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9269 Results

Market Timing of Long-Term Debt Issuance

Staff Discussion Paper 2009-14 Jonathan Witmer
The literature on market timing of long-term debt issuance yields mixed evidence that managers can successfully time their debt-maturity issuance. The early results that are indicative of debt-maturity timing are not robust to accounting for structural breaks or to other measures of debt maturity from firm-level data that account for call and put provisions in […]

Network Analysis and Canada's Large Value Transfer System

Staff Discussion Paper 2009-13 Lana Embree, Tom Roberts
Analysis of the characteristics and structure of a network of financial institutions can provide insight into the complex relationships and interdependencies that exist in a payment, clearing, and settlement system (PCSS), and allow an intuitive understanding of the PCSS's efficiency, stability, and resiliency.

Optimal Monetary Policy during Endogenous Housing-Market Boom-Bust Cycles

Staff Working Paper 2009-32 Hajime Tomura
This paper uses a small-open economy model for the Canadian economy to examine the optimal Taylor-type monetary policy rule that stabilizes output and inflation in an environment where endogenous boom-bust cycles in house prices can occur.

Real Time Detection of Structural Breaks in GARCH Models

Staff Working Paper 2009-31 Zhongfang He, John M. Maheu
A sequential Monte Carlo method for estimating GARCH models subject to an unknown number of structural breaks is proposed. Particle filtering techniques allow for fast and efficient updates of posterior quantities and forecasts in real time.
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