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2338
result(s)
December 21, 2008
Credit, Asset Prices, and Financial Stress in Canada
Content Type(s):
Publications,
Financial System Review articles
December 21, 2008
Fair Value Accounting and Financial Stability
Content Type(s):
Publications,
Financial System Review articles
December 21, 2008
A Model of Housing Boom and Bust in a Small Open Economy
Content Type(s):
Publications,
Financial System Review articles
December 21, 2008
The Role of Bank Capital in the Propagation of Shocks
Content Type(s):
Publications,
Financial System Review articles
Futures Markets, Oil Prices and the Intertemporal Approach to the Current Account
Staff Working Paper 2008-48
Elif Arbatli
The intertemporal approach to the current account suggests modeling movements in the current account in a forward-looking, dynamic framework. In this framework, the current account reflects consumption smoothing of agents that lend and borrow from the rest of the world in the face of transitory shocks to income.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Balance of payments and components
JEL Code(s):
C,
C2,
C22,
F,
F2,
F21,
F3,
F32,
G,
G1,
G13
How Important Is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange
Staff Working Paper 2008-47
Ron Alquist
This paper uses the framework of arbitrage-pricing theory to study the relationship between liquidity risk and sovereign bond risk premia. The London Stock Exchange in the late 19th century is an ideal laboratory in which to test the proposition that liquidity risk affects the price of sovereign debt.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Financial markets,
International topics
JEL Code(s):
F,
F2,
F21,
F3,
F34,
F36,
G,
G1,
G12,
G15