Alexandra Lai

Personal Details

First Name:	Alexandra
Middle Name:
Last Name:	Lai
Suffix:
RePEc Short-ID:	pla62
	Bank of Canada 234 Wellington St Ottawa ON K1A 0G9

Affiliation

Bank of Canada

Ottawa, Canada
http://www.bank-banque-canada.ca/
RePEc:edi:bocgvca (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Jonathan Chiu & Alexandra Lai, 2007. "Modelling Payments Systems: A Review of the Literature," Staff Working Papers 07-28, Bank of Canada.

   Cited by:

   1. Hyung Sun Choi, 2021. "Payments Systems, Liquidity, Collateral, and Central Banking," Korean Economic Review, Korean Economic Association, vol. 37, pages 65-84.
   2. Hyung Sun Choi, 2018. "Inflation Risk, Settlement Cycles, and Monetary Policy," Korean Economic Review, Korean Economic Association, vol. 34, pages 267-282.
   3. Choi, Hyung Sun, 2023. "Money, payments systems, limited participation, and central banking," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
   4. James Chapman & Jonathan Chiu & Miguel Molico, 2013. "A Model of Tiered Settlement Networks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2‐3), pages 327-347, March.
      • James Chapman & Jonathan Chiu & Miguel Molico, 2013. "A Model of Tiered Settlement Networks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 327-347, March.
      • James Chapman & Jonathan Chiu & Miguel Molico, 2008. "A Model of Tiered Settlement Networks," Staff Working Papers 08-12, Bank of Canada.
   5. Tamás Ilyés & Lóránt Varga, 2015. "A General Equilibrium Approach of Retail Payments," MNB Working Papers 2015/3, Magyar Nemzeti Bank (Central Bank of Hungary).
   6. Choi, Hyung Sun, 2019. "Money, debit card, gross-settlement risk, and central banking," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
   7. Hyung Sun Choi, 2023. "Payment Systems, Multiple Types of Collateral, Banking, and Collateral Policy," Korean Economic Review, Korean Economic Association, vol. 39, pages 469-493.

2. Alexandra Lai & Nikil Chande & Sean O'Connor, 2006. "Credit in a Tiered Payments System," Staff Working Papers 06-36, Bank of Canada.

   Cited by:

   1. Adams, Mark & Galbiati, Marco & Giansante, Simone, 2010. "Liquidity costs and tiering in large-value payment systems," Bank of England working papers 399, Bank of England.
   2. James Chapman & Jonathan Chiu & Miguel Molico, 2013. "A Model of Tiered Settlement Networks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2‐3), pages 327-347, March.
      • James Chapman & Jonathan Chiu & Miguel Molico, 2013. "A Model of Tiered Settlement Networks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 327-347, March.
      • James Chapman & Jonathan Chiu & Miguel Molico, 2008. "A Model of Tiered Settlement Networks," Staff Working Papers 08-12, Bank of Canada.
   3. Benos, Evangelos & Ferrara, Gerardo & Gurrola-Perez, Pedro, 2017. "The impact of de-tiering in the United Kingdom’s large-value payment system," Bank of England working papers 676, Bank of England.
   4. Jonathan Chiu & Alexandra Lai, 2007. "Modelling Payments Systems: A Review of the Literature," Staff Working Papers 07-28, Bank of Canada.
   5. Robert Arculus & Jennifer Hancock & Greg Moran, 2012. "The Impact of Payment System Design on Tiering Incentives," RBA Research Discussion Papers rdp2012-06, Reserve Bank of Australia.
   6. Carlos A. Arango & Freddy H. Cepeda, 2016. "Non-monotonic Tradeoffs of Tiering in a Large Value Payment System," Borradores de Economia 946, Banco de la Republica de Colombia.

3. Alexandra Lai & Raphael Solomon, 2006. "Ownership Concentration and Competition in Banking Markets," Staff Working Papers 06-7, Bank of Canada.

   Cited by:

   1. Thorsten V. Koeppl & James MacGee, 2007. "Branching Out: The Urgent Need to Transform Canada’s Financial Landscape and How to Do It," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 251, June.
   2. Pursey Heugens & Marc Essen & J. Oosterhout, 2009. "Meta-analyzing ownership concentration and firm performance in Asia: Towards a more fine-grained understanding," Asia Pacific Journal of Management, Springer, vol. 26(3), pages 481-512, September.

4. John Chant & Alexandra Lai & Mark Illing & Fred Daniel, 2003. "Essays on Financial Stability," Technical Reports 95, Bank of Canada.

