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2182 Results

Terms-of-Trade and House Price Fluctuations: A Cross-Country Study

Staff working paper 2017-1 Paul Corrigan
Terms-of-trade shocks are known to be key drivers of business cycles in open economies. This paper argues that terms-of-trade shocks were also important for house price fluctuations in a panel of developed countries over the 1994–2015 period.

Exploring the potential benefits of inflation overshooting

Staff analytical note 2021-16 Robert Amano, Marc-André Gosselin, Kurt See
After a period with the interest rate at the effective lower bound, temporarily overshooting inflation may offer important economic benefits. This may be especially true for vulnerable segments of the population, such as workers with low attachment to the labour force and the long-term unemployed.

Unintended consequences of liquidity regulation

Staff analytical note 2025-28 Omar Abdelrahman, Josef Schroth
When a bank holds a lot of safe assets, it is well situated to deal with funding stress. But when all banks hold a lot of safe assets, a pecuniary externality implies that their (wholesale) funding costs increase. This reduces banks’ ability to hold capital buffers and thus, paradoxically, increases the frequency of funding stress.

Order Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delays

Staff working paper 2018-16 Michael Brolley, David Cimon
Latency delays—known as “speed bumps”—are an intentional slowing of order flow by exchanges. Supporters contend that delays protect market makers from high-frequency arbitrage, while opponents warn that delays promote “quote fading” by market makers. We construct a model of informed trading in a fragmented market, where one market operates a conventional order book and the other imposes a latency delay on market orders.
February 17, 2011

Bank of Canada Review - Winter 2010-2011

Bank of Canada Review - Winter 2010-2011
This issue features a summary of the Bank’s annual conference, which this year dealt with financial globalization, and three articles that present research by Bank staff on Canada’s mortgage market, the role of adverse selection in financial crises, and payment networks.

Revisiting the Monetary Sovereignty Rationale for CBDCs

Staff discussion paper 2021-17 Skylar Brooks
One argument for central bank digital currencies (CBDCs) is that without them, private and foreign digital monies could displace domestic currencies, threatening the central bank’s monetary policy and lender of last resort capabilities. I revisit this monetary sovereignty rationale and offer a wider view—one that considers a broader set of currency functions and captures important cross-country variation.

Carolyn A. Wilkins

Carolyn A. Wilkins served as Senior Deputy Governor from May 2014 to December 2020.
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