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Bank of Canada RSS Feedsen2024-03-29T07:51:18+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 2017FF3F34F36GG0G01How to Predict Financial Stress? An Assessment of Markov Switching Models
https://www.bankofcanada.ca/2017/08/staff-working-paper-2017-32/
This paper predicts phases of the financial cycle by using a continuous financial stress measure in a Markov switching framework. The debt service ratio and property market variables signal a transition to a high financial stress regime, while economic sentiment indicators provide signals for a transition to a tranquil state.2017-08-04T12:08:21+00:00enHow to Predict Financial Stress? An Assessment of Markov Switching Models2017-08-04Business fluctuations and cyclesCentral bank researchEconometric and statistical methodsFinancial marketsFinancial stabilityFinancial system regulation and policiesMonetary and financial indicatorsStaff Working Paper 2017-32https://www.bankofcanada.ca/wp-content/uploads/2017/08/swp2017-32.pdfHow to Predict Financial Stress? An Assessment of Markov Switching ModelsBenjamin KlausThibaut DupreyAugust 2017CC5C54GG0G01G1G15