Posts

• August 30, 2013

  Weekly Financial Statistics - 30 August 2013

  Content Type(s): Publications, Historical: Weekly Financial Statistics
• August 30, 2013

  Research Update - August 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
• August 29, 2013

  Banking and Financial Statistics - August 2013

  Content Type(s): Publications, Historical: Banking and Financial Statistics
• August 29, 2013

  Quarterly Financial Report - Second Quarter 2013

  Quarterly Financial Report - Second Quarter 2013 - For the period ended 30 June 2013

  Content Type(s): Publications, Quarterly Financial Report
• August 27, 2013

  Exits, Spillovers and Monetary Policy Independence

  Remarks John Murray Canadian Association for Business Economics Kingston, Ontario

  Deputy Governor John Murray discusses exits from unconventional monetary policies, spillovers and monetary policy independence.

  Content Type(s): Press, Speeches and appearances, Remarks
• August 23, 2013

  Weekly Financial Statistics - 23 August 2013

  Content Type(s): Publications, Historical: Weekly Financial Statistics
• August 20, 2013

  Changes to the Terms and Conditions Governing the Morning Auction of Receiver General Cash Balances

  The Bank of Canada, on behalf of the Government of Canada, today announced changes to the Terms and Conditions Governing the Morning Auction of Receiver General Cash Balances (the Terms), effective 1 April 2014.

  Content Type(s): Press, Market notices
• August 20, 2013

  Bank of Canada Announces the Recipients of its 2013 Law Enforcement Award of Excellence for Counterfeit Deterrence

  Media Relations Ottawa, Ontario

  The Bank of Canada is pleased to announce the recipients of its 2013 Law Enforcement Award of Excellence for Counterfeit Deterrence.

  Content Type(s): Press, Press releases Topic(s): Bank notes

• Volatility and Liquidity Costs

  Staff Working Paper 2013-29 Selma Chaker

  Observed high-frequency prices are contaminated with liquidity costs or market microstructure noise. Using such data, we derive a new asset return variance estimator inspired by the market microstructure literature to explicitly model the noise and remove it from observed returns before estimating their variance.

  Content Type(s): Staff research, Staff working papers Topic(s): Econometric and statistical methods, Financial markets, Market structure and pricing JEL Code(s): C, C1, C14, C5, C51, C58, G, G2, G20

• Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach

  Staff Working Paper 2013-28 Christiane Baumeister, Lutz Kilian

  The U.S. Energy Information Administration regularly publishes short-term forecasts of the price of crude oil.

  Content Type(s): Staff research, Staff working papers Topic(s): Econometric and statistical methods, International topics JEL Code(s): C, C5, C53, E, E3, E32, Q, Q4, Q43