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1.
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The goal of this paper is to investigate and estimate long-run relationships among M1, prices, output and interest rates, with a view to determining if there is a stable [...]
1995 | Text | Staff Working Paper - Document de travail du personnel |
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2.
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In this paper we look at the relative information content of cash and futures prices for Canadian Government bonds.
We follow the information-share approaches introduced[...]
2007 | Text | Staff Working Paper - Document de travail du personnel |
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3.
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This paper presents some new results on the price discovery process in both the Canadian and U.S. 10-year Government bond markets using high-frequency data not previously[...]
2007 | Text | Staff Working Paper - Document de travail du personnel |
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4.
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The authors assess the stabilization properties of simple monetary policy rules within the context of a small open-economy model constructed around the limited-participat[...]
2003 | Text | Staff Working Paper - Document de travail du personnel |
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5.
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This paper uses Latent Semantic Analysis to extract information from Bank of Canada communication statements and investigates what type of information affects returns and[...]
2010 | Text | Staff Working Paper - Document de travail du personnel |
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6.
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Loan-level data on the uncollateralized overnight loan market is generated using payment data from Canada's Large Value Transfer System (LVTS) and a modified version of t[...]
2009 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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7.
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Loan-level data on the uncollateralized overnight loan market is generated using payment data from Canada's Large Value Transfer System (LVTS) and a modified version of t[...]
2007 | Text | Staff Working Paper - Document de travail du personnel |
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