Uncategorized

• December 19, 2014

  Results of the 19 December 2014 Term Repo Operation for Balance Sheet Management Purposes

  Results of today's term repo for balance sheet management purposes operation.

  Content Type(s): Press, Market notices
• December 18, 2014

  Bank of Canada Announces Details of a Term Repo for Balance Sheet Management Purposes Operation

  The Bank of Canada announced today that it will conduct a Term Repo for Balance Sheet Management Purposes operation.

  Content Type(s): Press, Market notices
• December 16, 2014

  Bank of Canada publishes results of consultation on bank note design principles

  Media Relations Ottawa, Ontario

  The Bank of Canada today published a summary of the comments it received in an online consultation on the principles guiding the design of the country’s bank notes.

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

• International Spillovers of Policy Uncertainty

  Staff Working Paper 2014-57 Stefan Klößner, Rodrigo Sekkel

  Using the Baker et al. (2013) index of policy uncertainty for six developed countries, this paper estimates spillovers of policy uncertainty. We find that spillovers account for slightly more than one-fourth of the dynamics of policy uncertainty in these countries, with this share rising to one-half during the financial crisis.

  Content Type(s): Staff research, Staff working papers Research Topic(s): Econometric and statistical methods JEL Code(s): C, C3, D, D8, D80, F, F4, F42
• December 15, 2014

  Principles for Bank Note Design Consultation Data Analysis

  This report summarises the input received from Canadians about the Bank’s principles for bank note design.
• December 15, 2014

  Results of the 15 December 2014 Term Repo Operation for Balance Sheet Management Purposes

  Results of today's term repo for balance sheet management purposes operation.

  Content Type(s): Press, Market notices
• December 12, 2014

  Bank of Canada Announces Details of a Term Repo for Balance Sheet Management Purposes Operation

  The Bank of Canada announced today that it will conduct a Term Repo for Balance Sheet Management Purposes operation.

  Content Type(s): Press, Market notices
• December 12, 2014

  Weekly Financial Statistics - 12 December 2014

  Content Type(s): Publications, Historical: Weekly Financial Statistics

• Why Do Canadian Firms Invest and Operate Abroad? Implications for Canadian Exports

  Staff Discussion Paper 2014-7 Martin Coiteux, Patrick Rizzetto, Lena Suchanek, Jane Voll

  Canadian foreign direct investment and sales of Canadian multinational firms’ operations abroad, particularly in the manufacturing industry and in the United States, have accelerated sharply over the past decade.

  Content Type(s): Staff research, Staff discussion papers Research Topic(s): International topics, Recent economic and financial developments JEL Code(s): F, F1, F10, F2, F21, F23, F4, F41

• High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market

  Staff Working Paper 2014-56 George Jiang, Ingrid Lo, Giorgio Valente

  This paper investigates high-frequency (HF) market and limit orders in the U.S. Treasury market around major macroeconomic news announcements. BrokerTec introduced i- Cross at the end of 2007 and we use this exogenous event as an instrument to analyze the impact of HF activities on liquidity and price efficiency.

  Content Type(s): Staff research, Staff working papers Research Topic(s): Financial markets JEL Code(s): G, G1, G10, G12, G14