Bank of Canada Working Papers

Collection's Items (Sorted by Year of Publication in Descending order): 1 to 20 of 409
Year of PublicationTitleAuthor(s)
2015 Sheltered Income: Estimating Income Under-Reporting in Canada, 1998 and 2004Dunbar, Geoffrey R.; Fu, Chunling
2015 Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional DataGuérin, Pierre; Leiva-Leon, Danilo
2015 Option Valuation with Observable Volatility and Jump DynamicsChristoffersen, Peter; Feunou, Bruno; Jeon, Yoontae
2015 Effects of Funding Portfolios on the Credit Supply of Canadian BanksDamar, H. Evren; Meh, Césaire A.; Terajima, Yaz
2015 The Efficiency of Private E-Money-Like Systems: The U.S. Experience with National Bank NotesWeber, Warren E.
2015 International Spillovers of Large-Scale Asset PurchasesAlpanda, Sami; Kabaca, Serdar
2015 A New Data Set of Quarterly Total Factor Productivity in the Canadian Business SectorCao, Shutao; Kozicki, Sharon
2015 Information, Risk Sharing and Incentives in Agency ProblemsXie, Jia
2015 What Drives Bank-Intermediated Trade Finance? Evidence from Cross-Country AnalysisSerena Garralda, Jose Maria; Vasishtha, Garima
2015 Immigrants and Mortgage Delinquency in the United StatesLin, Zhenguo; Liu, Yingchun; Xie, Jia
2015 Does Financial Integration Increase Welfare? Evidence from International Household-Level DataFriedrich, Christian
2015 Securitization under Asymmetric Information over the Business CycleKuncl, Martin
2015 International Transmission of Credit Shocks in an Equilibrium Model with Production HeterogeneityImura, Yuko; Thomas, Julia K.
2015 Motivations for Capital Controls and Their EffectivenessPandey, Radhika; Pasricha, Gurnain K.; Patnaik, Ila; Shah, Ajay
2015 Fourier Inversion Formulas for Multiple-Asset Option PricingFeunou, Bruno; Tafolong, Ernest
2015 Managerial Compensation Duration and Stock Price ManipulationSchroth, Josef
2015 Revisiting the Macroeconomic Impact of Oil Shocks in Asian EconomiesCunado, Juncal; Jo, Soojin; Perez de Gracia, Fernando
2015 Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest RatesLi, Fuchun
2015 Changes in Payment Timing in Canada’s Large Value Transfer SystemZhang, Nellie
2015 Quantifying Contagion Risk in Funding Markets: A Model-Based Stress-Testing ApproachAnand, Kartik; Gauthier, Céline; Souissi, Moez
Collection's Items (Sorted by Year of Publication in Descending order): 1 to 20 of 409
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