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April 23, 2002

The Bank of Canada's Securities-Lending Program: Draft Terms and Conditions

Context The objective of the Bank of Canada's securities-lending program is to support the liquidity of Government of Canada securities by providing a secondary and temporary source of securities to the market under the conditions listed below. Transaction Structure The structure of the transactions is securities lending (no cash collateral) pursuant to a securities-lending agreement […]

Risk, Entropy, and the Transformation of Distributions

Staff Working Paper 2002-11 Mark Reesor, Don McLeish
The exponential family, relative entropy, and distortion are methods of transforming probability distributions. We establish a link between those methods, focusing on the relation between relative entropy and distortion.

La fiabilité des estimations de l'écart de production au Canada

Staff Working Paper 2002-10 Jean-Philippe Cayen, Simon van Norden
In this paper, we measure, with Canadian data, the scope of the revisions to real-time estimates of the output gap generated with several univariate and multivariate techniques. We also make an empirical evaluation of the usefulness of the output gap estimates for predicting inflation.
Content Type(s): Staff research, Staff working papers Topic(s): Potential output JEL Code(s): E, E3, E32

The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ

Staff Working Paper 2002-9 Toni Gravelle
Although dealership government and equity securities have, on the surface, similar market structures, the author demonstrates that some subtle differences exist between them that are likely to significantly affect the way market-makers trade, and as such have an impact on the liquidity that they provide.
March 27, 2002

The Bank of Canada Launches a New $5 Bank Note

David Dodge, Governor of the Bank of Canada and Paul Martin, Minister of Finance were joined at the unveiling by Jean Béliveau, former NHL hockey player for the Montréal Canadiens, Kim St. Pierre, member of the gold-medal-winning Canadian Olympic women's hockey team in Salt Lake City, and Myriam Bédard, two-time Olympic gold medallist in the biathlon.
Content Type(s): Press, Press releases
March 26, 2002

The Conduct of Monetary Policy in the Presence of Economic Shocks

Remarks David Dodge National Association for Business Economics Washington, D.C.
Globalization - the trend towards greater economic integration around the world - has brought important benefits to us all. It has boosted world trade, opened up access to sources of global finance, and facilitated the diffusion of far-reaching technological advances in transportation, communications, and information processing.
March 14, 2002

Debt Strategy Market Consultations—2002-03: Summary of Comments

In January 2002, officials from the Department of Finance and the Bank of Canada sought views of Government Securities Distributors and investors on a number of issues related to the domestic debt program as part of the development of the Debt Strategy 2002-03 and in keeping with the Government's ongoing commitment to consult with market […]
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