   Cited by:

   1. Kremen Viktoriia & Shkolnyk Inna & Semenog Andrii & Kremen Olha, 2019. "Evaluating the Relationship Between Financial Sustainability and Socio-Economic Development of Countries," Central European Economic Journal, Sciendo, vol. 6(53), pages 25-38, January.
   2. Zariņa Ilze & Voronova Irina & Pettere Gaida, 2018. "Assessment of the Stability of Insurance Companies: The Case of Baltic Non-Life Insurance Market," Economics and Business, Sciendo, vol. 32(1), pages 102-111, May.
   3. Mr. Udaibir S Das & Mr. Marc G Quintyn & Miss Kina Chenard, 2004. "Does Regulatory Governance Matter for Financial System Stability? An Empirical Analysis," IMF Working Papers 2004/089, International Monetary Fund.
   4. Michał Buszko & Witold Orzeszko & Marcin Stawarz, 2021. "COVID-19 pandemic and stability of stock market—A sectoral approach," PLOS ONE, Public Library of Science, vol. 16(5), pages 1-26, May.
   5. Garry J. Schinasi, 2009. "Defining Financial Stability and a Framework for Safeguarding It," Working Papers Central Bank of Chile 550, Central Bank of Chile.
   6. Malgorzata Mikita, 2022. "The Interrelationship Among Efficiency and Concentration of Banking System and its Stability: Evidence from Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 670-689.
   7. CRISTE, Adina, 2014. "Reference Points For Financial Instability In The Euro Zone Candidates Countries," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(3), pages 58-75.
   8. Soumia Zenasni, 2015. "Recent Trends in Regional Financial Integration and Trade Liberalization in Maghreb Countries: A Multivariate Threshold Autoregressive Analysis," FIW Working Paper series 145, FIW.
   9. International Monetary Fund, 2004. "Toward a Framework for Safeguarding Financial Stability," IMF Working Papers 2004/101, International Monetary Fund.
   10. Garry J. Schinasi, 2011. "Defining Financial Stability and Establishing a Framework to Safeguard It," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.),Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 3, pages 029-062, Central Bank of Chile.

5. Alexandra Lai, 2002. "Modelling Financial Instability: A Survey of the Literature," Staff Working Papers 02-12, Bank of Canada.

   Cited by:

   1. V.V. Mitrokhin & S.S. Artemyeva & I.K. Simaeva, 2016. "Assessment of the Balance Degree of Loan Companies Banking Policy," European Research Studies Journal, European Research Studies Journal, vol. 0(3A), pages 19-31.
   2. Eric Santor, 2003. "Crisis bancarias y contagio: evidencia empírica," Monetaria, CEMLA, vol. 0(3), pages 293-344, julio-sep.
   3. TCHANA TCHANA, Fulbert, 2008. "Regulation and Banking Stability: A Survey of Empirical Studies," MPRA Paper 9298, University Library of Munich, Germany, revised 30 May 2008.
      • Helanya Fourie & Paul de Bijl, 2018. "Race to the top: Does competition in the DSL market matter for fibre penetration?," Working Papers 136, Economic Research Southern Africa.
   4. Susan K. Schroeder, 2008. "The Underpinnings Of Country Risk Assessment," Journal of Economic Surveys, Wiley Blackwell, vol. 22(3), pages 498-535, July.
   5. Eric Santor, 2003. "Banking Crises and Contagion: Empirical Evidence," Staff Working Papers 03-1, Bank of Canada.
   6. Falko Fecht, 2003. "On the Stability of Different Financial Systems," Finance 0305008, University Library of Munich, Germany.
      • Fecht, Falko, 2003. "On the Stability of Different Financial Systems," Discussion Paper Series 1: Economic Studies 2003,10, Deutsche Bundesbank.
      • Falko Fecht, 2004. "On the Stability of Different Financial Systems," Journal of the European Economic Association, MIT Press, vol. 2(6), pages 969-1014, December.
      • Falko Fecht, 2003. "On the Stability of Different Financial Systems," Working Paper Series: Finance and Accounting 110, Department of Finance, Goethe University Frankfurt am Main.
   7. Fernando Martin & Aleksander Berentsen & David Andolfatto, 2016. "Financial Fragility in Monetary Economies," 2016 Meeting Papers 1626, Society for Economic Dynamics.
   8. Ljerka Cerovic & Stella Suljic Nikolaj & Dario Maradin, 2017. "Comparative Analysis Of Conventional And Islamic Banking: Importance Of Market Regulation," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 26(1), pages 241-263, june.
   9. Mark Illing & Ying Liu, 2003. "An Index of Financial Stress for Canada," Staff Working Papers 03-14, Bank of Canada.
   10. Winston R. Moore, 2007. "Forecasting domestic liquidity during a crisis: what works best?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(6), pages 445-455.
   11. Diego Nocetti, 2006. "Central bank´s value at risk and financial crises: An application to the 2001 Argentine crisis," Journal of Applied Economics, Universidad del CEMA, vol. 9, pages 381-402, November.
   12. Bauer, Christian & Herz, Bernhard & Karb, Volker, 2006. "How likely are macroeconomic crises in the CIS?," Research in International Business and Finance, Elsevier, vol. 20(2), pages 227-238, June.
   13. Veronika Dolar & Césaire Meh, 2002. "Financial Structure and Economic Growth: A Non-Technical Survey," Staff Working Papers 02-24, Bank of Canada.
   14. Cristian Ionescu, 2012. "The Herd Behavior and the Financial Instability," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 12(1), pages 129-140.
   15. Jonathan Njoku, 2012. "Surveillance model of going concern in banking," African Journal of Accounting, Auditing and Finance, Inderscience Enterprises Ltd, vol. 1(1), pages 40-76.
   16. Eric Santor, 2007. "Contagion and the composition of Canadian banks' foreign asset portfolios: do financial crises matter?," CGFS Papers chapters, in: Bank for International Settlements (ed.), Research on global financial stability: the use of BIS international financial statistics, volume 29, pages 32-52, Bank for International Settlements.
   17. Moore, Winston, 2009. "How do financial crises affect commercial bank liquidity? Evidence from Latin America and the Caribbean," MPRA Paper 21473, University Library of Munich, Germany.
   18. Hamdaoui, Mekki, 2016. "Are systemic banking crises in developed and developing countries predictable?," Journal of Multinational Financial Management, Elsevier, vol. 37, pages 114-138.

