December 31, 2011 Summary of Government of Canada - Outstanding as at 31 December 2011 Content Type(s): Publications, Historical: Securities and loans
December 31, 2010 Summary of Government of Canada - Outstanding as at 31 December 2010 Content Type(s): Publications, Historical: Securities and loans
December 31, 2015 Summary of Government of Canada - Outstanding as at 31 December 2015 Content Type(s): Publications, Historical: Securities and loans
Assessing the Impact of Demand Shocks on the US Term Premium Staff Discussion Paper 2018-7 Russell Barnett, Konrad Zmitrowicz During and after the Great Recession of 2008–09, conventional monetary policy in the United States and many other advanced economies was constrained by the effective lower bound (ELB) on nominal interest rates. Several central banks implemented large-scale asset purchase (LSAP) programs, more commonly known as quantitative easing or QE, to provide additional monetary stimulus. Content Type(s): Staff research, Staff discussion papers Topic(s): Financial markets, Interest rates, Monetary policy framework, Monetary policy implementation, Monetary policy transmission JEL Code(s): E, E4, E43, E5, E52, E58, E6, E61, E65, G, G1, G12
December 31, 2014 Summary of Government of Canada - Outstanding as at 31 December 2014 Content Type(s): Publications, Historical: Securities and loans
December 31, 2013 Summary of Government of Canada - Outstanding as at 31 December 2013 Content Type(s): Publications, Historical: Securities and loans
December 31, 2012 Summary of Government of Canada - Outstanding as at 31 December 2012 Content Type(s): Publications, Historical: Securities and loans
Idiosyncratic Coskewness and Equity Return Anomalies Staff Working Paper 2010-11 Fousseni Chabi-Yo, Jun Yang In this paper, we show that in a model where investors have heterogeneous preferences, the expected return of risky assets depends on the idiosyncratic coskewness beta, which measures the co-movement of the individual stock variance and the market return. Content Type(s): Staff research, Staff working papers Topic(s): Economic models, Financial markets JEL Code(s): G, G1, G11, G12, G14, G3, G33