Bank of Canada (BoC)
Bank of Canada adapts Black-Scholes model
Bank of Canada uses an adaptation of the Black-Scholes to forecast foreign exchange risks between the US and Canada.
Exercise caution with Okun’s law: Bank of Canada paper
Research from the Canadian central bank shows recent evidence does not conform to the original specifications of relationship between output and unemployment
Bank of Canada on risky measures
Bank of Canada study shows that increased ownership among the largest shareholders invites less risky behaviour in decision making
We know better now: Canada’s Carney
Bank of Canada governor Mark Carney reviews lessons learnt as the central bank celebrates its 75th anniversary
Canada develops own version of the GPM
Model to predict global growth developed in conjunction with IMF
Canada names Longworth’s successor, deputy Duguay to retire
Bank of Canada appoints special adviser Jean Boivin as deputy governor to fill vacancy created by David Longworth’s retirement, Pierre Duguay also to leave the central bank
Canada to switch to polymer
Bank of Canada to issue plastic notes in 2011
Longworth praises Canada’s astute liquidity management
Bank of Canada deputy governor David Longworth says central bank has been thoughtful and measured, assuring markets that support is available but ensuring that it is only used in dire circumstances
Macklem named Canadian senior deputy
Tiff Macklem to move back to central bank to take on role vacated by Paul Jenkins
Bank of Canada Review (Winter)
Winter edition of bulletin contains articles on inflation persistence, capital flows in emerging markets and the accessibility of banknotes
Deputy: Canada could keep new OMOs post crisis
Bank of Canada’s David Longworth says crisis-fighting operations could stay part of central bank’s toolkit
Canada has weathered the downturn well: BoC’s Duguay
Bank of Canada deputy governor Pierre Duguay says although output and growth rates fell sharply, the country did better than elsewhere
Canada’s Carney sees recovery in business investment
Bank of Canada’s Mark Carney says companies are emerging from the recession
Large shareholders take more risks
Bank of Canada analyses corporate risk taking
US debt ratio drives international exchange rates: Bank of Canada
A Bank of Canada paper posits that the debt to GDP ratio in the US and commodity prices have great impact on bilateral exchange rates
Bank of Canada – Monetary Policy Report January 2010
Bank of Canada’s Monetary Policy Report shows economic growth resumed in the third quarter of 2009
Systemic risk more than size and default probability
Bank of Canada looks at measuring aggregate risk in the financial system
Joint fiscal stimulus does everyone good
Bank of Canada looks at the potential effect of the joint fiscal policy initiatives of the G20 in 2009 and 2010
Labour shifts and productivity analysed
Bank of Canada paper finds that while overall labour reallocation has picked up, movement between jobs in the same industry, which causes increases in productivity, has declined
Bank of Canada – Business Outlook Survey (winter 09/10)
Canadian firms expected both their costs and the prices they charged to increase over this year, signalling an end to the slump in demand
Canada holds rates steady
The Bank of Canada keeps its key rate unchanged and cuts back its money market operations on the strength of the economy’s recovery
How oil prices affect the economy
Bank of Canada paper finds that energy prices affect economy mainly through supply side
Corporate debt supports macro liquidity
Bank of Canada looks at corporations’ debt-issuance strategies
Canada's Wolf on housing sector
David Wolf, an adviser at the Bank of Canada, says housing is disproportionately important in the country