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3037 Results

Foreign Exchange Fixings and Returns Around the Clock

Staff Working Paper 2021-48 Ingomar Krohn, Philippe Mueller, Paul Whelan
We document a new empirical finding in the foreign exchange market: currency returns show systematic reversals around the benchmark fixings. Specifically, the US dollar, on average, appreciates in the hours before fixes and depreciates after fixes.

Optimal Capital Regulation

Staff Working Paper 2017-6 Stéphane Moyen, Josef Schroth
We study constrained-efficient bank capital regulation in a model with market-imposed equity requirements. Banks hold equity buffers to insure against sudden loss of access to funding. However, in the model, banks choose to only partially self-insure because equity is privately costly.
September 30, 2023

Info Source

This document provides information about the functions, programs, activities and related information holdings of government institutions subject to the Access to Information Act and the Privacy Act.
April 22, 2004

Research in Financial Services and Public Policy - Filling the Gaps

Remarks David Dodge Conference on Financial Services and Public Policy Schulich School of Business at York University Toronto, Ontario
For five years, the research program here at Schulich has helped to support and nurture a Canadian academic community focused on financial services. In doing so, the program has encouraged researchers to fill the gaps in our knowledge and help policy-makers and regulators to do a better job. After five years, it's useful to think back and recall the motivations for establishing this program in the first place.

Small‐Sample Tests for Stock Return Predictability with Possibly Non‐Stationary Regressors and GARCH‐Type Effects

Staff Working Paper 2017-10 Sermin Gungor, Richard Luger
We develop a simulation-based procedure to test for stock return predictability with multiple regressors. The process governing the regressors is left completely free and the test procedure remains valid in small samples even in the presence of non-normalities and GARCH-type effects in the stock returns.

Filling in the Blanks: Network Structure and Interbank Contagion

Staff Working Paper 2014-26 Kartik Anand, Ben Craig, Goetz von Peter
The network pattern of financial linkages is important in many areas of banking and finance. Yet bilateral linkages are often unobserved, and maximum entropy serves as the leading method for estimating counterparty exposures.

Does Inflation Uncertainty Vary with the Level of Inflation?

Staff Working Paper 1996-9 Allan Crawford, Marcel Kasumovich
The purpose of this study is to test the hypothesis that inflation uncertainty increases at higher levels of inflation. Our analysis is based on the generalized autoregressive conditional heteroscedasticity (GARCH) class of models, which allow the conditional variance of the error term to be time-varying. Since this variance is a proxy for inflation uncertainty, a positive relationship between the conditional variance and inflation would be interpreted as evidence that inflation uncertainty increases with the level of inflation.
Content Type(s): Staff research, Staff working papers Research Topic(s): Inflation and prices, Monetary policy and uncertainty JEL Code(s): C, C5, C52, E, E3, E31
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