June 11, 2007 Topics in Exchange Rate Modelling Conference held on 11 and 12 June 2007 (papers in unedited, electronic format only) Content Type(s): Conferences and workshops
September 8, 2006 Dynamic Models Useful for Policy Making Conference held on 8 and 9 September 2006 (papers in unedited, electronic format only) Content Type(s): Conferences and workshops
April 24, 2006 Perspectives on Potential Output and Productivity Growth Conference held on 24 and 25 April 2006 (papers in unedited, electronic format only) Content Type(s): Conferences and workshops
December 6, 2005 Exchange Rate Determinants and Economic Impacts Conference held on 6 and 7 December 2005 (papers in unedited, electronic format only) Content Type(s): Conferences and workshops
March 27, 2015 The Bank of Canada Releases Its Annual Report for 2014 Media Relations Ottawa, Ontario The Bank of Canada’s Annual Report for 2014 was tabled in the House of Commons today. Content Type(s): Press, Press releases
March 26, 2015 Central Bank Credibility and Policy Normalization Remarks Stephen S. Poloz Canada-United Kingdom Chamber of Commerce London, United Kingdom Governor Poloz discusses the recent rise in financial market volatility and low long-term borrowing costs, and what they both mean for central bank credibility. Content Type(s): Press, Speeches and appearances, Remarks Topic(s): Credibility, Financial stability, Inflation targets, Interest rates, Monetary policy, Monetary policy implementation
Fourier Inversion Formulas for Multiple-Asset Option Pricing Staff Working Paper 2015-11 Bruno Feunou, Ernest Tafolong Plain vanilla options have a single underlying asset and a single condition on the payoff at the expiration date. For this class of options, a well-known result of Duffie, Pan and Singleton (2000) shows how to invert the characteristic function to obtain a closed-form formula for their prices. Content Type(s): Staff research, Staff working papers Topic(s): Asset pricing JEL Code(s): G, G1, G12
February 28, 2014 Research Update - February 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
November 30, 2013 Research Update - November 2013 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
September 30, 2013 Research Update - September 2013 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