April 4, 2012
Posts
-
-
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty
Expected returns vary when investors face time-varying investment opportunities. Long-run risk models (Bansal and Yaron 2004) and no-arbitrage affine models (Duffie, Pan, and Singleton 2000) emphasize sources of risk that are not observable to the econometrician. -
April 2, 2012
Exporting in a Post-Crisis World
Governor Mark Carney discusses why Canada’s exports are lagging and what can be done to respond to the underlying challenges. -
April 2, 2012
Canada’s Exports Need to Be Reoriented to the New Global Economy, Says Bank of Canada Governor Mark Carney
In response to the global financial crisis, Canada’s broad economic strategy has been to grow domestic demand and to encourage Canadian businesses to retool and reorient to the new global economy, Bank of Canada Governor Mark Carney said in a speech today. “On the former, we have been successful,” he noted. On the second, he […] -
-
March 29, 2012
Summary of Comments - 2012-13 Debt Management Strategy Consultations and Operational Changes to the Cash-Management Bond Buyback Program
Today, the Summary of Comments – 2012–13 Debt Management Strategy Consultations is being published on the Bank of Canada’s website in conjunction with the release of the government’s Debt Management Strategy for 2012–13 on the Department of Finance’s website. -
-
-
March 26, 2012
Bank of Canada Issues $50 Polymer Bank Note
Bank of Canada Governor Mark Carney today officially announced the new $50 polymer bank note’s entry into circulation, during an event at the Canadian Coast Guard’s Québec port facility. These new notes will be available at financial institutions from coast to coast to coast starting today. Governor Carney was joined at the event by Shelly […] -