Posts

• March 10, 2017

  Weekly Financial Statistics - 10 March 2017

  Content Type(s): Publications, Historical: Weekly Financial Statistics

• Small‐Sample Tests for Stock Return Predictability with Possibly Non‐Stationary Regressors and GARCH‐Type Effects

  Staff Working Paper 2017-10 Sermin Gungor, Richard Luger

  We develop a simulation-based procedure to test for stock return predictability with multiple regressors. The process governing the regressors is left completely free and the test procedure remains valid in small samples even in the presence of non-normalities and GARCH-type effects in the stock returns.

  Content Type(s): Staff research, Staff working papers Research Topic(s): Asset pricing, Econometric and statistical methods, Financial markets JEL Code(s): C, C1, C12, C3, C32, G, G1, G14
• March 3, 2017

  Weekly Financial Statistics - 3 March 2017

  Content Type(s): Publications, Historical: Weekly Financial Statistics
• March 2, 2017

  Thermometer Rising—Climate Change and Canada’s Economic Future

  Remarks Timothy Lane Finance and Sustainability Initiative Montréal, Quebec

  Deputy Governor Tim Lane discusses the implications of climate change—and actions to address it—for Canada’s economy and financial system.

  Content Type(s): Press, Speeches and appearances, Remarks Research Topic(s): Central bank research, Climate change, Financial markets, Financial stability, Financial system regulation and policies, International financial markets, International topics
• March 1, 2017

  Bank of Canada begins publishing new foreign exchange rate data

  Media Relations Ottawa, Ontario

  The Bank of Canada today began publishing new data on the foreign exchange (FX) rate for 26 currencies, intended for statistical, analytical and informational purposes only.

  Content Type(s): Press, Press releases Source(s): Canadian Foreign Exchange Committee
• March 1, 2017

  Bank of Canada maintains overnight rate target at 1/2 per cent

  Media Relations Ottawa, Ontario

  The Bank of Canada today announced that it is maintaining its target for the overnight rate at 1/2 per cent. The Bank Rate is correspondingly 3/4 per cent and the deposit rate is 1/4 per cent.

  Content Type(s): Press, Press releases
• February 28, 2017

  Research Update - February 2017

  This monthly newsletter features the latest research publications by Bank of Canada economists including external publications and working papers published on the Bank of Canada’s website.

  Content Type(s): Staff research, Research newsletters
• February 24, 2017

  Weekly Financial Statistics - 24 February 2017

  Content Type(s): Publications, Historical: Weekly Financial Statistics
• February 23, 2017

  Banking and Financial Statistics - February 2017

  Content Type(s): Publications, Historical: Banking and Financial Statistics

• The Share of Systematic Variations in the Canadian Dollar—Part II

  Staff Analytical Note 2017-1 Jean-Sébastien Fontaine, Guillaume Nolin

  This analytical note examines how much of the systematic variation in the Canadian dollar is attributable to its sensitivity to commodity prices. We introduce a new “oil” portfolio that captures systematic variations when the exchange rates of commodity exporters and commodity importers move in opposite directions.

  Content Type(s): Staff research, Staff analytical notes Research Topic(s): Exchange rates JEL Code(s): F, F3, F31