D8 - Information, Knowledge, and Uncertainty - Bank of Canada
https://www.bankofcanada.ca/rss-feeds/
Bank of Canada RSS Feedsen2024-03-29T11:44:45+00:00A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil
https://www.bankofcanada.ca/2016/04/staff-working-paper-2016-18/
Futures markets are a potentially valuable source of information about price expectations. Exploiting this information has proved difficult in practice, because time-varying risk premia often render the futures price a poor measure of the market expectation of the price of the underlying asset.2016-04-18T09:53:37+00:00enA General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil2016-04-18Econometric and statistical methodsInternational topicsStaff Working Paper 2016-18https://www.bankofcanada.ca/wp-content/uploads/2016/04/swp2016-18.pdfA General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude OilChristiane BaumeisterLutz KilianApril 2016CC5C53DD8D84GG1G14QQ4Q43Asset Encumbrance, Bank Funding and Financial Fragility
https://www.bankofcanada.ca/2016/04/staff-working-paper-2016-16/
In this piece we show that a limit on the level of asset encumbrance and minimum capital requirements are effective tools for minimizing the incentive for banks to take excessive risk.2016-04-14T11:10:57+00:00enAsset Encumbrance, Bank Funding and Financial Fragility2016-04-14Financial institutionsFinancial stabilityFinancial system regulation and policiesStaff Working Paper 2016-16https://www.bankofcanada.ca/wp-content/uploads/2016/04/swp2016-16.pdfAsset Encumbrance, Bank Funding and Financial FragilityKartik AnandPrasanna GaiJames ChapmanToni AhnertApril 2016DD8D82GG0G01G2G21G28