Search

Content Types

Research Topics

JEL Codes

Locations

Departments

Authors

Sources

Statuses

Published After

Published Before

798 Results

Foreign Exchange Fixings and Returns Around the Clock

Staff Working Paper 2021-48 Ingomar Krohn, Philippe Mueller, Paul Whelan
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.

Comparison of Auction Formats in Canadian Government Auctions

Staff Working Paper 2009-5 Olivier Armantier, Nourredine Lafhel
Using a rich sample of Canadian government securities auctions, we estimate the structural parameters of a share-auction model accounting for asymmetries across bidders. We find little evidence of asymmetries between participants at Canadian government nominal bond auctions.

Measuring Systemic Risk Across Financial Market Infrastructures

Staff Working Paper 2016-10 Fuchun Li, Héctor Pérez Saiz
We measure systemic risk in the network of financial market infrastructures (FMIs) as the probability that two or more FMIs have a large credit risk exposure to the same FMI participant.
May 19, 2011

Unconventional Monetary Policy: The International Experience with Central Bank Asset Purchases

As part of their policy response to the financial crisis of 2007–09, central banks introduced numerous unprecedented monetary policy measures to provide monetary easing. This article defines and documents these measures, focusing on central bank asset purchases and their impact on central bank balance sheets. It then discusses the challenges of identifying the effects of these measures and explores possible exit strategies. The potential costs of these policies are also analyzed, as well as the broader implications for monetary policy frameworks.
Go To Page