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Gregory H. Bauer


This is information that was supplied by Gregory Bauer in registering through RePEc. If you are Gregory H. Bauer , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Gregory
Middle Name: H.
Last Name: Bauer

RePEc Short-ID: pba468

Postal Address:


Bank of Canada
Location: Ottawa, Canada
Phone: (613) 782-7902
Fax: (613) 782-7713
Postal: 234 Wellington, Ottawa, ON, K1A 0G9
Handle: RePEc:edi:bocgvca (more details at EDIRC)


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Working papers

  1. Gregory H. Bauer & Antonio Diez de los Rios, 2012. "An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks," Working Papers 12-5, Bank of Canada.
  2. Gregory H. Bauer & Keith Vorkink, 2007. "Multivariate Realized Stock Market Volatility," Working Papers 07-20, Bank of Canada.
  3. Albuquerque, Rui & Bauer, Gregory & Schneider, Martin, 2005. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," CEPR Discussion Papers 5159, C.E.P.R. Discussion Papers.
  4. Gregory H. Bauer & Clara Vega, 2004. "The Monetary Origins of Asymmetric Information in International Equity Markets," Working Papers 04-47, Bank of Canada.
  5. Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "Characterizing Asymmetric Information in International Equity Markets," International Finance, EconWPA 0405005, EconWPA.


  1. Gregory Bauer & Antonio Diez de los Rios, 2012. "Global Risk Premiums and the Transmission of Monetary Policy," Bank of Canada Review, Bank of Canada, vol. 2012(Summer), pages 12-20.
  2. Bauer, Gregory H. & Vorkink, Keith, 2011. "Forecasting multivariate realized stock market volatility," Journal of Econometrics, Elsevier, Elsevier, vol. 160(1), pages 93-101, January.
  3. Albuquerque, Rui & H. Bauer, Gregory & Schneider, Martin, 2009. "Global private information in international equity markets," Journal of Financial Economics, Elsevier, Elsevier, vol. 94(1), pages 18-46, October.
  4. Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2007. "International Equity Flows and Returns: A Quantitative Equilibrium Approach -super-1," Review of Economic Studies, Oxford University Press, vol. 74(1), pages 1-30.
  5. Gregory H. Bauer & Scott Hendry, 2006. "A Summary of the Bank of Canada Conference on Fixed-Income Markets, 3-4 May 2006," Bank of Canada Review, Bank of Canada, vol. 2006(Winter), pages 27-36.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (2) 2004-11-22 2005-09-29
  2. NEP-CBA: Central Banking (3) 2004-12-20 2007-01-02 2012-02-20. Author is listed
  3. NEP-ECM: Econometrics (1) 2007-03-31
  4. NEP-ETS: Econometric Time Series (1) 2007-03-31
  5. NEP-FIN: Finance (7) 2004-05-09 2004-05-09 2004-11-22 2004-12-20 2004-12-22 2005-09-29 2005-10-04. Author is listed
  6. NEP-FMK: Financial Markets (5) 2004-05-09 2004-05-09 2004-12-20 2005-09-29 2005-10-04. Author is listed
  7. NEP-FOR: Forecasting (1) 2007-01-02
  8. NEP-MAC: Macroeconomics (2) 2007-01-02 2012-02-20
  9. NEP-MON: Monetary Economics (1) 2007-01-02
  10. NEP-MST: Market Microstructure (1) 2007-01-02
  11. NEP-RMG: Risk Management (1) 2007-03-31


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