Search

Content Types

Topics

JEL Codes

Locations

Departments

Authors

Sources

Statuses

Published After

Published Before

9272 Results

Risk Premium, Variance Premium and the Maturity Structure of Uncertainty

Expected returns vary when investors face time-varying investment opportunities. Long-run risk models (Bansal and Yaron 2004) and no-arbitrage affine models (Duffie, Pan, and Singleton 2000) emphasize sources of risk that are not observable to the econometrician.
Content Type(s): Staff research, Staff working papers Topic(s): Asset pricing, Financial services JEL Code(s): G, G1, G12, G13
April 2, 2012

Kitchener-Waterloo Chamber of Commerce (Audio)

Exporting in a Post-Crisis World - Governor Mark Carney speaks to Kitchener-Waterloo Chamber of Commerce.

April 2, 2012

Kitchener-Waterloo Chamber of Commerce (Video)

Exporting in a Post-Crisis World - Governor Mark Carney speaks to Kitchener-Waterloo Chamber of Commerce.

April 2, 2012

Canada’s Exports Need to Be Reoriented to the New Global Economy, Says Bank of Canada Governor Mark Carney

In response to the global financial crisis, Canada’s broad economic strategy has been to grow domestic demand and to encourage Canadian businesses to retool and reorient to the new global economy, Bank of Canada Governor Mark Carney said in a speech today. “On the former, we have been successful,” he noted. On the second, he […]
Content Type(s): Press, Press releases
Go To Page