May 30, 2014 Quarterly Financial Report - First Quarter 2014 Quarterly Financial Report - First Quarter 2014 - For the period ended 31 March 2014 Content Type(s): Publications, Quarterly Financial Report
April 29, 2014 Research Update - April 2014 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 23, 2014 Weekly Financial Statistics - 23 May 2014 Content Type(s): Publications, Historical: Weekly Financial Statistics
May 13, 2014 Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility Bank of Canada Review - Spring 2014 Bo Young Chang, Bruno Feunou Uncertainty surrounding the Bank of Canada’s future policy rates is measured using implied volatility computed from interest rate options and realized volatility computed from intraday prices of interest rate futures. Both volatility measures show that uncertainty decreased following major policy actions taken by the Bank in response to the 2007–09 financial crisis. Findings also indicate that, on average, uncertainty decreases following the Bank’s policy rate announcements. Content Type(s): Publications, Bank of Canada Review articles Topic(s): Monetary policy and uncertainty JEL Code(s): E, E5, E52, E58
High-Frequency Trading Competition Staff Working Paper 2014-19 Jonathan Brogaard, Corey Garriott, Anna Pomeranets We analyze trading dynamics as successive high-frequency trading (HFT) firms begin to trade stocks in an equity market. Entrants compete with incumbents for volume, and there is crowding out. Content Type(s): Staff research, Staff working papers Topic(s): Financial markets, Market structure and pricing JEL Code(s): G, G1, G14, G2, G20, L, L1
April 25, 2014 Weekly Financial Statistics - 25 April 2014 Content Type(s): Publications, Historical: Weekly Financial Statistics
April 21, 2014 Weekly Financial Statistics - 21 April 2014 Content Type(s): Publications, Historical: Weekly Financial Statistics
Uncertain Costs and Vertical Differentiation in an Insurance Duopoly Staff Working Paper 2014-14 Radoslav Raykov Classical oligopoly models predict that firms differentiate vertically as a way of softening price competition, but some metrics suggest very little quality differentiation in the U.S. auto insurance market. Content Type(s): Staff research, Staff working papers Topic(s): Economic models, Market structure and pricing JEL Code(s): D, D4, D43, D8, D81, G, G2, G22, L, L2, L22
April 11, 2014 Weekly Financial Statistics - 11 April 2014 Content Type(s): Publications, Historical: Weekly Financial Statistics
October 10, 2014 Business Outlook Survey - Autumn 2014 The autumn Business Outlook Survey shows that businesses, mainly exporters, see signs of modestly firmer demand. However, this has not led to a notable strengthening in investment intentions for the next 12 months. Content Type(s): Publications, Business Outlook Survey