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188 Results

Does Exchange Rate Policy Matter for Growth?

Previous studies on whether the nature of the exchange rate regime influences a country's medium-term growth performance have been based on a tripartite classification scheme that distinguishes between pegged, intermediate, and flexible exchange rate regimes.

A Market Microstructure Analysis of Foreign Exchange Intervention in Canada

Staff Working Paper 2002-16 Chris D'Souza
This paper clarifies the role and the impact of foreign exchange dealers in the relationship between foreign exchange intervention and nominal exchange rates using a unique dataset that disaggregates trades by dealer and by type of trade.

The Resolution of International Financial Crises: Private Finance and Public Funds

Staff Working Paper 2001-20 Andy Haldane, Mark Kruger
Over the past year and a half, the Bank of England and the Bank of Canada have been developing a framework for the resolution of international financial crises that aligns incentives for all parties to deal with a crisis and preserve the integrity of the international financial system. The framework is built on principles, not rules.
Content Type(s): Staff research, Staff working papers Topic(s): International topics JEL Code(s): F, F3, F34, F4, F42

On Commodity-Sensitive Currencies and Inflation Targeting

Staff Working Paper 2001-3 Kevin Clinton
Two aspects of the recent monetary history of Canada, Australia, and New Zealand stand out: the sensitivity of their dollars to prices of resource-based commodities, and inflation targeting. This paper explores various aspects of these phenomena.

Modelling Risk Premiums in Equity and Foreign Exchange Markets

Staff Working Paper 2000-9 René Garcia, Maral Kichian
The observed predictability of excess returns in equity and foreign exchange markets has largely been attributed to the presence of time-varying risk premiums in these markets. For example, excess equity returns were found to be explained by various financial and economic variables.

International Financial Crises and Flexible Exchange Rates: Some Policy Lessons from Canada

Technical Report No. 88 John Murray, Mark Zelmer, Zahir Antia
This paper examines the behaviour of the Canadian dollar from 1997 to 1999 to see if there is any evidence of excess volatility or significant overshooting. A small econometric model of the exchange rate, based on market fundamentals, is presented and used to make tentative judgments about the extent to which the currency might have been systematically over- or undervalued.
Content Type(s): Staff research, Technical reports Topic(s): Exchange rate regimes, Exchange rates JEL Code(s): F, F3, F31

Quelques résultats empiriques relatifs à l'évolution du taux de change Canada/États-Unis

Staff Working Paper 2000-4 Ramdane Djoudad, David Tessier
This paper explores the extent to which factors other than commodity and energy prices may have contributed to the Canadian dollar's depreciation since the early 1970s. The variables considered include among others budgetary conditions and productivity.
Content Type(s): Staff research, Staff working papers Topic(s): Exchange rates JEL Code(s): F, F3, F31
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