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455 Results

Transaction Costs, the Value of Convenience, and the Cross-Section of Safe Asset Returns

We study the cross-section of equilibrium returns on safe assets using a tractable asset pricing model with a micro-founded demand for liquidity and multiple safe assets with heterogeneous transaction costs. We test the main predictions of our theory using a novel measure of relative (in)convenience yields in the US Treasury market.
Content Type(s): Staff research, Staff working papers Research Topic(s): Asset pricing, Debt management, Financial markets, Monetary policy JEL Code(s): E, E4, E44, G, G1, G12

The Dealer-to-Client Repo Market: A Buoy on a Swaying Sea

In 2024, the Canadian Overnight Repo Rate Average (CORRA) rose 7 basis points above the Bank of Canada’s target overnight rate as settlement balances declined and hedge fund borrowing increased by $30 billion, straining dealers’ balance sheets. Exercising market power, dealers raised rates, and as client activity grew, these higher rates increasingly influenced CORRAs deviation from target.

Money Talks: How Foreign and Domestic Monetary Policy Communications Move Financial Markets

Staff Working Paper 2025-33 Rodrigo Sekkel, Henry Stern, Xu Zhang
We construct a dataset on Federal Reserve and Bank of Canada non-rate announcement events to provide novel insights into how foreign and domestic monetary policy communications affect the financial markets of open economies. We find that Fed non-rate communications have a stronger impact on long-term interest rates and stock futures, while Bank of Canada communications are relatively more important for short-term interest rates and the exchange rate.

An update on the Canadian money market mutual fund sector

Staff Analytical Note 2025-25 Jabir Sandhu, Sofia Tchamova, Rishi Vala
We examine the Canadian money market fund (MMF) sector and find that it has grown rapidly, holding a large share of treasury bills and commercial paper. Unlike in some other jurisdictions where investor outflows likely amplified stresses, Canadian MMFs experienced inflows during the March 2020 market turmoil.

The increasing role of hedge funds in Government of Canada bond auctions

Staff Analytical Note 2025-22 Adam Epp, Jeffrey Gao
We find that the rise in Government of Canada debt issuance correlates to growing participation of hedge funds in bond auctions since 2020. This increased participation supports the cost-effective distribution of Canada’s debt, but it also represents a potential vulnerability because hedge funds have a greater flight risk than other investor types.
September 23, 2025

Global trade, capital flows and Canada’s prosperity

Remarks Tiff Macklem Saskatchewan Trade and Export Partnership and the Greater Saskatoon Chamber of Commerce Saskatoon, Saskatchewan
Governor Tiff Macklem discusses four megatrends that are transforming the global economic and financial landscape. He outlines how US tariffs are affecting the Canadian economy and what structural changes are needed to ensure Canada’s prosperity.
September 23, 2025

Time to roll up our sleeves

Speech summary Tiff Macklem Saskatchewan Trade and Export Partnership and the Greater Saskatoon Chamber of Commerce Saskatoon, Saskatchewan
Governor Tiff Macklem outlines four megatrends that are transforming the global economic and financial landscape. He also talks about the structural reform needed to ensure Canada’s long-term prosperity.

Financial Shocks and the Output Growth Distribution

This paper studies how financial shocks shape the distribution of output growth by introducing a quantile-augmented vector autoregression (QAVAR), which integrates quantile regressions into a structural VAR framework. The QAVAR preserves standard shock identification while delivering flexible, nonparametric forecasts of conditional moments and tail risk measures for gross domestic product.

Firm Heterogeneity and Adverse Selection in External Finance: Micro Evidence and Macro Implications

Staff Working Paper 2025-20 Xing Guo, Pablo Ottonello, Thomas Winberry, Toni Whited
We develop a heterogeneous firm macro model with private information and quantify the aggregate relevance of asymmetric information. We find that a spike in private information account for 40% of the decline in aggregate investment during the 2007-2009 financial crisis and made monetary stimulus significantly less effective.

On-the-run Premia, Settlement Fails, and Central Bank Access

Staff Working Paper 2025-19 Fabienne Schneider
The premium on “on-the-run” Treasuries is an anomaly. I explain it using a model in which primary dealers hold inventories of Treasuries. I use the model to analyze the effects of granting access to central bank facilities.
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