July 5, 2007
The Bank of Canada - Rotman School of Management Workshop on Advances in Portfolio Management
Conference held on 5 to 7 July 2007 (papers in unedited, electronic format only)
Uncategorized
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Multilateral Adjustment and Exchange Rate Dynamics: The Case of Three Commodity Currencies
In this paper, we empirically investigate whether multilateral adjustment to large U.S. external imbalances can help explain movements in the bilateral exchange rates of three commodity currencies – the Australian, Canadian and New Zealand (ACNZ) dollars. -
Family Values: Ownership Structure, Performance and Capital Structure of Canadian Firms
This study examines how family ownership affects the performance and capital structure of 613 Canadian firms using a panel dataset from 1998 to 2005. -
Liquidity, Redistribution, and the Welfare Cost of Inflation
This paper studies the long run welfare costs of inflation in a micro-founded model with trading frictions and costly liquidity management. -
June 29, 2007
Business Outlook Survey - Summer 2007
Expectations regarding future sales growth are essentially unchanged from the last survey. Investment and employment intentions have declined from the very high levels reported in the previous survey, but continue to be solid. -
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June 21, 2007
Global Integration, Monetary Policy, and the International Monetary System
Now, Manitoba – right in the middle of our vast country – might seem an odd place to talk about globalization. But this province, like the rest of Canada, is very much affected by global economic forces. -
June 19, 2007
Change to the Official Time Base Reference Period for the Canadian Consumer Price Index: Implications for Government of Canada Real Return Bonds
Today, along with the release of the consumer price index (CPI) for May 2007, Statistics Canada converted the official time base reference period for the CPI (the period for which the value 100 is assigned to the index) from 1992 to 2002 . This conversion was previously announced on 23 January 2007.