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698 Results

Speculators, Prices and Market Volatility

Staff Working Paper 2015-42 Celso Brunetti, Bahattin Buyuksahin, Jeffrey H. Harris
We analyze data from 2005 through 2009 that uniquely identify categories of traders to assess how speculators such as hedge funds and swap dealers relate to volatility and price changes. Examining various subperiods where price trends are strong, we find little evidence that speculators destabilize financial markets.

Do Sunspots Matter? Evidence from an Experimental Study of Bank Runs

Staff Working Paper 2014-12 Jasmina Arifovic, Janet Hua Jiang
A "sunspot" is a variable that has no direct impact on the economy’s fundamental condition, such as preferences, endowments or technologies, but may nonetheless affect economic outcomes through the expectations channel as a coordination device. This paper investigates how people react to sunspots in the context of a bank-run game in a controlled laboratory environment.
Content Type(s): Staff research, Staff working papers Research Topic(s): Financial markets, Financial stability JEL Code(s): C, C9, C91, C92, D, D8, D80, E, E5, E58, G, G2, G20

On-the-run Premia, Settlement Fails, and Central Bank Access

Staff Working Paper 2025-19 Fabienne Schneider
The premium on “on-the-run” Treasuries is an anomaly. I explain it using a model in which primary dealers hold inventories of Treasuries. I use the model to analyze the effects of granting access to central bank facilities.
August 15, 2013

Bank of Canada Review - Summer 2013

This special issue discusses tools used at Bank of Canada to conduct current analysis - the collection and analysis of a broad spectrum of information to form a view of current economic activity. This analysis is a key input into the Bank’s monetary policy decision-making process.

Forecasting Recessions in Canada: An Autoregressive Probit Model Approach

Staff Working Paper 2024-10 Antoine Poulin-Moore, Kerem Tuzcuoglu
We forecast recessions in Canada using an autoregressive (AR) probit model. The results highlight the short-term predictive power of the US economic activity and suggest that financial indicators are reliable predictors of Canadian recessions. In addition, the suggested model meaningfully improves the ability to forecast Canadian recessions, relative to a variety of probit models proposed in the Canadian literature.

To Share or Not to Share? Uncovered Losses in a Derivatives Clearinghouse

Staff Working Paper 2016-4 Radoslav Raykov
This paper studies how the allocation of residual losses affects trading and welfare in a central counterparty. I compare loss sharing under two loss-allocation mechanisms – variation margin haircutting and cash calls – and study the privately and socially optimal degree of loss sharing.
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