Posts

• May 2, 2013

  Stephen S. Poloz appointed Governor of the Bank of Canada

  Media Relations Ottawa, Ontario

  The Directors of the Bank of Canada appointed under Section 9 of the Bank of Canada Act today announced that they have appointed Stephen S. Poloz as Governor of the Bank of Canada for a seven-year term, effective 3 June 2013.

  Content Type(s): Press, Press releases
• May 1, 2013

  Monetary Policy After the Fall

  Remarks Mark Carney Eric J. Hanson Memorial Lecture University of Alberta Edmonton, Alberta

  Bank of Canada Governor Mark Carney discusses the future of monetary policy.

  Content Type(s): Press, Speeches and appearances, Remarks
• May 1, 2013

  Financial Crisis Taught Important Lessons About Monetary Policy, says Bank of Canada Governor Mark Carney

  Media Relations Edmonton, Alberta

  While countries around the world continue to cope with the painful aftermath of the global financial crisis, the scope and fury of events have left policy-makers with important lessons about the functioning of monetary policy and its frameworks, instruments and tactics, Bank of Canada Governor Mark Carney said today in a wide-ranging lecture about monetary […]

  Content Type(s): Press, Press releases
• April 30, 2013

  Bank Note Unveiling

  Remarks Mark Carney Ottawa, Ontario

  Governor Mark Carney with Minister of Finance Jim Flaherty, Mr. Paul G. Smith, Chairman of the Board at VIA Rail Canada and Canadian Space Agency Astronaut Chris Hadfield, Commander of the International Space Station (by satellite), unveil the final two notes of the new Polymer bank note series.

  Content Type(s): Press, Speeches and appearances, Remarks Topic(s): Bank notes
• April 30, 2013

  Bank of Canada Unveils New $5 and $10 Polymer Bank Notes

  Media Relations Ottawa, Ontario

  Canada’s new and more secure $5 and $10 polymer bank notes were unveiled today at the Bank of Canada’s Ottawa head office, and from aboard the International Space Station.

  Content Type(s): Press, Press releases Topic(s): Bank notes
• April 30, 2013

  Research Update - April 2013

  This monthly newsletter features the latest research publications by Bank of Canada economists including external publications and working papers published on the Bank of Canada’s website.

  Content Type(s): Staff research, Research newsletters
• April 26, 2013

  Weekly Financial Statistics - 26 April 2013

  Content Type(s): Publications, Historical: Weekly Financial Statistics
• April 25, 2013

  Banking and Financial Statistics - April 2013

  Content Type(s): Publications, Historical: Banking and Financial Statistics
• April 24, 2013

  Opening Statement before the Senate Standing Committee on Banking, Trade and Commerce

  Opening statement Mark Carney Senate Standing Committee on Banking, Trade and Commerce Ottawa, Ontario

  Good afternoon. Tiff and I are pleased to be here with you today to discuss the April Monetary Policy Report, which the Bank published last week. Global economic growth has evolved broadly as anticipated in January. In the United States, the economic expansion is continuing at a modest pace, with gradually strengthening private demand partly […]

  Content Type(s): Press, Speeches and appearances, Opening statements

• Jump-Diffusion Long-Run Risks Models, Variance Risk Premium and Volatility Dynamics

  Staff Working Paper 2013-12 Jianjian Jin

  This paper calibrates a class of jump-diffusion long-run risks (LRR) models to quantify how well they can jointly explain the equity risk premium and the variance risk premium in the U.S. financial markets, and whether they can generate realistic dynamics of risk-neutral and realized volatilities.

  Content Type(s): Staff research, Staff working papers Topic(s): Asset pricing, Economic models JEL Code(s): G, G1, G12, G17