Staff Working Papers

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14-43: International Transmission Channels of U.S. Quantitative Easing: Evidence from Canada

Tatjana Dahlhaus, Kristina Hess and Abeer Reza

14-42: What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?

Ron Alquist, Gregory Bauer and Antonio Diez de los Rios

14-41: Improving Public Equity Markets? No Pain, No Gain

Katya Kartashova

14-40: Balance Sheets of Financial Intermediaries: Do They Forecast Economic Activity?

Rodrigo Sekkel

14-39: Real-Time Nowcasting of Nominal GDP Under Structural Breaks

William Barnett, Marcelle Chauvet and Danilo Leiva-Leon

14-38: A New Approach to Infer Changes in the Synchronization of Business Cycle Phases

Danilo Leiva-Leon

14-37: Predicting Financial Stress Events: A Signal Extraction Approach

Ian Christensen and Fuchun Li

14-36: Global Inflation Dynamics in the Post-Crisis Period: What Explains the Twin Puzzle?

Christian Friedrich

14-35: Search Frictions, Financial Frictions and Labour Market Fluctuations in Emerging Markets

Sumru Altug and Serdar Kabaca

14-34: Housework and Fiscal Expansions

Stefano Gnocchi, Daniela Hauser and Evi Pappa

14-33: Competition in the Cryptocurrency Market

Neil Gandal and Hanna Halaburda

14-32: Commodity Price Co-Movement and Global Economic Activity

Ron Alquist and Olivier Coibion

14-31: Capital Flows and Macroprudential Policies - A Multilateral Assessment of Effectiveness and Externalities

John Beirne and Christian Friedrich

14-30: Information, Amplification and Financial Crisis

Toni Ahnert and Ali Kakhbod

14-29: Optimal Margining and Margin Relief in Centrally Cleared Derivatives Markets

Radoslav Raykov

14-28: Consumer Attitudes and the Epidemiology of Inflation Expectations

Michael Ehrmann, Damjan Pfajfar and Emiliano Santoro

14-27: Retail Payment Innovations and Cash Usage: Accounting for Attrition Using Refreshment Samples

Heng Chen, Marie-Helene Felt and Kim Huynh

14-26: Filling in the Blanks: Network Structure and Interbank Contagion

Kartik Anand, Ben Craig and Goetz von Peter

14-25: Improving Overnight Loan Identification in Payments Systems

Mark Rempel

14-24: Sheep in Wolf’s Clothing: Using the Least Squares Criterion for Quantile Estimation

Heng Chen

14-23: Rollover Risk, Liquidity and Macroprudential Regulation

Toni Ahnert

14-22: Understanding the Cash Demand Puzzle

Janet Hua Jiang and Enchuan Shao

14-21: Monetary Policy Transmission during Financial Crises: An Empirical Analysis

Tatjana Dahlhaus

14-20: Consumer Cash Usage: A Cross-Country Comparison with Payment Diary Survey Data

John Bagnall, David Bounie, Kim Huynh, Anneke Kosse, Tobias Schmidt, Scott Schuh and Helmut Stix

14-19: High-Frequency Trading Competition

Jonathan Brogaard, Corey Garriott and Anna Pomeranets

14-18: Interest on Cash, Fundamental Value Process and Bubble Formation on Experimental Asset Markets

Giovanni Giusti, Janet Hua Jiang and Yiping Xu

14-17: Multiple Fixed Effects in Binary Response Panel Data Models

Karyne Charbonneau

14-16: E-Money: Efficiency, Stability and Optimal Policy

Jonathan Chiu and Russell Wong

14-15: The Efficiency of Private E-Money-Like Systems: The U.S. Experience with State Bank Notes

Warren Weber

14-14: Uncertain Costs and Vertical Differentiation in an Insurance Duopoly

Radoslav Raykov

14-13: Bond Risk Premia and Gaussian Term Structure Models

Bruno Feunou and Jean-Sebastien Fontaine

14-12: Do Sunspots Matter? Evidence from an Experimental Study of Bank Runs

Jasmina Arifovic and Janet Hua Jiang

14-11: Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work

Christiane Baumeister, Pierre Guérin and Lutz Kilian

14-10: Macroeconomic Experiences and Risk Taking of Euro Area Households

Miguel Ampudia Fraile and Michael Ehrmann

14-9: Labor Market Participation, Unemployment and Monetary Policy

Alessia Campolmi and Stefano Gnocchi

14-8: Rollover Risk and the Maturity Transformation Function of Banks

Teodora Paligorova and Joao Santos

14-7: Banks’ Financial Distress, Lending Supply and Consumption Expenditure

Evren Damar, Reint Gropp and Adi Mordel

14-6: A Policy Model to Analyze Macroprudential Regulations and Monetary Policy

Sami Alpanda, Gino Cateau and Cesaire Meh

14-5: Corporate Governance, Product Market Competition and Debt Financing

Teodora Paligorova and Jun Yang

14-4: Technology Shocks, Labour Mobility and Aggregate Fluctuations

Daniela Hauser

14-3: Search-for-Yield in Canadian Fixed-Income Mutual Funds and Monetary Policy

Sermin Gungor and Jesus Sierra Jimenez

14-2: It Hurts (Stock Prices) When Your Team Is About to Lose a Soccer Match

Michael Ehrmann and David-Jan Jansen

14-1: Household Risk Management and Actual Mortgage Choice in the Euro Area

Michael Ehrmann and Michael Ziegelmeyer

13-53: Cash Management and Payment Choices: A Simulation Model with International Comparisons

Carlos Alberto Arango, Yassine Bouhdaoui, David Bounie, Martina Eschelbach and Lola Hernandez

13-52: Do Oil Price Increases Cause Higher Food Prices?

Christiane Baumeister and Lutz Kilian

13-51: Regime Switches in the Risk-Return Trade-Off

Eric Ghysels, Pierre Guérin and Massimiliano Marcellino

13-50: Funding Advantage and Market Discipline in the Canadian Banking Sector

Mehdi Beyhaghi, Chris D'Souza and Gordon Roberts

13-49: A Distributional Approach to Realized Volatility

Selma Chaker and Nour Meddahi

13-48: Volatility Forecasting when the Noise Variance Is Time-Varying

Selma Chaker and Nour Meddahi

13-47: CoMargin

Selma Chaker and Nour Meddahi