August 18, 2017 Weekly Financial Statistics - 18 August 2017 Content Type(s): Publications, Historical: Weekly Financial Statistics
August 17, 2017 Advances in Fixed Income and Macro-Finance Research Conference held Aug 17 and 18, 2017 and co-sponsored by the Bank of Canada, the Federal Reserve Bank of San Francisco and the Beedie School of Business at Simon Fraser University Content Type(s): Conferences and workshops
Cross-Border Bank Flows and Monetary Policy: Implications for Canada Staff Working Paper 2017-34 Ricardo Correa, Teodora Paligorova, Horacio Sapriza, Andrei Zlate Using the Bank for International Settlements (BIS) Locational Banking Statistics data on bilateral bank claims from 1995 to 2014, we analyze the impact of monetary policy on cross-border bank flows. We find that monetary policy in a source country is an important determinant of cross-border bank flows. Content Type(s): Staff research, Staff working papers Topic(s): Financial institutions, Monetary policy JEL Code(s): F, F3, F34, F36, G, G0, G01
August 17, 2017 Government of Canada considering issuing more ultra-long bonds The Government of Canada announced today that it is considering issuing more ultra-long bonds in the near future, subject to favourable market conditions. Content Type(s): Press, Market notices
August 11, 2017 Weekly Financial Statistics - 11 August 2017 Content Type(s): Publications, Historical: Weekly Financial Statistics
Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions Staff Working Paper 2017-33 Antonio Diez de los Rios This paper proposes a novel asymptotic least-squares estimator of multi-country Gaussian dynamic term structure models that is easy to compute and asymptotically efficient, even when the number of countries is relatively large—a situation in which other recently proposed approaches lose their tractability. Content Type(s): Staff research, Staff working papers Topic(s): Asset pricing, Econometric and statistical methods, Exchange rates, Interest rates JEL Code(s): E, E4, E43, F, F3, F31, G, G1, G12, G15