G15 - International Financial Markets - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T13:39:12+00:00News-Driven International Credit Cycles
https://www.bankofcanada.ca/2021/12/staff-working-paper-2021-66/
This paper examines the implications of positive news about future asset values that turn out to be incorrect at a later date in an open economy model with banking. The model captures the patterns of bank credit and current account dynamics in Spain between 2000 and 2010. The model finds that the use of unconventional policies leads to a milder bust.2021-12-23T13:31:43+00:00enNews-Driven International Credit Cycles2021-12-23Credit and credit aggregatesEconomic modelsFinancial stabilityRecent economic and financial developmentsSectoral balance sheetStaff Working Paper 2021-66https://www.bankofcanada.ca/wp-content/uploads/2021/12/swp2021-66.pdfStaff Working Paper 2021-66Galip Kemal OzhanDecember 2021EE4E44FF3F32F4F41GG1G15G2G21Foreign Exchange Fixings and Returns Around the Clock
https://www.bankofcanada.ca/2021/10/staff-working-paper-2021-48/
We document a new empirical finding in the foreign exchange market: currency returns show systematic reversals around the benchmark fixings. Specifically, the US dollar, on average, appreciates in the hours before fixes and depreciates after fixes.2021-10-06T09:37:49+00:00enForeign Exchange Fixings and Returns Around the Clock2021-10-06Exchange ratesFinancial marketsMarket structure and pricingStaff Working Paper 2021-48https://www.bankofcanada.ca/wp-content/uploads/2021/10/swp2021-48.pdfForeign Exchange Fixings and Returns Around the ClockIngomar KrohnPhilippe MuellerPaul WhelanOctober 2021FF3F31GG1G15BoC–BoE Sovereign Default Database: What’s new in 2021?
https://www.bankofcanada.ca/2021/07/staff-analytical-note-2021-15/
The BoC–BoE database of sovereign debt defaults, published and updated annually by the Bank of Canada and the Bank of England, provides comprehensive estimates of stocks of government obligations in default.2021-07-05T14:00:20+00:00enBoC–BoE Sovereign Default Database: What’s new in 2021?2021-07-05