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9282 Results

December 11, 2024

Interest Rate Announcement

09:45 (ET)
On eight scheduled dates each year, the Bank of Canada announces the setting for the overnight rate target in a press release explaining the factors behind the decision.

Content Type(s): Upcoming events

The (Mis)Allocation of Corporate News

Staff Working Paper 2024-47 Xing Guo, Alistair Macaulay, Wenting Song
We study how the distribution of information supply by the news media affects the macroeconomy. We find that media coverage focuses particularly on the largest firms, and that firms’ equity financing and investment increase after media coverage. But these equity and investment responses are largest among small, rarely covered firms. Our quantitative studies highlight that the aggregate effects of media coverage depend crucially on how that coverage is allocated.
Content Type(s): Staff research, Staff working papers Topic(s): Financial markets, Firm dynamics JEL Code(s): D, D2, D22, D6, D61, L, L1, L11, L2, L20

Is This Normal? The Cost of Assuming that Derivatives Have Normal Returns

Staff Working Paper 2024-46 Radoslav Raykov
Derivatives exchanges often determine collateral requirements, which are fundamental to market safety, with dated risk models assuming normal returns. However, derivatives returns are heavy-tailed, which leads to the systematic under-collection of collateral (margin). This paper uses extreme value theory (EVT) to evaluate the cost of this margin inadequacy to market participants in the event of default.
November 26, 2024

Speech: Greater Charlottetown Area Chamber of Commerce

Inflation at 2%: the role of monetary policy going forward — Deputy Governor Rhys Mendes speaks before the Greater Charlottetown Area Chamber of Commerce (8:20 (ET) approx.) .

November 26, 2024

Keeping inflation at 2%

Speech summary Rhys R. Mendes Greater Charlottetown Area Chamber of Commerce Charlottetown, Prince Edward Island
In his first public speech as a deputy governor, Rhys Mendes explains why higher interest rates were needed to get inflation back down to the 2% target and why we want it to stay there.
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