Search

Content Types

Research Topics

JEL Codes

Locations

Departments

Authors

Sources

Statuses

Published After

Published Before

2995 Results

COVID-19 Hasn’t Killed Merchant Acceptance of Cash: Results from the 2023 Merchant Acceptance Survey

Staff Discussion Paper 2024-2 Angelika Welte, Katrina Talavera, Liang Wang, Joy Wu
The Bank of Canada’s Merchant Acceptance Survey finds that 96% of small and medium-sized businesses in Canada accepted cash in 2023. Acceptance of debit and credit cards has increased to 89%, and acceptance of digital payments has also increased. However, Canada is far from being a cashless society.

Consumer Credit Regulation and Lender Market Power

Staff Working Paper 2024-36 Zachary Bethune, Joaquín Saldain, Eric R. Young
We investigate the welfare consequences of consumer credit regulation in a dynamic, heterogeneous-agent model with endogenous lender market power. Lenders post credit offers and borrowers—some informed and others uninformed—apply for credit. We calibrate the model to match characteristics of the unsecured consumer credit market and use the calibrated model to evaluate interest rate ceilings.
Content Type(s): Staff research, Staff working papers Research Topic(s): Credit and credit aggregates, Financial markets, Interest rates JEL Code(s): D, D1, D15, D4, D43, D6, D60, D8, D83, E, E2, E21, G, G5, G51

The Implementation of Monetary Policy in Canada

Staff Discussion Paper 2008-9 Walter Engert, Toni Gravelle, Donna Howard
The authors present a detailed discussion of the Bank of Canada's framework for the implementation of monetary policy. As background, they provide a brief overview of the financial system in Canada, including a discussion of the financial services industry and the money market.

How big is cash-futures basis trading in Canada’s government bond market?

Staff Analytical Note 2024-16 Andreas Uthemann, Rishi Vala
Cash-futures basis trading has grown alongside the Government of Canada bond futures market. We examine this growth over time in relation to Government of Canada bond and repurchase agreement markets and provide details on the type of market participants that engage in this type of trading activity.

Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work

Staff Working Paper 2014-11 Christiane Baumeister, Pierre Guérin, Lutz Kilian
The substantial variation in the real price of oil since 2003 has renewed interest in the question of how to forecast monthly and quarterly oil prices. There also has been increased interest in the link between financial markets and oil markets, including the question of whether financial market information helps forecast the real price of oil in physical markets.
Content Type(s): Staff research, Staff working papers Research Topic(s): Econometric and statistical methods, International topics JEL Code(s): C, C5, C53, G, G1, G14, Q, Q4, Q43
April 12, 2006

The Evolution of the Government of Canada's Debt Distribution Framework

This overview includes a brief history highlighting the government's use of the primary and secondary markets to develop a framework for distributing its debt securities to financial market intermediaries and end investors. The framework is also intended to meet the government's debt-strategy objectives of raising stable, low-cost funding and maintaining a well-functioning debt market. Pellerin reviews the government's adoption of a new framework in 1998 as well as the 2005 modifications aimed at attracting continued broad and competitive participation in government auctions.

A Portfolio-Balance Model of Inflation and Yield Curve Determination

Staff Working Paper 2020-6 Antonio Diez de los Rios
How does the supply of nominal government debt affect the macroeconomy? To answer this question, we propose a portfolio-balance model of the yield curve in which inflation is determined through an interest rate rule.

A Microfounded Design of Interconnectedness-Based Macroprudential Policy

Staff Working Paper 2016-6 Jose Fique
To address the challenges posed by global systemically important banks (G-SIBs), the Basel Committee on Banking Supervision recommended an “additional loss absorbency requirement” for these institutions. Along these lines, I develop a microfounded design of capital surcharges that target the interconnectedness component of systemic risk.
Go To Page