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Bank of Canada Open Access Repository 3 records found Search took 0.19 seconds. 
1.
The author evaluates the effect of the Bank of Canada's conditional commitment regarding the target overnight rate on longer-term market interest rates by taking into acc[...]
2010 | Text | Staff Discussion Paper - Document d’analyse du personnel |
2.
A sequential Monte Carlo method for estimating GARCH models subject to an unknown number of structural breaks is proposed. Particle filtering techniques allow for fast an[...]
2009 | Text | Staff Working Paper - Document de travail du personnel |
3.
We offer a multi-period systemic risk assessment framework with which to assess recent liquidity and capital regulatory requirement proposals in a holistic way. Following[...]
2010 | Text | Staff Working Paper - Document de travail du personnel |

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