Bank of Canada
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2013
- 13-13 A Semiparametric Early Warning Model of Financial Stress Events
by Ian Christensen & Fuchun Li - 13-12 Jump-Diffusion Long-Run Risks Models, Variance Risk Premium and Volatility Dynamics
by Jianjian Jin - 13-11 Forecasting with Many Models: Model Confidence Sets and Forecast Combination
by Jon D. Samuels & Rodrigo Sekkel - 13-10 A New Linear Estimator for Gaussian Dynamic Term Structure Models
by Antonio Diez de los Rios - 13-9 An Equilibrium Analysis of the Rise in House Prices and Mortgage Debt
by Shaofeng Xu - 13-8 Countercyclical Bank Capital Requirement and Optimized Monetary Policy Rules
by Carlos De Resende & Ali Dib & René Lalonde & Nikita Perevalov - 13-7 A Tractable Monetary Model Under General Preferences
by Tsz-Nga Wong - 13-6 To Link or Not To Link? Netting and Exposures Between Central Counterparties
by Stacey Anderson & Jean-Philippe Dion & Héctor Pérez Saiz - 13-5 Market Structure and Cost Pass-Through in Retail
by Gee Hee Hong & Nicholas Li - 13-4 Financial Development and the Volatility of Income
by Tiago Pinheiro & Francisco Rivadeneyra & Marc Teignier - 13-3 A General Equilibrium Model with Banks and Default on Loans
by Tamon Takamura - 13-2 House Prices, Consumption and the Role of Non-Mortgage Debt
by Katya Kartashova & Ben Tomlin - 13-1 The Cyclicality of Sales, Regular and Effective Prices: Business Cycle and Policy Implications
by Olivier Coibion & Yuriy Gorodnichenko & Gee Hee Hong
2012
- 12-43 On the Welfare Effects of Credit Arrangements
by Jonathan Chiu & Mei Dong & Enchuan Shao - 12-42 Financial Crisis Resolution
by Josef Schroth - 12-41 Estimating the Policy Rule from Money Market Rates when Target Rate Changes Are Lumpy
by Jean-Sébastien Fontaine - 12-40 The Effects of Oil Price Uncertainty on the Macroeconomy
by Soojin Jo - 12-39 Consumer Interest Rates and Retail Mutual Fund Flows
by Jesus Sierra - 12-38 Liquidity and Central Clearing: Evidence from the CDS Market
by Joshua Slive & Jonathan Witmer & Elizabeth Woodman - 12-37 Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields
by Bruno Feunou & Jean-Sébastien Fontaine - 12-36 The Role of Credit in International Business Cycles
by TengTeng Xu - 12-35 When Lower Risk Increases Profit: Competition and Control of a Central Counterparty
by Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive - 12-34 The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation
by Peter Christoffersen & Bruno Feunou & Kris Jacobs & Nour Meddahi - 12-33 Financial Conditions and the Money-Output Relationship in Canada
by Maral Kichian - 12-32 China’s Emergence in the World Economy and Business Cycles in Latin America
by Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci & TengTeng Xu - 12-31 The Evolution of Canada’s Global Export Market Share
by Daniel de Munnik & Jocelyn Jacob & Wesley Sze - 12-30 Price Negotiation in Differentiated Products Markets: Evidence from the Canadian Mortgage Market
by Jason Allen & Robert Clark & Jean-François Houde - 12-29 Efficiency and Bargaining Power in the Interbank Loan Market
by Jason Allen & James Chapman & Federico Echenique & Matthew Shum - 12-28 What Drags and Drives Mobility: Explaining Canada’s Aggregate Migration Patterns
by David Amirault & Daniel de Munnik & Sarah Miller - 12-27 Systematic Risk, Debt Maturity and the Term Structure of Credit Spreads
by Hui Chen & Yu Xu & Jun Yang - 12-26 Natural Monopoly and Distorted Competition: Evidence from Unbundling Fiber-Optic Networks
by Naoaki Minamihashi - 12-25 Does the Buck Stop Here? A Comparison of Withdrawals from Money Market Mutual Funds with Floating and Constant Share Prices
by Jonathan Witmer - 12-24 Why Do Shoppers Use Cash? Evidence from Shopping Diary Data
by Naoki Wakamori & Angelika Welte - 12-23 Inflation and Growth: A New Keynesian Perspective
by Robert Amano & Tom Carter & Kevin Moran - 12-22 The Ex-Ante Versus Ex-Post Effect of Public Guarantees
by H. Evren Damar & Reint Gropp & Adi Mordel - 12-21 Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound
by Christiane Baumeister & Luca Benati - 12-20 The Sensitivity of Producer Prices to Exchange Rates: Insights from Micro Data
by Shutao Cao & Wei Dong & Ben Tomlin - 12-19 International Business Cycles and Financial Frictions
by Wen Yao - 12-18 Consumer Bankruptcy and Information
by Jason Allen & H. Evren Damar & David Martinez-Miera - 12-17 On the Existence and Fragility of Repo Markets
by Hajime Tomura - 12-16 Commodities and Monetary Policy: Implications for Inflation and Price Level Targeting
by Donald Coletti & René Lalonde & Paul Masson & Dirk Muir & Stephen Snudden - 12-15 Estimating the Demand for Settlement Balances in the Canadian Large Value Transfer System
by Nellie Zhang - 12-14 The Impact of Retail Payment Innovations on Cash Usage
by Ben Fung & Kim Huynh & Leonard Sabetti - 12-13 Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics
by Christiane Baumeister & Philip Liu & Haroon Mumtaz - 12-12 House Price Dynamics: Fundamentals and Expectations
by Eleonora Granziera & Sharon Kozocki - 12-11 Risk Premium, Variance Premium and the Maturity Structure of Uncertainty
by Bruno Feunou & Jean-Sébastien Fontaine & Abderrahim Taamouti & Roméo Tedongap - 12-10 When Is It Less Costly for Risky Firms to Borrow? Evidence from the Bank Risk-Taking Channel of Monetary Policy
by Teodora Paligorova & João A. C. Santos - 12-9 Central Bank Communication or the Media’s Interpretation: What Moves Markets?
