May 8, 2015 Weekly Financial Statistics - 8 May 2015 Content Type(s): Publications, Historical: Weekly Financial Statistics
April 30, 2015 Research Update - April 2015 This monthly newsletter features the latest research publications by Bank of Canada economists including external publications and working papers published on the Bank of Canada’s website. Content Type(s): Staff research, Research newsletters
May 1, 2015 Weekly Financial Statistics - 1 May 2015 Content Type(s): Publications, Historical: Weekly Financial Statistics
February 2, 2010 Historical Assets Eligible as Collateral under the Bank of Canada’s Standing Liquidity Facility – February 2, 2010 to July 18, 2010 The Bank of Canada, through its Standing Liquidity Facility (SLF), provides access to liquidity to those institutions that participate directly in the Large Value Transfer System (LVTS). Content Type(s): Collateral Policy Source(s): Standing Liquidity Facility
January 9, 2015 Historical Assets Eligible as Collateral under the Bank of Canada’s Standing Liquidity Facility – January 9, 2015 to March 30, 2018 The Bank of Canada, through its Standing Liquidity Facility (SLF), provides access to liquidity to those institutions that participate directly in the Large Value Transfer System (LVTS). Content Type(s): Collateral Policy Source(s): Standing Liquidity Facility
April 24, 2015 Weekly Financial Statistics - 24 April 2015 Content Type(s): Publications, Historical: Weekly Financial Statistics
A Wake-Up-Call Theory of Contagion Staff Working Paper 2015-14 Christoph Bertsch, Toni Ahnert We propose a novel theory of financial contagion. We study global coordination games of regime change in two regions with an initially uncertain correlation of regional fundamentals. Content Type(s): Staff research, Staff working papers Topic(s): Exchange rates, Financial stability, International financial markets JEL Code(s): D, D8, D82, F, F3, G, G0, G01
Euro Area Government Bonds—Integration and Fragmentation During the Sovereign Debt Crisis Staff Working Paper 2015-13 Michael Ehrmann, Marcel Fratzscher The paper analyzes the integration of euro area sovereign bond markets during the European sovereign debt crisis. It tests for contagion (i.e., an intensification in the transmission of shocks across countries), fragmentation (a reduction in spillovers) and flight-to-quality patterns, exploiting the heteroskedasticity of intraday changes in bond yields for identification. Content Type(s): Staff research, Staff working papers Topic(s): Asset pricing, Financial markets, Interest rates, International financial markets JEL Code(s): E, E5, F, F3, G, G1, G15
April 21, 2015 Summary of Comments – 2015–16 Debt Management Strategy Consultations Today, the Summary of Comments – 2015–16 Debt Management Strategy Consultations is being published in conjunction with the release of the government’s Debt Management Strategy for 2015–16. Content Type(s): Press, Market notices
April 17, 2015 Weekly Financial Statistics - 17 April 2015 Content Type(s): Publications, Historical: Weekly Financial Statistics