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> Search Results: ( (jel:[G17 Financial Forecasting and Simulation]))
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Language
English (3)
Series
Document d’analyse du personnel (1)
Document de travail du personnel (2)
Staff Discussion Paper (1)
Staff Working Paper (2)
Resource Type
Text (3)
Creator
Bolder, David (1)
Christensen, Ian (1)
Deeley, Simon (1)
Jin, Jianjian (1)
Li, Fuchun (1)
Year
2013 (2)
2011 (1)
JEL Codes
C Mathematical and Quantitative Methods (2)
C0 General (1)
C1 Econometric and Statistical Methods and Methodology: General (1)
C12 Hypothesis Testing: General (1)
C14 Semiparametric and Nonparametric Methods: General (1)
G Financial Economics (3)
G0 General (1)
G01 Financial Crises (1)
G1 General Financial Markets (3)
G11 Portfolio Choice; Investment Decisions (1)
G12 Asset Pricing; Trading Volume; Bond Interest Rates (1)
G17 Financial Forecasting and Simulation (3)
H Public Economics (1)
H6 National Budget, Deficit, and Debt (1)
H63 Debt; Debt Management; Sovereign Debt (1)
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Fulltext Search
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Language
English (3)
Series
Document d’analyse du personnel (1)
Document de travail du personnel (2)
Staff Discussion Paper (1)
Staff Working Paper (2)
Resource Type
Text (3)
Creator
Bolder, David (1)
Christensen, Ian (1)
Deeley, Simon (1)
Jin, Jianjian (1)
Li, Fuchun (1)
Year
2013 (2)
2011 (1)
JEL Codes
C Mathematical and Quantitative Methods (2)
C0 General (1)
C1 Econometric and Statistical Methods and Methodology: General (1)
C12 Hypothesis Testing: General (1)
C14 Semiparametric and Nonparametric Methods: General (1)
G Financial Economics (3)
G0 General (1)
G01 Financial Crises (1)
G1 General Financial Markets (3)
G11 Portfolio Choice; Investment Decisions (1)
G12 Asset Pricing; Trading Volume; Bond Interest Rates (1)
G17 Financial Forecasting and Simulation (3)
H Public Economics (1)
H6 National Budget, Deficit, and Debt (1)
H63 Debt; Debt Management; Sovereign Debt (1)
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Bank of Canada Open Access Repository
3
records found
Search took 0.18 seconds.
1.
PDF
wp2013-13
A Semiparametric Early Warning Model of Financial Stress Events
Christensen, Ian
;
Li, Fuchun
The authors use the Financial Stress Index created by the International Monetary Fund to predict the likelihood of financial stress events for five developed countries: C[...]
2013
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Text
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Staff Working Paper - Document de travail du personnel
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Detailed record
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2.
PDF
wp2013-12
Jump-Diffusion Long-Run Risks Models, Variance Risk Premium and Volatility Dynamics
Jin, Jianjian
This paper calibrates a class of jump-diffusion long-run risks (LRR) models to quantify how well they can jointly explain the equity risk premium and the variance risk pr[...]
2013
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Text
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Staff Working Paper - Document de travail du personnel
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Detailed record
-
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3.
PDF
dp11-3
The Canadian Debt-Strategy Model: An Overview of the Principal Elements
Bolder, David
;
Deeley, Simon
The government’s objective in managing its domestic debt portfolio is to raise stable, low-cost funding for its operational needs. The Bank of Canada provides analysis an[...]
2011
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Text
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Staff Discussion Paper - Document d’analyse du personnel
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Detailed record
-
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