Bank of Canada Staff Working Papers

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 462
Year of PublicationTitleAuthor(s)
2016 Global macro risks in currency excess returnsBerg, Kimberly A.; Mark, Nelson C.
2016 Relationships in the interbank marketChiu, Jonathan; Monnet, Cyril
2016 Time-varying crash risk: The role of stock market liquidityChristoffersen, Peter F.; Feunou, Bruno; Jeon, Yoontae; Ornthanalai, Chayawat
2016 International banking and cross-border effects of regulation: Lessons from CanadaDamar, H. Evren; Mordel, Adi
2016 Housing market dynamics and macroprudential policyBruneau, Gabriel; Christensen, Ian; Meh, C├ęsaire Assah
2016 Financial inclusion: What's it worth?Ampudia, Miguel; Ehrmann, Michael
2016 Starting from a blank page? Semantic similarity in central bank communication and market volatilityEhrmann, Michael; Talmi, Jonathan
2016 The global financial cycle, monetary policies and macroprudential regulations in small, open economiesBauer, Gregory; Pasricha, Gurnain; Sekkel, Rodrigo; Terajima, Yaz
2016 Are counterparty arrangements in reinsurance a threat to financial stability?Davison, Matt; Leadbetter, Darrell; Lu, Bin; Voll, Jane
2016 Output comovement and inflation dynamics in a two-sector model with durable goods: The role of sticky information and heterogeneous factor marketsKitamura, Tomiyuki; Takamura, Tamon
2016 The impact of macroprudential housing finance tools in Canada: 2005 - 10Allen, Jason; Grieder, Timothy; Peterson, Brian; Roberts, Tom
2016 Downward nominal wage rigidity in Canada: Evidence from micro-level dataBrouillette, Dany; Kostyshyna, Olena; Kyui, Natalia
2016 On what states do prices depend? Answers from EcuadorBenedict, Craig; Crucini, Mario J.; Landry, Anthony E.
2016 Interpreting volatility shocks as preference shocksXu, Shaofeng
2016 Financial constraint and productivity: Evidence from Canadian SMEsCao, Shutao; Leung, Danny
2016 On the value of virtual currenciesBolt, Wilko; van Oordt, Maarten R. C.
2016 Dating systemic financial stress episodes in the EU countriesDuprey, Thibaut; Klaus, Benjamin; Peltonen, Tuomas
2016 Understanding firms' inflation expectations using the Bank of Canada's Business Outlook SurveyRichards, Simon; Verstraete, Matthieu
2016 Capital structure, pay structure and job terminationAllen, Jason; Thompson, James R.
2016 Government corruption and foreign direct investment under the threat of expropriationHajzler, Christopher; Rosborough, Jonathan
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 462