F3 - International Finance - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T01:11:02+00:00Cross-Border Bank Flows and Monetary Policy: Implications for Canada
https://www.bankofcanada.ca/2017/08/staff-working-paper-2017-34/
Using the Bank for International Settlements (BIS) Locational Banking Statistics data on bilateral bank claims from 1995 to 2014, we analyze the impact of monetary policy on cross-border bank flows. We find that monetary policy in a source country is an important determinant of cross-border bank flows.2017-08-17T14:21:41+00:00enCross-Border Bank Flows and Monetary Policy: Implications for Canada2017-08-17Financial institutionsMonetary policyStaff Working Paper 2017-34https://www.bankofcanada.ca/wp-content/uploads/2017/08/swp2017-34.pdfCross-Border Bank Flows and Monetary Policy: Implications for CanadaRicardo CorreaTeodora PaligorovaHoracio SaprizaAndrei ZlateAugust 2017FF3F34F36GG0G01Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions
https://www.bankofcanada.ca/2017/08/staff-working-paper-2017-33/
This paper proposes a novel asymptotic least-squares estimator of multi-country Gaussian dynamic term structure models that is easy to compute and asymptotically efficient, even when the number of countries is relatively largeāa situation in which other recently proposed approaches lose their tractability.2017-08-10T07:38:59+00:00enOptimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions2017-08-10Asset pricingEconometric and statistical methodsExchange ratesInterest ratesStaff Working Paper 2017-33https://www.bankofcanada.ca/wp-content/uploads/2017/08/swp2017-33.pdfOptimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear RegressionsAntonio Diez de los RiosAugust 2017EE4E43FF3F31GG1G12G15