Staff Working Papers

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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

13-46: Heterogeneous Returns to U.S. College Selectivity and the Value of Graduate Degree Attainment

Mai Seki

13-45: Expansion of Higher Education, Employment and Wages: Evidence from the Russian Transition

Natalia Kyui

13-44: Expectations and Monetary Policy: Experimental Evidence

Oleksiy Kryvtsov and Luba Petersen

13-43: Perceived Inflation Persistence

Monica Jain

13-42: High-Frequency Real Economic Activity Indicator for Canada

Gitanjali Kumar

13-41: Central Bank Communications Before, During and After the Crisis: From Open-Market Operations to Open-Mouth Policy

Ianthi Vayid

13-40: Unemployment Fluctuations in a Small Open-Economy Model with Segmented Labour Markets: The Case of Canada

Yahong Zhang

13-39: The Financialization of Food?

Valentina Bruno, Bahattin Buyuksahin and Michel Robe

13-38: Some Economics of Private Digital Currency

Joshua Gans and Hanna Halaburda

13-37: Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility

Bo Young Chang and Bruno Feunou

13-36: Public/Private Transitions and Firm Financing

Kim Huynh, Teodora Paligorova and Robert Petrunia

13-35: The Common Component of CPI: An Alternative Measure of Underlying Inflation for Canada

Mikael Khan, Louis Morel and Patrick Sabourin

13-34: The Safety of Government Debt

Kartik Anand and Prasanna Gai

13-33: Housing and Tax Policy

Sami Alpanda and Sarah Zubairy

13-32: Which Parametric Model for Conditional Skewness?

Bruno Feunou, Mohammad Jahan-Parvar and Roméo Tedongap

13-31: The ‘Celtic Crisis’: Guarantees, Transparency and Systemic Liquidity Risk

Philipp König, Kartik Anand and Frank Heinemann

13-30: Endogenous Trade Participation with Incomplete Exchange Rate Pass-Through

Yuko Imura

13-29: Volatility and Liquidity Costs

Selma Chaker

13-28: Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach

Christiane Baumeister and Lutz Kilian

13-27: Analyzing Fiscal Sustainability

Huixin Bi and Eric Leeper