Posts
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The U.S.-Dollar Supranational Zero-Coupon Curve
The author describes the construction of the U.S.-dollar-denominated zero-coupon curve for the supranational asset class from 1995 to 2010. He uses yield data from a crosssection of bonds issued by AAA-rated supranational entities to fit the Svensson (1995) term-structure model. -
June 5, 2012
Bank of Canada maintains overnight rate target at 1 per cent
The Bank of Canada today announced that it is maintaining its target for the overnight rate at 1 per cent. The Bank Rate is correspondingly 1 1/4 per cent and the deposit rate is 3/4 per cent. -
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May 30, 2012
Quarterly Financial Report - First Quarter 2012
Quarterly Financial Report - First Quarter, 2012 - For the period ended 31 March 2012 -
Estimating the Demand for Settlement Balances in the Canadian Large Value Transfer System
This paper applies a static model of an interest rate corridor to the Canadian data, and estimates the aggregate demand for central-bank settlement balances in the Large Value Transfer System (LVTS). -
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May 24, 2012
The Economics of Payments VI Workshop
Conference held on 24 and 25 May 2012 (papers in unedited, electronic format only) -