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3541 Results

Repo transaction costs and balance sheet frictions

Staff analytical paper 2026-10 Yanis Belkacem, Fabienne Schneider, Adrian Walton
We develop an approach to quantify transaction costs in the repo market using OTC transaction data, where quoted bid-ask spreads are not observable. By estimating effective spreads at the level of individual trades, we construct a novel metric to evaluate intermediation costs across different segments of the market.
April 12, 2006

The Evolution of the Government of Canada's Debt Distribution Framework

This overview includes a brief history highlighting the government's use of the primary and secondary markets to develop a framework for distributing its debt securities to financial market intermediaries and end investors. The framework is also intended to meet the government's debt-strategy objectives of raising stable, low-cost funding and maintaining a well-functioning debt market. Pellerin reviews the government's adoption of a new framework in 1998 as well as the 2005 modifications aimed at attracting continued broad and competitive participation in government auctions.
February 12, 2013

Statement by G7 Finance Ministers and Central Bank Governors

We, the G7 Ministers and Governors, reaffirm our longstanding commitment to market determined exchange rates and to consult closely in regard to actions in foreign exchange markets. We reaffirm that our fiscal and monetary policies have been and will remain oriented towards meeting our respective domestic objectives using domestic instruments, and that we will not […]
Content Type(s): Press, Press releases
April 14, 2010

Core functions

Learn all about the main areas of responsibility of the Bank of Canada.

Gitanjali Kumar

Gitanjali Kumar is the Director of the Cross-Market Analysis team in the Financial Markets Department.

Exploring Wage Phillips Curves in Advanced Economies

Staff discussion paper 2019-8 Rose Cunningham, Vikram Rai, Kristina Hess
We investigate the extent to which excess supply (demand) in labour markets contributes to a lower (higher) growth rate of average nominal wages for workers. Using panel methods on data from 10 advanced economies for 1992–2018, we produce reduced-form estimates of a wage Phillips curve specification that is consistent with a New Keynesian framework.
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