April 17, 2012 Bank of Canada maintains overnight rate target at 1 per cent Media Relations Ottawa, Ontario 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. Content Type(s): Press, Press releases
April 13, 2012 Weekly Financial Statistics - 13 April 2012 Content Type(s): Publications, Historical: Weekly Financial Statistics
April 13, 2012 Bank of Canada Announces Recipients of 2012 Fellowship and Governor’s Awards Media Relations Ottawa, Ontario The Bank of Canada today announced the recipients of the Bank’s Fellowship Award and Governor’s Award for 2012. Content Type(s): Press, Press releases Source(s): Fellowship Program
April 9, 2012 Weekly Financial Statistics - 9 April 2012 Content Type(s): Publications, Historical: Weekly Financial Statistics
April 9, 2012 Business Outlook Survey - Spring 2012 The results of the spring survey point to more optimism among firms than in the winter survey, as some of the uncertainty dampening the economic outlook has dissipated. Content Type(s): Publications, Business Outlook Survey
April 9, 2012 Senior Loan Officer Survey - First-Quarter 2012 The survey results point to an overall easing in business-lending conditions during the first quarter of 2012, following virtually unchanged lending conditions in the last quarter of 2011. Content Type(s): Publications, Senior Loan Officer Survey
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
April 5, 2012 The Bank of Canada Releases Its Annual Report for 2011 Media Relations Ottawa, Ontario The Bank of Canada’s Annual Report for 2011 was tabled in the House of Commons today. Content Type(s): Press, Press releases
April 4, 2012 Aging Gracefully: Canada’s Inevitable Demographic Shift Remarks Jean Boivin Economic Club of Canada Toronto, Ontario Deputy Governor Jean Boivin discusses aging in Canada and its impact on our economy. Content Type(s): Press, Speeches and appearances, Remarks
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty Staff Working Paper 2012-11 Bruno Feunou, Jean-Sébastien Fontaine, Abderrahim Taamouti, Roméo Tedongap 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