6. Chris D'Souza & Alexandra Lai, 2002. "The Effects of Bank Consolidation on Risk Capital Allocation and Market Liquidity," Staff Working Papers 02-5, Bank of Canada.
   • Chris D'Souza & Alexandra Lai, 2002. "The effects of bank consolidation on risk capital allocation and market liquidity," BIS Papers chapters, in: Bank for International Settlements (ed.), Market functioning and central bank policy, volume 12, pages 86-109, Bank for International Settlements.
   • Chris D'Souza & Alexandra Lai, 2006. "The Effects Of Bank Consolidation On Risk Capital Allocation And Market Liquidity," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 29(2), pages 271-291, June.

   Cited by:

   1. Nicolas Audet & Toni Gravelle & Jing Yang, 2002. "Alternative Trading Systems: Does One Shoe Fit All?," Staff Working Papers 02-33, Bank of Canada.
   2. Moinas, Sophie & Nguyen, Minh & Valente, Giorgio, 2017. "Funding Constraints and Market Illiquidity in the European Treasury Bond Market," TSE Working Papers 17-814, Toulouse School of Economics (TSE).
      • Sophie Moinas & Minh Nguyen & Giorgio Valente, 2018. "Funding Constraints and Market Illiquidity in the European Treasury Bond Market," EconPol Working Paper 13, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
   3. Lescourret, Laurence & Robert, Christian Y., 2011. "Transparency matters: Price formation in the presence of order preferencing," Journal of Financial Markets, Elsevier, vol. 14(2), pages 227-258, May.
   4. Chris D'Souza, 2002. "How Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk?," Staff Working Papers 02-34, Bank of Canada.
   5. Louisa Chen & Liya Shen & Zhiping Zhou, 2023. "Understand funding liquidity and market liquidity in a regime‐switching model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 589-605, January.
   6. Robert DeYoung & Douglas Evanoff & Philip Molyneux, 2009. "Mergers and Acquisitions of Financial Institutions: A Review of the Post-2000 Literature," Journal of Financial Services Research, Springer;Western Finance Association, vol. 36(2), pages 87-110, December.

Articles

1. Christopher Graham & Natasha Khan & Alexandra Lai, 2016. "Recent Changes to the Bank of Canada’s Emergency Lending Assistance Policy," Bank of Canada Review, Bank of Canada, vol. 2016(Autumn), pages 25-34.

   Cited by:

   1. Grund, Sebastian & Nomm, Nele & Walch, Florian, 2020. "Liquidity in resolution: comparing frameworks for liquidity provision across jurisdictions," Occasional Paper Series 251, European Central Bank.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-FIN: Finance (8) 2002-07-04 2002-07-04 2002-11-10 2003-08-31 2003-08-31 2004-02-15 2006-06-24 2006-10-14. Author is listed
2. NEP-FMK: Financial Markets (4) 2002-07-04 2006-06-24 2006-09-11 2006-10-14
3. NEP-CBA: Central Banking (3) 2002-07-04 2006-10-14 2007-04-21
4. NEP-COM: Industrial Competition (3) 2006-06-24 2006-10-14 2007-02-24
5. NEP-CFN: Corporate Finance (2) 2003-08-31 2004-02-15
6. NEP-MFD: Microfinance (2) 2002-11-10 2003-08-31
7. NEP-PKE: Post Keynesian Economics (2) 2002-07-04 2002-11-10
8. NEP-BAN: Banking (1) 2006-06-24
9. NEP-HPE: History and Philosophy of Economics (1) 2004-02-15
10. NEP-IFN: International Finance (1) 2006-09-11
11. NEP-MAC: Macroeconomics (1) 2007-04-21
12. NEP-RMG: Risk Management (1) 2002-11-10

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