G1 - General Financial Markets - Bank of Canada
https://www.bankofcanada.ca/rss-feeds/
Bank of Canada RSS Feeds
en
2024-03-29T14:37:21+00:00
-
Dating Systemic Financial Stress Episodes in the EU Countries
https://www.bankofcanada.ca/2016/03/staff-working-paper-2016-11/
This paper introduces a new methodology to date systemic financial stress events in a transparent, objective and reproducible way. The financial cycle is captured by a monthly country-specific financial stress index.
2016-03-18T08:34:32+00:00
en
Dating Systemic Financial Stress Episodes in the EU Countries
2016-03-18
Business fluctuations and cycles
Central bank research
Econometric and statistical methods
Economic models
Financial markets
Financial stability
Financial system regulation and policies
Monetary and financial indicators
Staff Working Paper 2016-11
https://www.bankofcanada.ca/wp-content/uploads/2016/03/swp2016-11.pdf
Dating Systemic Financial Stress Episodes in the EU Countries
Benjamin Klaus
Tuomas Peltonen
Thibaut Duprey
March 2016
C
C5
C54
G
G0
G01
G1
G15
-
Canadian Repo Market Ecology
https://www.bankofcanada.ca/2016/03/staff-discussion-paper-2016-8/
This is the first of the Financial Markets Department’s descriptions of Canadian financial industrial organization. The document discusses the organization of the repurchase-agreement (repo) market in Canada.
2016-03-11T09:39:13+00:00
en
Canadian Repo Market Ecology
2016-03-11
Financial institutions
Financial markets
Financial system regulation and policies
Market structure and pricing
Staff Discussion Paper 2016-8
https://www.bankofcanada.ca/wp-content/uploads/2016/03/sdp2016-8.pdf
Canadian Repo Market Ecology
Corey Garriott
Kyle Gray
March 2016
G
G1
G18
G2
G21
G23
-
The Dynamics of Capital Flow Episodes
https://www.bankofcanada.ca/2016/03/staff-working-paper-2016-9/
This paper proposes a novel methodology for identifying episodes of strong capital flows based on a regime-switching model. In comparison with the existing literature, a key advantage of our methodology is to estimate capital flow regimes without the need for context- and sample-specific assumptions.
2016-03-10T10:34:27+00:00
en
The Dynamics of Capital Flow Episodes
2016-03-10
Econometric and statistical methods
International financial markets
International topics
Monetary policy and uncertainty
Staff Working Paper 2016-9
https://www.bankofcanada.ca/wp-content/uploads/2016/03/swp2016-9.pdf
The Dynamics of Capital Flow Episodes
Christian Friedrich
Pierre Guérin
March 2016
F
F2
F21
F3
F32
G
G1
G11