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1.
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The data and programs replicate tables and figures from "The life cycle of trading activity and liquidity of Government of Canada bonds: Evidence from cash, repo and secu[...]
2021 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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We estimate a perfect information static entry game to study the effect of cultural entry barriers on entry and competition in the retail banking industry. Canada provide[...]
2022 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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3.
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This paper assesses the merits of countercyclical bank balance sheet regulation for the stabilization of financial and economic cycles and examines its interaction with m[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
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4.
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In this paper, we define a financial institution’s contribution to financial systemic risk as the increase in financial systemic risk conditional on the crash of the fina[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
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5.
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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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6.
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We employ a comprehensive data set and a variety of methods to provide evidence on the magnitude of large banks’ funding advantage in Canada, and on the extent to which m[...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
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7.
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This paper proposes a theoretical framework to analyze the relationship between credit shocks, firm defaults and volatility, and to study the impact of credit shocks on b[...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
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8.
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This paper documents a link between the real and financial sides of the economy. We find that retail equity mutual fund flows in Canada are negatively related to current [...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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9.
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This paper examines the role of bank credit in modeling and forecasting business cycle fluctuations, and investigates the international transmission of US credit shocks, [...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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10.
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This paper measures market power in a decentralized market where contracts are determined through a search and negotiation process. The mortgage industry has many institu[...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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