Posts
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August 31, 2017
Research Update - August 2017
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. -
August 28, 2017
Quarterly Financial Report - Second Quarter 2017
Quarterly Financial Report - Second Quarter 2017 - For the period ended 30 June 2017
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August 17, 2017
Advances in Fixed Income and Macro-Finance Research
Conference held Aug 17 and 18, 2017 and co-sponsored by the Bank of Canada, the Federal Reserve Bank of San Francisco and the Beedie School of Business at Simon Fraser University -
Cross-Border Bank Flows and Monetary Policy: Implications for Canada
Using the Bank for International Settlements (BIS) Locational Banking Statistics data on bilateral bank claims from 1995 to 2014, we analyze the impact of monetary policy on cross-border bank flows. We find that monetary policy in a source country is an important determinant of cross-border bank flows. -
August 17, 2017
Government of Canada considering issuing more ultra-long bonds
The Government of Canada announced today that it is considering issuing more ultra-long bonds in the near future, subject to favourable market conditions. -
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Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions
This paper proposes a novel asymptotic least-squares estimator of multi-country Gaussian dynamic term structure models that is easy to compute and asymptotically efficient, even when the number of countries is relatively large—a situation in which other recently proposed approaches lose their tractability.