October 31, 2008
Posts
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October 30, 2008
Results of the 30 October 2008 Sale of Treasury Bills for Balance Sheet Management Purposes
Results of the 30 October 2008 Sale of Treasury Bills. -
McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates
McCallum (1994a) proposes a monetary rule where policymakers have some tendency to resist rapid changes in exchange rates to explain the forward premium puzzle. -
October 28, 2008
Results of the 28 October 2008 Term PRA Transaction
The results of today's term PRA operations are as follows: -
October 27, 2008
Summary of the Survey on Canadian Corporate Foreign Exchange Hedging
Each year since 2004, the Bank of Canada has surveyed banks that are active in the Canadian-dollar foreign exchange market. -
October 27, 2008
Results of the 27 October 2008 Term PRA Transaction for Private Sector Money Market Instruments
The results of today's term PRA operations. -
October 27, 2008
Bank of Canada Announces the Minimum Bid Rate for Today's Term PRA Facility for Private Sector Money Market Instruments
The minimum bid rate for today's 14-day Term PRA Facility for Private Sector Money Market Instruments. -
October 27, 2008
Bank of Canada to Sell Treasury Bills for Balance Sheet Management Purposes
The Bank of Canada announced today it will sell $1.85 billion of its holdings of treasury bills. This transaction will partially offset the temporary increase in assets associated with the term purchase and resale transactions announced today. -
October 27, 2008
Bank of Canada Announces Details of its 28 Day Term PRA Transaction
In accordance with the schedule of Term PRA auctions announced on 3 October, the Bank of Canada announced today that it will enter into a 28-day Purchase and Resale Agreement (PRA) transaction as follows: -
Which Bank is the "Central" Bank? An Application of Markov Theory to the Canadian Large Value Transfer System
We use a method similar to Google's PageRank procedure to rank banks in the Canadian Large Value Transfer System (LVTS). Along the way we obtain estimates of the payment processing speeds for the individual banks.