Tom Roberts - Bank Publications - Bank of Canada
https://www.bankofcanada.ca/rss-feeds/
Bank of Canada RSS Feedsen2024-03-29T11:40:29+00:00A Barometer of Canadian Financial System Vulnerabilities
https://www.bankofcanada.ca/2017/12/staff-analytical-note-2017-24/
This note presents a composite indicator of Canadian financial system vulnerabilities—the Vulnerabilities Barometer. It aims to complement the Bank of Canada’s vulnerabilities assessment by adding a quantitative and synthesized perspective to the more granular (distributional) analysis presented in the Financial System Review.2017-12-18T10:27:38+00:00enA Barometer of Canadian Financial System Vulnerabilities2017-12-18A Counterfactual Valuation of the Stock Index as a Predictor of Crashes
https://www.bankofcanada.ca/2017/09/staff-working-paper-2017-38/
Stock market fundamentals would not seem to meaningfully predict returns over a shorter-term horizon—instead, I shift focus to severe downside risk (i.e., crashes).2017-09-20T11:43:44+00:00enA Counterfactual Valuation of the Stock Index as a Predictor of Crashes2017-09-20Asset pricingFinancial stabilityStaff Working Paper 2017-38https://www.bankofcanada.ca/wp-content/uploads/2017/09/swp2017-38.pdfA Counterfactual Valuation of the Stock Index as a Predictor of CrashesTom RobertsSeptember 2017GG0G01G1G12G17G19