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Working Papers
from Bank of Canada
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07-53: Testing Uncovered Interest Parity: A Continuous-Time Approach
Antonio Diez de los Rios and Enrique Sentana 07-52: Where Does Price Discovery Occur in FX Markets?
Chris D'Souza 07-51: Rediscounting Under Aggregate Risk with Moral Hazard
James Thompson Edward Chapman and Antoine Martin 07-50: Do Firms Adjust Toward a Target Leverage Level?
Zhaoxia Xu 07-48: Estimating and Comparing the Implied Cost of Equity for Canadian and U.S. Firms
Jonathan Witmer and Lorie Zorn 07-47: Implications of Asymmetry Risk for Portfolio Analysis and Asset Pricing
Fousseni Chabi-Yo , Dietmar Leisen and Eric Renault 07-46: Endogenously Segmented Asset Market in an Inventory Theoretic Model of Money Demand
Jonathan Chiu 07-45: Canada's Pioneering Experience with a Flexible Exchange Rate in the 1950s: (Hard) Lessons Learned for Monetary Policy in a Small Open Economy
Michael Bordo , Ali Dib and Lawrence Schembri 07-44: Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms
Francisco Covas and Wouter J. Den Haan 07-43: Price Discovery in Canadian and U.S. 10-Year Government Bond Markets
Bryan Campbell and Scott Hendry 07-42: Trend Inflation, Wage and Price Rigidities, and Welfare
Robert Amano , Kevin Moran , Stephen Charles Murchison and Andrew Rennison 07-41: Multilateral Adjustment and Exchange Rate Dynamics: The Case of Three Commodity Currencies
Jeannine Bailliu , Ali Dib , Takashi Kano and Lawrence Schembri 07-40: Family Values: Ownership Structure, Performance and Capital Structure of Canadian Firms
Michael R. King and Eric Santor 07-39: Liquidity, Redistribution, and the Welfare Cost of Inflation
Jonathan Chiu and Miguel Molico 07-38: The Canadian Business Cycle: A Comparison of Models
Frederick Demers and Ryan Macdonald 07-37: A Vision for IMF Surveillance
Robert Lavigne , Philipp Maier and Eric Santor 07-36: Cross-Country Estimates of the Degree of Fiscal Dominance and Central Bank Independence
Carlos de Resende 07-35: Gold Prices and Inflation
Greg Tkacz 07-34: Oil Price Movements and the Global Economy: A Model-Based Assessment
Selim Elekdag , René Lalonde , Douglas Laxton , Dirk Muir and Paolo A. Pesenti 07-33: Domestic versus External Borrowing and Fiscal Policy in Emerging Markets
Garima Vasishtha 07-32: Computing Optimal Policy in a Timeless-Perspective: An Application to a Small-Open Economy
Michel Juillard and Florian Pelgrin 07-31: Micro Foundations of Price-Setting Behaviour: Evidence from Canadian Firms
Daniel de Munnik and Kuan Xu 07-30: Term Structure Transmission of Monetary Policy
Sharon Kozicki and Peter Tinsley 07-29: Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets
Antonio Diez de los Rios 07-28: Modelling Payments Systems: A Review of the Literature
Jonathan Chiu and Alexandra Lai 07-27: Price Formation and Liquidity Provision in Short-Term Fixed Income Markets
Chris D'Souza , Ingrid Lo and Stephen Sapp 07-26: Optimal Monetary Policy and Price Stability Over the Long-Run
Oleksiy Kryvtsov , Malik Shukayev and Alexander Ueberfeldt 07-25: Managing Adverse Dependence for Portfolios of Collateral in Financial Infrastructures
Alejandro Garcia and Ramazan Gencay 07-24: Corporate Balance Sheets in Developed Economies: Implications for Investment
Denise Côté and Christopher Graham 07-23: Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market?
Ingrid Lo and Stephen G. Sapp 07-22: IMF-Supported Adjustment Programs: Welfare Implications and the Catalytic Effect
Carlos de Resende 07-21: A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate
Fousseni Chabi-Yo and Jun Yang 07-20: Multivariate Realized Stock Market Volatility
Gregory H. Bauer and Keith Vorkink 07-19: Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation
Sharon Kozicki and Peter Tinsley 07-18: Central Bank Performance under Inflation Targeting
Marc-André Gosselin 07-17: Firms Dynamics, Bankruptcy Laws and Total Factor Productivity
Hajime Tomura 07-16: World Real Interest Rates: A Global Savings and Investment Perspective
Brigitte Desroches and Michael Francis 07-15: Does Indexation Bias the Estimated Frequency of Price Adjustment?
Maral Kichian and Oleksiy Kryvtsov 07-14: Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis
David Jamieson Bolder and Tiago Rubin 07-13: Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis
David Jamieson Bolder and Tiago Rubin 07-12: Schooling, Inequality and Government Policy
Oleksiy Kryvtsov and Alexander Ueberfeldt 07-11: Uncollateralized Overnight Loans Settled in LVTS
Scott Hendry and Nadja Kamhi 07-10: Do We Need the IMF to Resolve a Crisis? Lessons from Past Episodes of Debt Restructuring
Philipp Maier 07-9: Best Instruments for Market Discipline in Banking
Greg Caldwell 07-8: Evaluating Forecasts from Factor Models for Canadian GDP Growth and Core Inflation
Calista Cheung and Frederick Demers 07-7: Technology Shocks and Business Cycles: The Role of Processing Stages and Nominal Rigidities
Louis Phaneuf and Nooman Rebei 07-6: Monetary Policy Committees in Action: Is There Room for Improvement?
Philipp Maier 07-5: Impact of Electronic Trading Platforms on the Brokered Interdealer Market for Government of Canada Benchmark Bonds
Natasha Khan 07-4: Price Discovery in Canadian Government Bond Futures and Spot Markets
Christopher Chung , Bryan Campbell and Scott Hendry 07-3: Time-Consistent Control in Non-Linear Models
Steve Ambler and Florian Pelgrin
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