Bio

Eugene Trostin is a Quantitative Analyst in the Financial Markets Department at the Bank of Canada. His research combines financial economics and monetary policy, with a focus on using quantitative frameworks to interpret market dynamics. Eugene holds a B.A. in Economics from the University of Ottawa.

Research Field(s): Asset Pricing Financial Economics Financial Markets Forecasting Macroeconomics Monetary and Fiscal Policy Term Structure Modelling Unconventional Monetary Policy

Staff research

The rise in the Canadian term premium in a global context

Sparks at Bank article Eugene Trostin, James Ketcheson, Antonio Diez de los Rios
In Canada and abroad, yields on long-term government bonds have stayed high even as policy interest rates have fallen. This is due to rising term premiums―the extra compensation investors demand for holding these bonds. A key factor driving higher term premiums is global concerns about the ability of markets to absorb substantial amounts of government debt.
Content Type(s): Staff research, Sparks at Bank article Research Theme(s): Financial markets and funds management, International markets and currencies, Market functioning, Monetary policy, Monetary policy framework and transmission

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