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9269 Results

April 30, 2013

Unveiling Ceremony of the New $5 and $10 Polymer Bank Notes (Audio)

Bank Note Unveiling - Canada’s new $5 and $10 polymer bank notes, the final notes in the Frontiers series.

April 30, 2013

Canadarm2 and Dextre debut on new Canadian $5 bank note (Video)

In a live videostream from the International Space Station to the Bank of Canada's Ottawa head office, CSA Astronaut Chris Hadfield revealed the new Canadian $5 bank note that proudly features Canadian space robotics achievements Canadarm2 and Dextre.

April 30, 2013

New Canadian Bank Note Unveiled From Orbit (Video)

Aboard the International Space Station, Expedition 35 Commander Chris Hadfield of the Canadian Space Agency unveiled new Canadian currency from orbit.

April 24, 2013

Opening Statement before the Senate Standing Committee on Banking, Trade and Commerce

Opening statement Mark Carney Senate Standing Committee on Banking, Trade and Commerce Ottawa, Ontario
Good afternoon. Tiff and I are pleased to be here with you today to discuss the April Monetary Policy Report, which the Bank published last week. Global economic growth has evolved broadly as anticipated in January. In the United States, the economic expansion is continuing at a modest pace, with gradually strengthening private demand partly […]

Jump-Diffusion Long-Run Risks Models, Variance Risk Premium and Volatility Dynamics

Staff Working Paper 2013-12 Jianjian Jin
This paper calibrates a class of jump-diffusion long-run risks (LRR) models to quantify how well they can jointly explain the equity risk premium and the variance risk premium in the U.S. financial markets, and whether they can generate realistic dynamics of risk-neutral and realized volatilities.
Content Type(s): Staff research, Staff working papers Topic(s): Asset pricing, Economic models JEL Code(s): G, G1, G12, G17
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