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 Opaque assets and rollover riskAhnert, Toni; Nelson, Benjamin F.
2016 A general approach to recovering market expectations from futures prices with an application to crude oilBaumeister, Christiane; Kilian, Lutz
2016 Global macro risks in currency excess returnsBerg, Kimberly A.; Mark, Nelson C.
2016 Relationships in the interbank marketChiu, Jonathan; Monnet, Cyril
2016 Financial inclusion: What's it worth?Ampudia, Miguel; Ehrmann, Michael
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 The impact of bankruptcy reform on insolvency choice and consumer creditAllen, Jason; Basiri, Kiana
2016 What are the macroeconomic effects of high-frequency uncertainty shocksFerrara, Laurent; Guérin, Pierre
2016 Timing of banks' loan loss provisioning during the crisisde Haan, Leo; van Oordt, Maarten R. C.
2016 Financial crisis interventionsSchroth, Josef
2016 The real-time properties of the Bank of Canada's staff output gap estimatesChampagne, Julien; Poulin-Bellisle, Guillaume; Sekkel, Rodrigo
2016 Estimating systematic risk under extremely adverse market conditionsvan Oordt, Maarten R. C.; Chen Zhou
2016 Housing and tax-deferred retirement accountsHo, Anson T. Y.; Zhou, Jie
2016 Interpreting volatility shocks as preference shocksXu, Shaofeng
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 Financial constraint and productivity: Evidence from Canadian SMEsCao, Shutao; Leung, Danny
2016 Housing market dynamics and macroprudential policyBruneau, Gabriel; Christensen, Ian; Meh, Césaire Assah
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 462