methods
International topics
Working Paper 2015-38
https://www.bankofcanada.ca/wp-content/uploads/2015/10/wp-2015-38.pdf
Nowcasting BRIC+M in Real Time
Tatjana Dahlhaus
Justin-Damien Guénette
Garima Vasishtha
October 2015
C
C3
C33
C5
C53
E
E3
E37