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 Research 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 Research 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
April 15, 2015 Release of the Monetary Policy Report Opening statement Stephen S. Poloz Ottawa, Ontario Press conference following the release of the Monetary Policy Report. Content Type(s): Press, Speeches and appearances, Opening statements Research Topic(s): Inflation and prices, Interest rates, Labour markets, Monetary policy, Monetary policy implementation, Recent economic and financial developments
April 10, 2015 Weekly Financial Statistics - 10 April 2015 Content Type(s): Publications, Historical: Weekly Financial Statistics
2013 Methods-of-Payment Survey Results Staff Discussion Paper 2015-4 Christopher Henry, Kim Huynh, Rallye Shen As the sole issuer of bank notes, the Bank of Canada conducts methods-of-payment (MOP) surveys to obtain a detailed and representative snapshot of Canadian payment choices, with a focus on cash usage. Content Type(s): Staff research, Staff discussion papers Research Topic(s): Bank notes, Digital currencies and fintech JEL Code(s): E, E4