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

Papers by year: All | 2017 | 2016 | 2015 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

Title Author(s)

Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns

Paper: 2017-19, 17.05.2017

JEL: C22, C52, C53, F31

The Welfare Effects of Protection: A General Equilibrium Analysis of Canadas National Policy

Paper: 2017-18, 17.05.2017

JEL: F13, F14, F42, F60, N71

Vertical Specialization and Gains from Trade

Paper: 2017-17, 21.04.2017

JEL: F11, F14, F60

Downward Nominal Wage Rigidity Meets the Zero Lower Bound

Paper: 2017-16, 21.04.2017

JEL: E24, E32, E52

Constrained Efficiency with Adverse Selection and Directed Search

Paper: 2017-15, 21.04.2017

JEL: D82, D83, E24, G1, J31, J64

Strategic Complementarities and Money Market Fund Liquidity Management

Paper: 2017-14, 21.04.2017

JEL: F30, G01, G18, G20

Markov-Switching Three-Pass Regression Filter

Paper: 2017-13, 21.04.2017

JEL: C22, C23, C53

Accounting for Real Exchange Rates Using Micro-Data

Paper: 2017-12, 21.04.2017

JEL: F3

Anticipated Technology Shocks: A ReEvaluation Using Cointegrated Technologies

Paper: 2017-11, 05.04.2017

JEL: E32

SmallSample Tests for Stock Return Predictability with Possibly NonStationary Regressors and GARCHType Effects

Paper: 2017-10, 10.03.2017

JEL: C12, C32, G14

Expropriation Risk and FDI in Developing Countries: Does Return of Capital Dominate Return on Capital?

Paper: 2017-09, 22.02.2017

JEL: D23, F21, F23

Adoption Costs of Financial Innovation: Evidence from Italian ATM Cards

Paper: 2017-08, 17.02.2017

JEL: C35, D14, E41

Banking Regulation and Market Making

Paper: 2017-07, 17.02.2017

JEL: G14, G20, L10

Optimal Capital Regulation

Paper: 2017-06, 16.02.2017

JEL: E13, E32, E44

Canadian Bank Notes and Dominion Notes: Lessons for Digital Currencies

Paper: 2017-05, 16.02.2017

JEL: E41, E42, E58

Stability and Efficiency in Decentralized TwoSided Markets with Weak Preferences

Paper: 2017-04, 16.02.2017

JEL: C78, D61

Price-Level Dispersion versus Inflation-Rate Dispersion: Evidence from Three Countries

Paper: 2017-03, 06.02.2017

JEL: E31, E50

A Dynamic Factor Model for Nowcasting Canadian GDP Growth

Paper: 2017-02, 02.02.2017

JEL: C32, C38, C53, E37

Terms-of-Trade and House Price Fluctuations: A Cross-Country Study

Paper: 2017-01, 06.01.2017

JEL: C32, E32, E51, F36, F41

Information Sharing and Bargaining in Buyer-Seller Networks

Paper: 2016-63, 30.12.2016

JEL: C71, C78, D21, D4, D43, D85, L1, L13

Can the Common-Factor Hypothesis Explain the Observed Housing Wealth Effect?

Paper: 2016-62, 30.12.2016

JEL: E21, R31

What Fed Funds Futures Tell Us About Monetary Policy Uncertainty

Paper: 2016-61, 28.12.2016

JEL: E43, E44, E47, G12, G13

Non-Bank Investors and Loan Renegotiations

Paper: 2016-60, 23.12.2016

JEL: G21, G23

Monetary Policy, Private Debt and Financial Stability Risks

Paper: 2016-59, 20.12.2016

JEL: C21, C23, E52, E58

Equity Option-Implied Probability of Default and Equity Recovery Rate

Paper: 2016-58, 16.12.2016

JEL: G13, G33

Options Decimalization

Paper: 2016-57, 14.12.2016

JEL: G14, G20, L10

Bank Screening Heterogeneity

Paper: 2016-56, 14.12.2016

JEL: G14, G21, L13

Quantitative Easing in a Small Open Economy: An International Portfolio Balancing Approach

Paper: 2016-55, 09.12.2016

JEL: E52, F41

Producer Heterogeneity, Value-Added, and International Trade

Paper: 2016-54, 09.12.2016

JEL: F11, F12, F14

Capital Flows to Developing Countries: Is There an Allocation Puzzle?

Paper: 2016-53, 26.11.2016

JEL: E13, E21, F43

Supervising Financial Regulators

Paper: 2016-52, 26.11.2016

JEL: E44, G28, H7

Firm-Specific Shocks and Aggregate Fluctuations

Paper: 2016-51, 21.11.2016

JEL: E22, E23, E24, E3, L6

Broker Routing Decisions in Limit Order Markets

Paper: 2016-50, 19.11.2016

JEL: G24, G28

Monetary Policy Tradeoffs Between Financial Stability and Price Stability

Paper: 2016-49, 02.11.2016

JEL: D62, E32, E44, G01

Business Cycles in Small, Open Economies: Evidence from Panel Data Between 1900 and 2013

Paper: 2016-48, 01.11.2016

JEL: E13, E32, F41, F44

Managing Risk Taking with Interest Rate Policy and Macroprudential Regulations

Paper: 2016-47, 01.11.2016

JEL: E44, E52, G11, G18

Fragility of Resale Markets for Securitized Assets and Policy of Asset Purchases

Paper: 2016-46, 31.10.2016

JEL: E3, E32, G0, G01, G2

Interpreting Volatility Shocks as Preference Shocks

Paper: 2016-45, 04.10.2016

JEL: E2, E3

Financial Constraint and Productivity: Evidence from Canadian SMEs

Paper: 2016-44, 28.09.2016

JEL: D24, G32, L25

On What States Do Prices Depend? Answers from Ecuador

Paper: 2016-43, 23.09.2016

JEL: E3, E5, F3, F33

On the Value of Virtual Currencies

Paper: 2016-42, 30.08.2016

JEL: E42, E51, F31, G1

Downward Nominal Wage Rigidity in Canada: Evidence from Micro- Level Data

Paper: 2016-40, 19.08.2016

JEL: E24, J3, J30

Are Counterparty Arrangements in Reinsurance a Threat to Financial Stability?

Paper: 2016-39, 17.08.2016

JEL: C63, G10, G15, G18, G22, G28

The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies

Paper: 2016-38, 13.08.2016

JEL: E42, E43, E44, E52, F41

Output Comovement and Inflation Dynamics in a Two-Sector Model with Durable Goods: The Role of Sticky Information and Heterogeneous Factor Markets

Paper: 2016-36, 28.07.2016

JEL: E31, E32, E52

Starting from a Blank Page? Semantic Similarity in Central Bank Communication and Market Volatility

Paper: 2016-37, 27.07.2016

JEL: E43, E52, E58

International Banking and Cross-Border Effects of Regulation: Lessons from Canada

Paper: 2016-34, 26.07.2016

JEL: F34, G01, G21

Time-Varying Crash Risk: The Role of Stock Market Liquidity

Paper: 2016-35, 22.07.2016

JEL: G01, G12

Relationships in the Interbank Market

Paper: 2016-33, 22.07.2016

JEL: E4, E5

Financial Crisis Interventions

Paper: 2016-29, 25.06.2016

JEL: E13, E32, E44

Papers by year: All | 2017 | 2016 | 2015 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003