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3032 Results

Credit Card Minimum Payment Restrictions

Staff Working Paper 2024-26 Jason Allen, Michael Boutros, Benedict Guttman-Kenney
We study a government policy that restricts repayment choices with the aim of reducing credit card debt and estimate its effects by applying a difference-in-differences methodology to comprehensive credit-reporting data about Canadian consumers. We find the policy has trade-offs: reducing revolving debt comes at a cost of reducing credit access, and potentially increasing delinquency.

Risk Premium, Variance Premium and the Maturity Structure of Uncertainty

Expected returns vary when investors face time-varying investment opportunities. Long-run risk models (Bansal and Yaron 2004) and no-arbitrage affine models (Duffie, Pan, and Singleton 2000) emphasize sources of risk that are not observable to the econometrician.
Content Type(s): Staff research, Staff working papers Research Topic(s): Asset pricing, Financial services JEL Code(s): G, G1, G12, G13

The Propagation of U.S. Shocks to Canada: Understanding the Role of Real-Financial Linkages

Staff Working Paper 2010-40 Kimberly Beaton, René Lalonde, Stephen Snudden
This paper examines the transmission of U.S. real and financial shocks to Canada and, in particular, the role of financial frictions in affecting the transmission of these shocks. These questions are addressed within the Bank of Canada's Global Economy Model (de Resende et al. forthcoming), a dynamic stochastic general-equilibrium model with an active banking sector and a detailed role for financial frictions.

The Power of Helicopter Money Revisited: A New Keynesian Perspective

Staff Discussion Paper 2020-1 Thomas J. Carter, Rhys R. Mendes
We analyze money financing of fiscal transfers (helicopter money) in two simple New Keynesian models: a “textbook” model in which all money is non-interest-bearing (e.g., all money is currency), and a more realistic model with interest-bearing reserves.

Private Information Flow and Price Discovery in the U.S. Treasury Market

Staff Working Paper 2011-5 George Jiang, Ingrid Lo
Existing studies show that U.S. Treasury bond price changes are mainly driven by public information shocks, as manifested in macroeconomic news announcements and events. The literature also shows that heterogeneous private information contributes significantly to price discovery for U.S. Treasury securities.
Content Type(s): Staff research, Staff working papers Research Topic(s): Financial markets, Market structure and pricing JEL Code(s): G, G1, G12, G14
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