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820 Results

The Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro Area

Staff Working Paper 2002-35 Liliane Karlinger
This paper reviews both the theoretical and empirical literature on the impact of common currencies on financial markets and evaluates the first three years of experience with Economic and Monetary Union (EMU).
Content Type(s): Staff research, Staff working papers Research Topic(s): Exchange rate regimes, Financial markets JEL Code(s): E, E4, E44, F, F2, F21, F3, F36, G, G1, G15

The Syndicated Loan Market: Developments in the North American Context

Staff Working Paper 2003-15 Jim Armstrong
The author describes the rapid development of the syndicated corporate loan market in the 1990s. He explores the historical forces that led to the development of the contemporary U.S. syndicated loan market, which is effectively a hybrid of the investment banking and commercial banking worlds.
Content Type(s): Staff research, Staff working papers Research Topic(s): Financial institutions, Financial markets JEL Code(s): G, G1, G10, G2, G21

A Market Microstructure Analysis of Foreign Exchange Intervention in Canada

Staff Working Paper 2002-16 Chris D'Souza
This paper clarifies the role and the impact of foreign exchange dealers in the relationship between foreign exchange intervention and nominal exchange rates using a unique dataset that disaggregates trades by dealer and by type of trade.
Content Type(s): Staff research, Staff working papers Research Topic(s): Exchange rates, Financial institutions, Financial markets JEL Code(s): F, F3, F31, G, G1, G14, G2, G21
December 15, 1999

The Exchange Rate, Productivity, and the Standard of Living

This article examines the recent proposition that the decline in Canada's standard of living relative to that of the United States is causally related to the decline in our exchange rate. The authors explore the main channels through which the exchange rate and the standard of living could be related—productivity and the terms of trade—focusing mainly on productivity. They conclude that the decline in world commodity prices and weak demand for domestic output were affecting both Canada's standard of living and the exchange rate and that the flexible exchange rate regime itself did not play an independent role.
Content Type(s): Publications, Bank of Canada Review articles Research Topic(s): Exchange rates

A Three‐Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth

Staff Discussion Paper 2017-8 Tony Chernis, Gabriella Velasco, Calista Cheung
This paper estimates a three‐frequency dynamic factor model for nowcasting Canadian provincial gross domestic product (GDP). Canadian provincial GDP is released by Statistics Canada on an annual basis only, with a significant lag (11 months).
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