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2130 Results

Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media

Staff working paper 2023-23 Alistair Macaulay, Wenting Song
News media present competing interpretations of what breaking news implies for the macroeconomy. Recent examples include news reporting on high inflation and yield curve inversions. Do these narratives shape macroeconomic sentiment? In this paper, we highlight the importance of narratives using evidence linking traditional media and social media.

Do Survey Expectations of Stock Returns Reflect Risk Adjustments?

Staff working paper 2019-11 Klaus Adam, Dmitry Matveev, Stefan Nagel
Motivated by the observation that survey expectations of stock returns are inconsistent with rational return expectations under real-world probabilities, we investigate whether alternative expectations hypotheses entertained in the literature on asset pricing are consistent with the survey evidence.

Money Talks: How Foreign and Domestic Monetary Policy Communications Move Financial Markets

Staff working paper 2025-33 Rodrigo Sekkel, Henry Stern, Xu Zhang
We construct a dataset on Federal Reserve and Bank of Canada non-rate announcement events to provide novel insights into how foreign and domestic monetary policy communications affect the financial markets of open economies. We find that Fed non-rate communications have a stronger impact on long-term interest rates and stock futures, while Bank of Canada communications are relatively more important for short-term interest rates and the exchange rate.
September 6, 2018

An Update on Canada’s Economic Resilience

Remarks Carolyn A. Wilkins Saskatchewan Trade & Export Partnership Regina, Saskatchewan
Senior Deputy Governor Wilkins discusses economic developments since the July Monetary Policy Report and Governing Council’s deliberations leading to yesterday’s policy rate decision.

A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil

Staff working paper 2016-18 Christiane Baumeister, Lutz Kilian
Futures markets are a potentially valuable source of information about price expectations. Exploiting this information has proved difficult in practice, because time-varying risk premia often render the futures price a poor measure of the market expectation of the price of the underlying asset.

Managing Risk Taking with Interest Rate Policy and Macroprudential Regulations

Staff working paper 2016-47 Simona Cociuba, Malik Shukayev, Alexander Ueberfeldt
We develop a model in which a financial intermediary’s investment in risky assets—risk taking—is excessive due to limited liability and deposit insurance and characterize the policy tools that implement efficient risk taking.

Assessing Global Potential Output Growth: April 2018

This note presents our estimates of potential output growth for the global economy through 2020. Overall, we expect global potential output growth to remain broadly stable over the projection horizon, averaging 3.3 per cent, although there is considerable uncertainty surrounding these estimates.

Regulatory Requirements of Banks and Arbitrage in the Post-Crisis Federal Funds Market

Staff working paper 2022-48 Rodney J. Garratt, Sofia Priazhkina
This paper explains the nature of interest rates in the U.S. federal funds market after the 2007-09 financial crisis. We build a model of the over-the-counter lending market that incorporates new aspects of the financial system: abundance of liquidity, different regulatory standards for banks, and arbitrage opportunities created by limited access to the facility granting interest on excess reserves.
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