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. Content Type(s): Publications, Business Outlook Survey
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. Content Type(s): Publications, Senior Loan Officer Survey
October 14, 2012 Statement by Bank of Canada Governor Mark Carney on the Passing of Former Governor James E. Coyne Media Relations Ottawa, Ontario The Bank of Canada mourns the passing of its former Governor, James Coyne, who died on 12 October. Content Type(s): Press, Press releases
October 12, 2012 Weekly Financial Statistics - 12 October 2012 Content Type(s): Publications, Historical: Weekly Financial Statistics
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. Content Type(s): Press, Market notices
October 5, 2012 Weekly Financial Statistics - 5 October 2012 Content Type(s): Publications, Historical: Weekly Financial Statistics
October 4, 2012 Bank of Canada Calls for Nominations for the 2013 Fellowship and Governor’s Awards Media Relations Ottawa, Ontario The Bank of Canada calls for nominations for the 2013 Fellowship and Governor’s Awards. Content Type(s): Press, Press releases Source(s): Fellowship Program
October 4, 2012 A Measure of Work Remarks Tiff Macklem Winnipeg Chamber of Commerce Winnipeg, Manitoba Senior Deputy Governor Tiff Macklem discusses labour markets in Canada. Content Type(s): Press, Speeches and appearances, Remarks
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation Staff Working Paper 2012-34 Peter Christoffersen, Bruno Feunou, Kris Jacobs, Nour Meddahi 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. Content Type(s): Staff research, Staff working papers Topic(s): Asset pricing, Econometric and statistical methods JEL Code(s): G, G1, G13