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This paper explores the reliability of using prices of credit default swap contracts (CDS) as indicators of default probabilities during the 2007/2008 financial crisis. W[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
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2.
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Banks reliance on short-term funding has increased over time. While an effective source of financing in good times, the 2007 financial crisis has exposed the vulnerabilit[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
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3.
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The authors compare the efficiency of Canada's largest banks with U.S. commercial banks over the past 20 years. Efficiency is measured in three ways. First, the authors s[...]
2006 | Text | Staff Working Paper - Document de travail du personnel |
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4.
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The authors provide a detailed empirical analysis of Canadian city housing prices. They examine the long-run relationship between city house prices in Canada from 1981 to[...]
2006 | Text | Staff Working Paper - Document de travail du personnel |
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5.
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We analyze the relationship between the intensity of banks’ use of soft-information and household bankruptcy patterns. Using a unique data set on the universe of Canadian[...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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Data archive for peer-reviewed article published in Journal of Political Economy. Paper published online June 24, 2019.
2019 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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7.
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Matlab and Stata code for replication of "Crisis Management in Canada: Analyzing Default Risk and Liquidity Demand during Financial Stress." Data was provided under an N[...]
2021 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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8.
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This paper studies discounting in mortgage markets. Using transaction-level data on Canadian mortgages, we document that over time there's been an increase in the average[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
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9.
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Using detailed loan transactions-level data we examine the efficiency of an overnight interbank lending market, and the bargaining power of its participants. Our analysis[...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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10.
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The authors measure the economies of scale of Canada's six largest banks and their costefficiency over time. Using a unique panel data set from 1983 to 2003, they estimat[...]
2005 | Text | Staff Working Paper - Document de travail du personnel |
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