Tractable Term Structure Models Staff Working Paper 2015-46 Bruno Feunou, Jean-Sébastien Fontaine, Anh Le, Christian Lundblad We introduce a new framework that facilitates term structure modeling with both positive interest rates and flexible time-series dynamics but that is also tractable, meaning amenable to quick and robust estimation. Content Type(s): Staff research, Staff working papers Topic(s): Asset pricing, Interest rates, International financial markets, International topics, Monetary policy and uncertainty, Monetary policy transmission JEL Code(s): G, G1, G12
December 11, 2015 Weekly Financial Statistics - 11 December 2015 Content Type(s): Publications, Historical: Weekly Financial Statistics
December 11, 2015 Results of the 22-day 11 December 2015 Term Repo Operation Results of today's term repo operation. Content Type(s): Press, Market notices
December 11, 2015 Bank of Canada Announces the Minimum Bid Rate for Today's Term Repo Operation Bank of Canada Announces the Minimum Bid Rate for today's Term Repo Operation. Content Type(s): Press, Market notices
December 10, 2015 Bank of Canada Announces Details of its Term Repo Operation The Bank of Canada announced today that it will conduct a term repo operation. Content Type(s): Press, Market notices