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3045 Results

November 11, 2008

The Role of Dealers in Providing Interday Liquidity in the Canadian-Dollar Market

Access to information about the future direction of the exchange rate can be extremely valuable in the foreign exchange market. Evidence presented in this article suggests that Canadian dealers are more likely to provide interday liquidity to foreign, rather than Canadian, financial customers, since foreign financial flows can be more informative about future movements in the exchange rate. The author reveals a statistical relationship between the supply of liquidity provided by non-financial firms and that provided by dealing institutions across time, and across markets, and suggests that the relationship between the positions of commercial clients and market-makers, and the role played by dealers in interday liquidity provision, has been understated in the market microstructure literature.

Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach

Staff Working Paper 2011-19 Toni Gravelle, Fuchun Li
In this paper, we define a financial institution’s contribution to financial systemic risk as the increase in financial systemic risk conditional on the crash of the financial institution. The higher the contribution is, the more systemically important is the institution for the system.

Financial Crisis Resolution

Staff Working Paper 2012-42 Josef Schroth
This paper studies a dynamic version of the Holmstrom-Tirole model of intermediated finance. I show that competitive equilibria are not constrained efficient when the economy experiences a financial crisis. A pecuniary externality entails that banks’ desire to accumulate capital over time aggravates the scarcity of informed capital during the financial crisis.
Content Type(s): Staff research, Staff working papers Research Topic(s): Financial markets, Financial system regulation and policies JEL Code(s): D, D5, D53, E, E6, E60, G, G0, G01, G1, G10, G18

What Drags and Drives Mobility: Explaining Canada’s Aggregate Migration Patterns

Staff Working Paper 2012-28 David Amirault, Daniel de Munnik, Sarah Miller
Using census data at the economic region level from 1991 to 2006 and a gravity model framework, this paper examines the factors that influence migration within Canada.

How do Canadians perceive access to cash?

Staff Analytical Note 2024-24 Heng Chen, Daneal O’Habib, Hongyu Xiao
This paper introduces a subjective measure of cash accessibility in Canada, complementing existing distance-based metrics developed by Chen, O’Habib and Xiao (2023). Analyzing data from the 2023 Methods-of-Payment Survey, this study explores how Canadians perceive their ease of accessing cash from automated banking machines (ABMs) and financial institution branches.
Content Type(s): Staff research, Staff analytical notes Research Topic(s): Bank notes, Financial services, Regional economic developments JEL Code(s): J, J1, J15, O, O1, R, R5, R51

More Than Words: Fed Chairs’ Communication During Congressional Testimonies

Staff Working Paper 2022-20 Michelle Alexopoulos, Xinfen Han, Oleksiy Kryvtsov, Xu Zhang
We measure soft information contained in the congressional testimonies of U.S. Federal Reserve Chairs and analyze its effect on financial markets. Increases in the Chair’s text-, voice-, or face-emotion indices during these testimonies generally raise stock prices and lower their volatility.

The Positive Case for a CBDC

Staff Discussion Paper 2021-11 Andrew Usher, Edona Reshidi, Francisco Rivadeneyra, Scott Hendry
We discuss the competition and innovation arguments for issuing a central bank digital currency (CBDC). A CBDC could be an effective competition policy tool for payments. A CBDC could also support the vibrancy of the digital economy. It could help solve market failures and foster competition and innovation in new digital payments markets.

What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks

Staff Working Paper 2016-25 Laurent Ferrara, Pierre Guérin
This paper evaluates the effects of high-frequency uncertainty shocks on a set of low-frequency macroeconomic variables that are representative of the U.S. economy. Rather than estimating models at the same common low-frequency, we use recently developed econometric models, which allows us to deal with data of different sampling frequencies.
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