Posts
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October 15, 2012
Business Outlook Survey - Autumn 2012
The results of the autumn survey suggest that, in an environment of slow global economic growth and uncertainty about demand, firms have tem¬pered their expectations for business activity. -
October 15, 2012
Senior Loan Officer Survey - Third-Quarter 2012
The survey results point to a continued easing in overall business-lending conditions during the third quarter of 2012. -
October 14, 2012
Statement by Bank of Canada Governor Mark Carney on the Passing of Former Governor James E. Coyne
The Bank of Canada mourns the passing of its former Governor, James Coyne, who died on 12 October. -
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October 9, 2012
Addition of One Government Securities Distributor for Government of Canada Securities
The Bank of Canada, on behalf of the Government of Canada, announces the addition of one new Government Securities Distributor for Government of Canada marketable bonds and treasury bills. -
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October 4, 2012
Bank of Canada Calls for Nominations for the 2013 Fellowship and Governor’s Awards
The Bank of Canada calls for nominations for the 2013 Fellowship and Governor’s Awards. -
October 4, 2012
A Measure of Work
Senior Deputy Governor Tiff Macklem discusses labour markets in Canada. -
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation
Many studies have documented that daily realized volatility estimates based on intraday returns provide volatility forecasts that are superior to forecasts constructed from daily returns only. We investigate whether these forecasting improvements translate into economic value added.