Search

Content Types

Research Topics

JEL Codes

Locations

Departments

Authors

Sources

Statuses

Published After

Published Before

3003 Results

Downside Variance Risk Premium

Staff Working Paper 2015-36 Bruno Feunou, Mohammad R. Jahan-Parvar, Cédric Okou
We decompose the variance risk premium into upside and downside variance risk premia. These components reflect market compensation for changes in good and bad uncertainties. Their difference is a measure of the skewness risk premium (SRP), which captures asymmetric views on favorable versus undesirable risks.
Content Type(s): Staff research, Staff working papers Research Topic(s): Asset pricing JEL Code(s): G, G1, G12

An Anatomy of Firms’ Political Speech

Staff Working Paper 2024-37 Pablo Ottonello, Wenting Song, Sebastian Sotelo
We study the distribution of political speech across U.S. firms. We develop a measure of political engagement based on firms’ communications (earning calls, regulatory filings, and social media) by training a large language model to identify statements that contain political opinions. Using these data, we document five facts about firms’ political engagement.

An Alternative Estimate of Canadian Potential Output: The Multivariate State-Space Framework

Staff Discussion Paper 2018-14 Lise Pichette, Maria Bernier, Marie-Noëlle Robitaille
In this paper, we extend the state-space methodology proposed by Blagrave et al. (2015) and decompose Canadian potential output into trend labour productivity and trend labour input. As in Blagrave et al. (2015), we include output growth and inflation expectations from consensus forecasts to help refine our estimates.
Content Type(s): Staff research, Staff discussion papers Research Topic(s): Economic models, Potential output JEL Code(s): C, C5, E, E0, E5

International Capital Flows and Bond Risk Premia

Staff Working Paper 2010-14 Jesus Sierra
This paper studies the impact of international capital flows on asset prices through risk premia. We investigate whether foreign purchases of U.S. Treasury securities significantly contributed to the decline in excess returns on long-term bonds between 1995 and 2008.
Content Type(s): Staff research, Staff working papers Research Topic(s): Financial markets JEL Code(s): C, C2, C22, F, F3, F31, F32, F34, G, G1, G11, G12, G15

Cross-Border Bank Flows and Monetary Policy: Implications for Canada

Using the Bank for International Settlements (BIS) Locational Banking Statistics data on bilateral bank claims from 1995 to 2014, we analyze the impact of monetary policy on cross-border bank flows. We find that monetary policy in a source country is an important determinant of cross-border bank flows.
Content Type(s): Staff research, Staff working papers Research Topic(s): Financial institutions, Monetary policy JEL Code(s): F, F3, F34, F36, G, G0, G01

Do Canadian Broker-Dealers Act as Agents or Principals in Bond Trading?

Staff Analytical Note 2017-11 Daniel Hyun, Jesse Johal, Corey Garriott
Technology, risk tolerance and regulation may influence dealers to reduce their trading as principals (using their own balance sheets for sales and purchases of securities) in favour of agency trading (matching client trades).

Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects

Staff Working Paper 2019-16 Kerem Tuzcuoglu
Modeling and estimating persistent discrete data can be challenging. In this paper, we use an autoregressive panel probit model where the autocorrelation in the discrete variable is driven by the autocorrelation in the latent variable. In such a non-linear model, the autocorrelation in an unobserved variable results in an intractable likelihood containing high-dimensional integrals.
Go To Page