Céline Gauthier - Central Bank Research Hub

Papers by year: All | 2016 | 2015 | 2014 | 2010 | 2006 | 2004 | 2003

Title Other author(s)

Capturing information contagion in a stress-testing framework

Deutsche Bundesbank Discussion Papers [View] (Paper: 29/2016, 11.08.2016)

JEL: C72, E58, G01, G21, G28

Emergency Liquidity Facilities, Signalling and Funding Costs

Bank of Canada Working papers [View] (Paper: 2015-44, 03.12.2015)

JEL: G01, G21, G28

Introducing Funding Liquidity Risk in a Macro Stress-Testing Framework

IJCB International Journal of Central Banking [View] (Paper: 14q4a4, 01.12.2014)

JEL: C72, E58, G01, G21, G28

Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings

Bank of Canada Working papers [View] (Paper: 2010-29, 10.11.2010)

Macroprudential Regulation and Systemic Capital Requirements

Bank of Canada Working papers [View] (Paper: 2010-04, 19.02.2010)

Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model

Bank of Canada Working papers [View] (Paper: 2006-42, 25.11.2006)

JEL: C5, E4

Financial Conditions Indexes for Canada

Bank of Canada Working papers [View] (Paper: 2004-22, 19.06.2004)

A Small Dynamic Hybrid Model for the Euro Area

Bank of Canada Working papers [View] (Paper: 2003-19, 13.07.2003)

Supply Shocks and Real Exchange Rate Dynamics: Canadian Evidence

Bank of Canada Working papers [View] (Paper: 2002-31, 05.02.2003)

Papers by year: All | 2016 | 2015 | 2014 | 2010 | 2006 | 2004 | 2003