E44 - Financial Markets and the Macroeconomy - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T16:33:29+00:00Monetary Policy and Cross-Border Interbank Market Fragmentation: Lessons from the Crisis
https://www.bankofcanada.ca/2020/08/staff-working-paper-2020-34/
We present a two-country model featuring risky lending and cross-border interbank market frictions.2020-08-27T13:10:08+00:00enMonetary Policy and Cross-Border Interbank Market Fragmentation: Lessons from the Crisis2020-08-27Business fluctuations and cyclesCredit and credit aggregatesInternational financial marketsMonetary policy frameworkMonetary policy transmissionStaff Working Paper 2020-34https://www.bankofcanada.ca/wp-content/uploads/2020/08/swp2020-34.pdfStaff Working Paper 2020-34Tobias BlattnerJonathan SwarbrickAugust 2020EE4E44E5E52FF3F32F36Is the stock market pricing in a V‑shaped recovery?
https://www.bankofcanada.ca/2020/07/staff-analytical-note-2020-17/
Major stock indexes have bounced back from their March 23 trough to about 10 percent below their peaks. However, stocks that are more sensitive to the business cycle have not performed as well during this market rally. This suggests that stock markets are pricing in a slower, shallower economic recovery.2020-07-29T10:00:16+00:00enIs the stock market pricing in a V‑shaped recovery?2020-07-29The potential effect of a central bank digital currency on deposit funding in Canada
https://www.bankofcanada.ca/2020/07/staff-analytical-note-2020-15/
A retail central bank digital currency denominated in Canadian dollars could, in theory, create competition for bank deposit funding.2020-07-03T11:53:07+00:00enThe potential effect of a central bank digital currency on deposit funding in Canada2020-07-03Canadian Financial Stress and Macroeconomic Conditions
https://www.bankofcanada.ca/2020/06/staff-discussion-paper-2020-4/
Severe disruptions in the financial markets, as observed during the 2008 global financial crisis or the COVID-19 pandemic, can impair the stability of the entire financial system and worsen macroeconomic downturns.2020-06-05T07:43:58+00:00enCanadian Financial Stress and Macroeconomic Conditions2020-06-05Central bank researchCoronavirus disease (COVID-19)Financial marketsFinancial stabilityMonetary and financial indicatorsStaff Discussion Paper 2020-4https://www.bankofcanada.ca/wp-content/uploads/2020/06/sdp2020-4.pdfCanadian Financial Stress and Macroeconomic ConditionsThibaut DupreyJune 2020CC3C32EE4E44GG0G01The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News
https://www.bankofcanada.ca/2020/03/staff-working-paper-2020-8/
We quantify the reaction of U.S. equity, bond futures, and exchange rate returns to oil price shocks driven by oil inventory news.2020-03-24T07:21:38+00:00enThe Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News2020-03-24Financial marketsRecent economic and financial developmentsStaff Working Paper 2020-8https://www.bankofcanada.ca/wp-content/uploads/2020/03/swp2020-8.pdfThe Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory NewsRon AlquistReinhard EllwangerJianjian JinMarch 2020DD8D83EE4E44GG1G14G15QQ4Q41Q43Managing GDP Tail Risk
https://www.bankofcanada.ca/2020/01/staff-working-paper-2020-3/
Models for macroeconomic forecasts do not usually take into account the risk of a crisis—that is, a sudden large decline in gross domestic product (GDP). However, policy-makers worry about such GDP tail risk because of its large social and economic costs.2020-01-28T13:48:10+00:00enManaging GDP Tail Risk2020-01-28Central bank researchEconomic modelsFinancial stabilityFinancial system regulation and policiesInterest ratesMonetary policyMonetary policy frameworkStaff Working Paper 2020-3https://www.bankofcanada.ca/wp-content/uploads/2020/01/swp2020-3.pdfManaging GDP Tail RiskThibaut DupreyAlexander UeberfeldtJanuary 2020DD8EE4E44E5E52E58GG0G01