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3046 Results

Determinants of Financial Stress and Recovery during the Great Recession

Staff Working Paper 2011-24 Joshua Aizenman, Gurnain Pasricha
In this paper, we explore the link between stress in the domestic financial sector and the capital flight faced by countries in the 2008-9 global crisis. Both the timing of emergence of internal financial stress in developing economies, and the size of the peak-trough declines in the stock price indices was comparable to that in high income countries, indicating that there was no decoupling, even before Lehman Brothers’ demise.

Central Bank Communication or the Media’s Interpretation: What Moves Markets?

Staff Working Paper 2012-9 Scott Hendry
The goal of this paper is to investigate what type of information from Bank of Canada communication statements or the market commentary based on these statements has a significant effect on the volatility or level of returns in a short-term interest rate market.
Content Type(s): Staff research, Staff working papers Research Topic(s): Asset pricing, Financial markets JEL Code(s): E, E5, E58, G, G1, G14

The COVID-19 Consumption Game-Changer: Evidence from a Large-Scale Multi-Country Survey

A multi-country consumer survey investigates why and how much households decreased their consumption in five key sectors after pandemic-related restrictions were lifted in Europe in July 2020. Beyond infection risk and precautionary saving motives, households also reported not missing some consumption items, which may indicate preference shifts and structural changes in the post-COVID-19 economy.

Estimation and Inference by the Method of Projection Minimum Distance

Staff Working Paper 2007-56 Òscar Jordà, Sharon Kozicki
A covariance-stationary vector of variables has a Wold representation whose coefficients can be semi-parametrically estimated by local projections (Jordà, 2005). Substituting the Wold representations for variables in model expressions generates restrictions that can be used by the method of minimum distance to estimate model parameters.
Content Type(s): Staff research, Staff working papers Research Topic(s): Econometric and statistical methods JEL Code(s): C, C3, C32, C5, C53, E, E4, E47
May 11, 2017

The Life Cycle of Government of Canada Bonds in Core Funding Markets

Data on the use of government securities in the repo, securities lending and cash markets suggest there are bond market clienteles in Canada. Shorter-term bonds are more prevalent in the repo market, while longer-maturity securities are more active in the securities lending market—consistent with the preferred habitat hypothesis. These results could help design better debt-management strategies and more-effective policies to maintain well-functioning financial markets.
Content Type(s): Publications, Bank of Canada Review articles Research Topic(s): Debt management, Financial markets JEL Code(s): G, G1, G12, G2, G23

The Macroeconomic Effects of Quantitative Easing in the Euro Area: Evidence from an Estimated DSGE Model

Staff Working Paper 2018-11 Stefan Hohberger, Romanos Priftis, Lukas Vogel
This paper estimates an open-economy dynamic stochastic general equilibrium model with Bayesian techniques to analyse the macroeconomic effects of the European Central Bank’s (ECB’s) quantitative easing (QE) programme. Using data on government debt stocks and yields across maturities, we identify the parameter governing portfolio adjustment in the private sector.
Content Type(s): Staff research, Staff working papers Research Topic(s): Economic models, Interest rates, Monetary policy transmission JEL Code(s): E, E4, E44, E5, E52, F, F4, F41
September 18, 2017

How Canada’s International Trade is Changing with the Times

Remarks Timothy Lane Saskatoon Regional Economic Development Authority Saskatoon, Saskatchewan
Deputy Governor Timothy Lane discusses the changing nature of international trade and the factors that are propelling it.

On the Tail Risk Premium in the Oil Market

Staff Working Paper 2017-46 Reinhard Ellwanger
This paper shows that changes in market participants’ fear of rare events implied by crude oil options contribute to oil price volatility and oil return predictability. Using 25 years of historical data, we document economically large tail risk premia that vary substantially over time and significantly forecast crude oil futures and spot returns.
Content Type(s): Staff research, Staff working papers Research Topic(s): Asset pricing, Econometric and statistical methods, Financial markets JEL Code(s): C, C5, C53, C58, D, D8, D84, E, E4, E44, G, G1, G12, G13, Q, Q4, Q43
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