Details about Jonathan Witmer

Access statistics for papers by Jonathan Witmer.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pwi323

Working Papers

2024

1. Assessing the Impact of the Bank of Canada's Government Bond Purchases
   Discussion Papers, Bank of Canada

2023

2. Reviewing Canada’s Monetary Policy Implementation System: Does the Evolving Environment Support Maintaining a Floor System?
   Discussion Papers, Bank of Canada
3. Summaries of Central Bank Policy Deliberations: A Canadian Context
   Discussion Papers, Bank of Canada

2021

4. The impact of the Bank of Canada’s Government Bond Purchase Program
   Staff Analytical Notes, Bank of Canada View citations (4)

2020

5. Announcing the Bankers’ Acceptance Purchase Facility: a COVID‑19 event study
   Staff Analytical Notes, Bank of Canada View citations (4)
6. Corporate investment and monetary policy transmission in Canada
   Staff Analytical Notes, Bank of Canada View citations (1)
7. Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature
   Discussion Papers, Bank of Canada View citations (3)
8. Monetary Policy Independence and the Strength of the Global Financial Cycle
   Staff Working Papers, Bank of Canada
9. The Canadian corporate investment gap
   Staff Analytical Notes, Bank of Canada

2018

10. Following the Money: Evidence for the Portfolio Balance Channel of Quantitative Easing
    Staff Working Papers, Bank of Canada View citations (10)

2017

11. Monetary Policy Implementation in a Negative Rate Environment
    Staff Working Papers, Bank of Canada View citations (10)
12. Strategic Complementarities and Money Market Fund Liquidity Management
    Staff Working Papers, Bank of Canada View citations (1)

2015

13. Estimating Canada’s Effective Lower Bound
    Staff Analytical Notes, Bank of Canada View citations (14)
    See also Journal Article Estimating Canada’s Effective Lower Bound, Bank of Canada Review, Bank of Canada (2016) View citations (23) (2016)

2012

14. Does the Buck Stop Here? A Comparison of Withdrawals from Money Market Mutual Funds with Floating and Constant Share Prices
    Staff Working Papers, Bank of Canada View citations (4)
    See also Journal Article Does the buck stop here? A comparison of withdrawals from money market mutual funds with floating and constant share prices, Journal of Banking & Finance, Elsevier (2016) View citations (5) (2016)
15. Liquidity and Central Clearing: Evidence from the CDS Market
    Staff Working Papers, Bank of Canada View citations (15)

2010

16. An Assessment of the Bank of Canada's Term PRA Facility
    Staff Working Papers, Bank of Canada View citations (7)
    See also Journal Article An assessment of the Bank of Canada's term PRA facility, The North American Journal of Economics and Finance, Elsevier (2012) View citations (2) (2012)

2009

17. Market Timing of Long-Term Debt Issuance
    Discussion Papers, Bank of Canada
18. Short Changed? The Market's Reaction to the Short Sale Ban of 2008
    Staff Working Papers, Bank of Canada View citations (11)

2008

19. An Examination of Canadian Firms Delisting from U.S. Exchanges
    Staff Working Papers, Bank of Canada View citations (2)
20. The Cost of Equity in Canada: An International Comparison
    Staff Working Papers, Bank of Canada View citations (2)

2007

21. Estimating and Comparing the Implied Cost of Equity for Canadian and U.S. Firms
    Staff Working Papers, Bank of Canada View citations (7)

Journal Articles

2016

1. Does the buck stop here? A comparison of withdrawals from money market mutual funds with floating and constant share prices
   Journal of Banking & Finance, 2016, 66, (C), 126-142 View citations (5)
   See also Working Paper Does the Buck Stop Here? A Comparison of Withdrawals from Money Market Mutual Funds with Floating and Constant Share Prices, Staff Working Papers (2012) View citations (4) (2012)
2. Estimating Canada’s Effective Lower Bound
   Bank of Canada Review, 2016, 2016, (Spring), 3-14 View citations (23)
   See also Working Paper Estimating Canada’s Effective Lower Bound, Staff Analytical Notes (2015) View citations (14) (2015)

2014

3. Distribution of Ownership, Short Sale Constraints, and Market Efficiency: Evidence from Cross-Listed Stocks
   Financial Management, 2014, 43, (3), 631-670 View citations (2)

2012

4. An assessment of the Bank of Canada's term PRA facility
   The North American Journal of Economics and Finance, 2012, 23, (1), 123-143 View citations (2)
   See also Working Paper An Assessment of the Bank of Canada's Term PRA Facility, Staff Working Papers (2010) View citations (7) (2010)

2010

5. Trends in Issuance: Underlying Factors and Implications
   Bank of Canada Review, 2010, 2010, (Autumn), 19-30 View citations (1)