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Staff Working Papers

From Bank of Canada
234 Wellington Street, Ottawa, Ontario, K1A 0G9, Canada.
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15-31: Exchange Rate Pass-Through, Currency of Invoicing and Market Share Downloads
Michael Devereux, Wei Dong and Ben Tomlin
15-30: The Endogenous Relative Price of Investment Downloads
Joel Wagner
15-29: Examining Full Collateral Coverage in Canada’s Large Value Transfer System Downloads
Lana Embree and Varya Taylor
15-28: Revisiting National Border Effects in Foreign Trade in Goods of Canadian Provinces Downloads
Farrukh Suvankulov
15-27: Risk Sharing in the Presence of a Public Good Downloads
Josef Schroth
15-26: On the Welfare Cost of Rare Housing Disasters Downloads
Shaofeng Xu
15-25: Managerial Compensation Duration and Stock Price Manipulation Downloads
Josef Schroth
15-24: Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data Downloads
Pierre Guérin and Danilo Leiva-Leon
15-23: Revisiting the Macroeconomic Impact of Oil Shocks in Asian Economies Downloads
Juncal Cuñado, Soojin Jo and Fernando Pérez de Gracia
15-22: Sheltered Income: Estimating Income Under-Reporting in Canada, 1998 and 2004 Downloads
Geoffrey Dunbar and Chunling Fu
15-21: Large-Scale Asset Purchases: Impact on Commodity Prices and International Spillover Effects Downloads
Sharon Kozicki, Eric Santor and Lena Suchanek
15-20: Changes in Payment Timing in Canada’s Large Value Transfer System Downloads
Yinan Nellie Zhang
15-19: International Transmission of Credit Shocks in an Equilibrium Model with Production Heterogeneity Downloads
Yuko Imura and Julia Thomas
15-18: Government and Private E-Money-Like Systems: Federal Reserve Notes and National Bank Notes Downloads
Warren Weber
15-17: Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates Downloads
Fuchun Li
15-16: Exploring Differences in Household Debt Across Euro Area Countries and the United States Downloads
Dimitris Christelis, Michael Ehrmann and Dimitris Georgarakos
15-15: Household Stockholding Behavior During the Great Financial Crisis Downloads
Jie Zhou
15-14: A Wake-Up-Call Theory of Contagion Downloads
Toni Ahnert and Christoph Bertsch
15-13: Euro Area Government Bonds—Integration and Fragmentation During the Sovereign Debt Crisis Downloads
Michael Ehrmann and Marcel Fratzscher
15-12: Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns Downloads
Jean-Sebastien Fontaine, René Garcia and Sermin Gungor
15-11: Fourier Inversion Formulas for Multiple-Asset Option Pricing Downloads
Bruno Feunou and Ernest Tafolong
15-10: Effects of Funding Portfolios on the Credit Supply of Canadian Banks Downloads
Evren Damar, Cesaire Meh and Yaz Terajima
15-9: Securitization under Asymmetric Information over the Business Cycle Downloads
Martin Kuncl
15-8: What Drives Bank-Intermediated Trade Finance? Evidence from Cross-Country Analysis Downloads
Jose Maria Serena Garralda and Garima Vasishtha
15-7: Information, Risk Sharing and Incentives in Agency Problems Downloads
Jia Xie
15-6: A New Data Set of Quarterly Total Factor Productivity in the Canadian Business Sector Downloads
Shutao Cao and Sharon Kozicki
15-5: Motivations for Capital Controls and Their Effectiveness Downloads
Radhika Pandey, Gurnain Pasricha, Ila Patnaik and Ajay Shah
15-4: Does Financial Integration Increase Welfare? Evidence from International Household-Level Data Downloads
Christian Friedrich
15-3: The Efficiency of Private E-Money-Like Systems: The U.S. Experience with National Bank Notes Downloads
Warren Weber
15-2: International Spillovers of Large-Scale Asset Purchases Downloads
Sami Alpanda and Serdar Kabaca
15-1: Immigrants and Mortgage Delinquency in the United States Downloads
Zhenguo Lin, Yingchun Liu and Jia Xie
14-59: Demographics and the Demand for Currency Downloads
Geoffrey Dunbar
14-58: Addressing Household Indebtedness: Monetary, Fiscal or Macroprudential Policy? Downloads
Sami Alpanda and Sarah Zubairy
14-57: International Spillovers of Policy Uncertainty Downloads
Stefan Klößner and Rodrigo Sekkel
14-56: High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market Downloads
George Jiang, Ingrid Lo and Giorgio Valente
14-55: Persistent Leverage in Portfolio Sorts: An Artifact of Measurement Error? Downloads
Michael Mueller
14-54: International House Price Cycles, Monetary Policy and Risk Premiums Downloads
Gregory Bauer
14-53: The Impact of U.S. Monetary Policy Normalization on Capital Flows to Emerging-Market Economies Downloads
Tatjana Dahlhaus and Garima Vasishtha
14-52: Targeting Inflation from Below - How Do Inflation Expectations Behave? Downloads
Michael Ehrmann
14-51: Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings Downloads
Sermin Gungor and Richard Luger
14-50: The Effect of the Federal Reserve’s Tapering Announcements on Emerging Markets Downloads
Vikram Rai and Lena Suchanek
14-49: Credit Market Frictions and Sudden Stops Downloads
Yuko Imura
14-48: The Propagation of Industrial Business Cycles Downloads
Maximo Camacho and Danilo Leiva-Leon
14-47: Labour Share Fluctuations in Emerging Markets: The Role of the Cost of Borrowing Downloads
Serdar Kabaca
14-46: Are There Gains from Pooling Real-Time Oil Price Forecasts? Downloads
Christiane Baumeister, Lutz Kilian and Thomas Lee
14-45: On the Importance of Sales for Aggregate Price Flexibility Downloads
Oleksiy Kryvtsov and Nicolas Vincent
14-44: The Role of Card Acceptance in the Transaction Demand for Money Downloads
Kim Huynh, Philipp Schmidt-Dengler and Helmut Stix
14-43: International Transmission Channels of U.S. Quantitative Easing: Evidence from Canada Downloads
Tatjana Dahlhaus, Kristina Hess and Abeer Reza
14-42: What Does the Convenience Yield Curve Tell Us about the Crude Oil Market? Downloads
Ron Alquist, Gregory Bauer and Antonio Diez de los Rios
14-41: Improving Public Equity Markets? No Pain, No Gain Downloads
Katya Kartashova
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