November 30, 2014 Research Update - November 2014 This monthly newsletter features the latest research publications by Bank of Canada economists including external publications and working papers published on the Bank of Canada’s website. Content Type(s): Staff research, Research newsletters
November 28, 2014 Weekly Financial Statistics - 28 November 2014 Content Type(s): Publications, Historical: Weekly Financial Statistics
November 28, 2014 Quarterly Financial Report - Third Quarter 2014 Quarterly Financial Report - Third Quarter 2014 - For the period ended 30 September 2014 Content Type(s): Publications, Quarterly Financial Report
November 27, 2014 Banking and Financial Statistics - November 2014 Content Type(s): Publications, Historical: Banking and Financial Statistics
November 27, 2014 Public Consultation: Policy guidance on the Bank of Canada’s risk-management standards for designated financial market infrastructures The Bank of Canada today published draft policy guidance related to its risk-management standards for designated Canadian financial market infrastructures (FMIs). Content Type(s): Press, Market notices
November 21, 2014 Weekly Financial Statistics - 21 November 2014 Content Type(s): Publications, Historical: Weekly Financial Statistics
November 20, 2014 Government of Canada reopens its ultra-long bond Today, the Government of Canada announced that it successfully issued $1 billion in 50-year bonds through the syndication process. Content Type(s): Press, Market notices
November 19, 2014 Government of Canada considering issuing more ultra-long bonds The Government of Canada announced today that it is considering issuing more ultra-long bonds, subject to favourable market conditions. Content Type(s): Press, Market notices
Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings Staff Working Paper 2014-51 Sermin Gungor, Richard Luger We propose double bootstrap methods to test the mean-variance efficiency hypothesis when multiple portfolio groupings of the test assets are considered jointly rather than individually. Content Type(s): Staff research, Staff working papers Topic(s): Asset pricing, Econometric and statistical methods, Financial markets JEL Code(s): C, C1, C12, C14, C15, G, G1, G12