Central Bank Research Hub - Series: Bank of Canada Working papers 2016

Papers by year: All | 2018 | 2017 | 2016 | 2015 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

Title Author(s)

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

The Real-Time Properties of the Bank of Canadas Staff Output Gap Estimates

Paper: 2016-28, 25.06.2016

JEL: C38, E17, E32

Timing of Banks Loan Loss Provisioning During the Crisis

Paper: 2016-27, 08.06.2016

JEL: G0, G01, G02, G21, G3, G32

The Impact of Bankruptcy Reform on Insolvency Choice and Consumer Credit

Paper: 2016-26, 28.05.2016

JEL: D1, D14, G2, K3, K35

What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks

Paper: 2016-25, 26.05.2016

JEL: C32, E32, E44

Housing and Tax-Deferred Retirement Accounts

Paper: 2016-24, 12.05.2016

JEL: C6, C61, D1, D14, D9, D91, E2, E21, H2, H24, R2, R21

Identification and Estimation of Risk Aversion in First-Price Auctions with Unobserved Auction Heterogeneity

Paper: 2016-23, 09.05.2016

JEL: C1, C14, C5, D4, D44, L0, L00

Estimating Systematic Risk Under Extremely Adverse Market Conditions

Paper: 2016-22, 05.05.2016

JEL: C1, C14, G0, G1

Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach

Paper: 2016-21, 27.04.2016

JEL: C1, C12, C14, G0, G01, G1, G17

Retail Order Flow Segmentation

Paper: 2016-20, 27.04.2016

JEL: G02, G1, G14, G20, L1, L10

Should Monetary Policy Lean Against Housing Market Booms?

Paper: 2016-19, 21.04.2016

JEL: E4, E44, E5, E52, G0, G01

A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil

Paper: 2016-18, 18.04.2016

JEL: C5, C53, D8, D84, G1, G14, Q4, Q43

Asset Encumbrance, Bank Funding and Financial Fragility

Paper: 2016-16, 15.04.2016

JEL: D8, D82, G0, G01, G2, G21, G28

Opaque Assets and Rollover Risk

Paper: 2016-17, 14.04.2016

JEL: G0, G01, G2

How Fast Can China Grow? The Middle Kingdoms Prospects to 2030

Paper: 2016-15, 05.04.2016

JEL: E22, E23, E32

A Bitcoin Standard: Lessons from the Gold Standard

Paper: 2016-14, 31.03.2016

JEL: E4, E41, E42, E5, E58

Government Corruption and Foreign Direct Investment Under the Threat of Expropriation

Paper: 2016-13, 29.03.2016

JEL: F2, F21, F23, F3, F34

Capital Structure, Pay Structure and Job Termination

Paper: 2016-12, 22.03.2016

JEL: G24, J33

Dating Systemic Financial Stress Episodes in the EU Countries

Paper: 2016-11, 18.03.2016

JEL: C54, G01, G15

To Share or Not to Share? Uncovered Losses in a Derivatives Clearinghouse

Paper: 2016-04, 23.02.2016

JEL: G19, G21

Papers by year: All | 2018 | 2017 | 2016 | 2015 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003