Search

Content Types

Research Topics

JEL Codes

Locations

Departments

Authors

Sources

Statuses

Published After

Published Before

3045 Results

International Capital Flows and Bond Risk Premia

Staff Working Paper 2010-14 Jesus Sierra
This paper studies the impact of international capital flows on asset prices through risk premia. We investigate whether foreign purchases of U.S. Treasury securities significantly contributed to the decline in excess returns on long-term bonds between 1995 and 2008.
Content Type(s): Staff research, Staff working papers Research Topic(s): Financial markets JEL Code(s): C, C2, C22, F, F3, F31, F32, F34, G, G1, G11, G12, G15
November 19, 2019

Researching the Economic Impacts of Climate Change

The Bank of Canada has a mandate to “promote the economic and financial welfare of Canada,” primarily through the conduct of monetary policy and promotion of a safe, sound and efficient financial system. Understanding the macroeconomic and financial system impacts of climate change and the transition to a low-carbon economy is therefore a priority for the Bank.
Content Type(s): Staff research, Other Research Topic(s): Climate change

Unintended Consequences of the Home Affordable Refinance Program

Staff Working Paper 2024-11 Phoebe Tian, Chen Zheng
We investigate the unintended consequences of the Home Affordable Refinance Program (HARP). Originally designed to help borrowers refinance after the 2008–09 global financial crisis, HARP inadvertently strengthened the market power of incumbent lenders by creating a cost advantage for them. Despite a 2013 policy rectifying this cost advantage, we still find significant welfare losses for borrowers.
Content Type(s): Staff research, Staff working papers Research Topic(s): Financial institutions JEL Code(s): G, G2, G21, G5, G51, L, L5, L51

Do Canadian Broker-Dealers Act as Agents or Principals in Bond Trading?

Staff Analytical Note 2017-11 Daniel Hyun, Jesse Johal, Corey Garriott
Technology, risk tolerance and regulation may influence dealers to reduce their trading as principals (using their own balance sheets for sales and purchases of securities) in favour of agency trading (matching client trades).

Identification and Estimation of Risk Aversion in First-Price Auctions with Unobserved Auction Heterogeneity

Staff Working Paper 2016-23 Serafin Grundl, Yu Zhu
This paper shows point identification in first-price auction models with risk aversion and unobserved auction heterogeneity by exploiting multiple bids from each auction and variation in the number of bidders. The required exclusion restriction is shown to be consistent with a large class of entry models.
Content Type(s): Staff research, Staff working papers Research Topic(s): Econometric and statistical methods JEL Code(s): C, C1, C14, C5, C57, D, D4, D44, L, L0, L00

On Causal Networks of Financial Firms: Structural Identification via Non-parametric Heteroskedasticity

Staff Working Paper 2020-42 Ruben Hipp
Banks’ business interactions create a network of relationships that are hidden in the correlations of bank stock returns. But for policy interventions, we need causality to understand how the network changes. Thus, this paper looks for the causal network anticipated by investors.
Go To Page