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9105 Results

April 5, 2012

Annual Report 2011

2011 was a challenging year for the global economy. Amid global turbulence, Canada’s macroeconomic policy framework has stood us well. The 2011 Annual Report provides a Message from the Governor, highlights key achievements over the year, describes the Bank’s corporate governance, and presents financial statements in conjunction with Management’s Discussion and Analysis.

Content Type(s): Publications, Annual Report

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.
Content Type(s): Staff research, Staff working papers Topic(s): Asset pricing, Financial services JEL Code(s): G, G1, G12, G13
April 2, 2012

Kitchener-Waterloo Chamber of Commerce (Audio)

Exporting in a Post-Crisis World - Governor Mark Carney speaks to Kitchener-Waterloo Chamber of Commerce.

April 2, 2012

Kitchener-Waterloo Chamber of Commerce (Video)

Exporting in a Post-Crisis World - Governor Mark Carney speaks to Kitchener-Waterloo Chamber of Commerce.

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 […]
Content Type(s): Press, Press releases
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