Bank of Canada Working Papers

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 417
Year of PublicationTitleAuthor(s)
2015 Heterogeneity in the Dynamic Effects of Uncertainty on InvestmentByun, Sungje; Jo, Soojin
2015 Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest RatesLi, Fuchun
2015 Revisiting the Macroeconomic Impact of Oil Shocks in Asian EconomiesCunado, Juncal; Jo, Soojin; Perez de Gracia, Fernando
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 Nowcasting BRIC+M in Real TimeDahlhaus, Tatjana; Guénette, Justin-Damien; Vasishtha, Garima
2015 Fourier Inversion Formulas for Multiple-Asset Option PricingFeunou, Bruno; Tafolong, Ernest
2015 Managerial Compensation Duration and Stock Price ManipulationSchroth, Josef
2015 International Transmission of Credit Shocks in an Equilibrium Model with Production HeterogeneityImura, Yuko; Thomas, Julia K.
2015 Funding Liquidity, Market Liquidity and the Cross-Section of Stock ReturnsFontaine, Jean-Sébastien; Garcia, René; Gungor, Sermin
2015 Information, Risk Sharing and Incentives in Agency ProblemsXie, Jia
2015 Immigrants and Mortgage Delinquency in the United StatesLin, Zhenguo; Liu, Yingchun; Xie, Jia
2015 Motivations for Capital Controls and Their EffectivenessPandey, Radhika; Pasricha, Gurnain K.; Patnaik, Ila; Shah, Ajay
2015 A New Data Set of Quarterly Total Factor Productivity in the Canadian Business SectorCao, Shutao; Kozicki, Sharon
2015 What Drives Bank-Intermediated Trade Finance? Evidence from Cross-Country AnalysisSerena Garralda, Jose Maria; Vasishtha, Garima
2015 Does Financial Integration Increase Welfare? Evidence from International Household-Level DataFriedrich, Christian
2015 Securitization under Asymmetric Information over the Business CycleKuncl, Martin
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
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 417