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3035 Results

Liquidity of the Government of Canada Securities Market: Stylized Facts and Some Market Microstructure Comparisons to the United States Treasury Market

Staff Working Paper 1999-11 Toni Gravelle
The aims of this study are to examine how liquidity in the Government of Canada securities market has evolved over the 1990s and to determine what factors influence the level of liquidity in this market, with some comparisons to the U.S. Treasury securities market. We find empirical support for the hypothesis that an increase in […]
Content Type(s): Staff research, Staff working papers Research Topic(s): Financial markets JEL Code(s): D, D4, G, G1, G2

Sequencing Extended Monetary Policies at the Effective Lower Bound

In this analysis, we use simulations in the Bank of Canada’s projection model—the Terms-of-Trade Economic Model—to consider a suite of extended monetary policies to support the economy following the COVID-19 crisis.

The Turning Black Tide: Energy Prices and the Canadian Dollar

Staff Working Paper 2006-29 Ramzi Issa, Robert Lafrance, John Murray
The authors revisit the relationship between energy prices and the Canadian dollar in the Amano and van Norden (1995) equation, which shows a negative relationship such that higher real energy prices lead to a depreciation of the Canadian dollar.
Content Type(s): Staff research, Staff working papers Research Topic(s): Econometric and statistical methods, Exchange rates JEL Code(s): F, F3, F31

The Ex-Ante Versus Ex-Post Effect of Public Guarantees

Staff Working Paper 2012-22 H. Evren Damar, Reint Gropp, Adi Mordel
In October 2006, Dominion Bond Rating Service (DBRS) introduced new ratings for banks that account for the potential of government support. The rating changes are not a reflection of any changes in the respective banks’ credit fundamentals.

A Comprehensive Evaluation of Measures of Core Inflation for Canada

Staff Discussion Paper 2015-12 Mikael Khan, Louis Morel, Patrick Sabourin
This paper evaluates the usefulness of various measures of core inflation for the conduct of monetary policy. Traditional exclusion-based measures of core inflation are found to perform relatively poorly across a range of evaluation criteria, in part due to their inability to filter unanticipated transitory shocks.
Content Type(s): Staff research, Staff discussion papers Research Topic(s): Inflation and prices, Monetary policy framework JEL Code(s): E, E3, E31, E5, E52
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