Central Bank Research Hub - Series: Bank of Canada Working papers 2012

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

Title Author(s)

Risk Premium, Variance Premium and the Maturity Structure of Uncertainty

Paper: 2012-11, 04.04.2012

JEL: G12, G13

When Is It Less Costly for Risky Firms to Borrow? Evidence from the Bank Risk- Taking Channel of Monetary Policy

Paper: 2012-10, 09.03.2012

JEL: G21

Central Bank Communication or the Media's Interpretation: What Moves Markets?

Paper: 2012-09, 29.02.2012

JEL: E58, G14

Growth in Emerging Market Economies and the Commodity Boom of 2003-2008: Evidence from Growth Forecast Revisions

Paper: 2012-08, 28.02.2012

JEL: Q41, Q43

Short-Term Forecasting of the Japanese Economy Using Factor Models

Paper: 2012-07, 27.02.2012

JEL: C50, C53, E37, E47

Macroprudential Rules and Monetary Policy when Financial Frictions Matter

Paper: 2012-06, 27.02.2012

JEL: E42, E50, E60

An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks

Paper: 2012-05, 18.02.2012

JEL: E41, F31, G12, G15

Fooled by Search: Housing Prices, Turnover and Bubbles

Paper: 2012-03, 09.02.2012

Price Competition and Concentration in Search and Negotiation Markets: Evidence from Mortgage Lending

Paper: 2012-04, 09.02.2012

Real-Time Analysis of Oil Price Risks Using Forecast Scenarios

Paper: 2012-01, 26.01.2012

Time-Varying Effects of Oil Supply Shocks on the U.S. Economy

Paper: 2012-02, 26.01.2012

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003