by Scott Hendry - 12-8 Growth in Emerging Market Economies and the Commodity Boom of 2003–2008: Evidence from Growth Forecast Revisions
by Elif C. Arbatli & Garima Vasishtha - 12-7 Short-Term Forecasting of the Japanese Economy Using Factor Models
by Claudia Godbout & Marco J. Lombardi - 12-6 Macroprudential Rules and Monetary Policy when Financial Frictions Matter
by Jeannine Bailliu & Césaire Meh & Yahong Zhang - 12-5 An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks
by Gregory H. Bauer & Antonio Diez de los Rios - 12-4 Price Competition and Concentration in Search and Negotiation Markets: Evidence from Mortgage Lending
by Jason Allen & Robert Clark & Jean-François Houde - 12-3 Fooled by Search: Housing Prices, Turnover and Bubbles
by Brian M. Peterson - 12-2 Time-Varying Effects of Oil Supply Shocks on the U.S. Economy
by Christiane Baumeister & Gert Peersman - 12-1 Real-Time Analysis of Oil Price Risks Using Forecast Scenarios
by Christiane Baumeister & Lutz Kilian
2011
- 11-32 Bank Leverage Regulation and Macroeconomic Dynamics
by Ian Christensen & Césaire Meh & Kevin Moran - 11-31 Do Low Interest Rates Sow the Seeds of Financial Crises?
by Simona E. Cociuba & Malik Shukayev & Alexander Ueberfeldt - 11-30 Trading Dynamics with Adverse Selection and Search: Market Freeze, Intervention and Recovery
by Jonathan Chiu & Thorsten V. Koeppl - 11-29 Effectiveness of Capital Controls in India: Evidence from the Offshore NDF Market
by Michael Hutchison & Gurnain Kaur Pasricha & Nirvikar Singh - 11-28 The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market
by Christiane Baumeister & Gert Peersman - 11-27 Portfolio Considerations in Differentiated Product Purchases: An Application to the Japanese Automobile Market
by Naoki Wakamori - 11-26 Security Transaction Taxes and Market Quality
by Anna Pomeranets & Daniel G. Weaver - 11-25 Innovation and Growth with Financial, and Other, Frictions
by Jonathan Chiu & Césaire Meh & Randall Wright - 11-24 Determinants of Financial Stress and Recovery during the Great Recession
by Joshua Aizenman & Gurnain Kaur Pasricha - 11-23 How Do You Pay? The Role of Incentives at the Point-of-Sale
by Carlos Arango & Kim Huynh & Leonard Sabetti - 11-22 Money and Price Posting under Private Information
by Mei Dong & Janet Hua Jiang - 11-21 Fixed-Term and Permanent Employment Contracts: Theory and Evidence
by Shutao Cao & Enchuan Shao & Pedro Silos - 11-20 A Stochastic Volatility Model with Conditional Skewness
by Bruno Feunou & Roméo Tedongap - 11-19 Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach
by Toni Gravelle & Fuchun Li - 11-18 Price-Level Targeting and Inflation Expectations: Experimental Evidence
by Robert Amano & Jim Engle-Warnick & Malik Shukayev - 11-17 Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada
by Jason Allen & Ali Hortaçsu & Jakub Kastl - 11-16 Real-Time Forecasts of the Real Price of Oil
by Christiane Baumeister & Lutz Kilian - 11-15 Forecasting the Price of Oil
by Ron Alquist & Lutz Kilian & Robert J. Vigfusson - 11-14 Real-Financial Linkages in the Canadian Economy: An Input-Output Approach
by Danny Leung & Oana Secrieru - 11-13 Bank Loans for Private and Public Firms in a Credit Crunch
by Jason Allen & Teodora Paligorova - 11-12 Financial Factors and Labour Market Fluctuations
by Yahong Zhang - 11-11 Mixed Frequency Forecasts for Chinese GDP
by Philipp Maier - 11-10 Sovereign Default Risk Premia, Fiscal Limits and Fiscal Policy
by Huixin Bi - 11-9 Inventories, Markups and Real Rigidities in Sticky Price Models of the Canadian Economy
by Oleksiy Kryvtsov & Virgiliu Midrigan - 11-8 Belief Dispersion and Order Submission Strategies in the Foreign Exchange Market
by Ingrid Lo & Stephen Sapp - 11-7 Money and Costly Credit
by Mei Dong - 11-6 The Private Equity Premium Puzzle Revisited
by Katya Kartashova - 11-5 Private Information Flow and Price Discovery in the U.S. Treasury Market
by George J. Jiang & Ingrid Lo - 11-4 Counterfeit Quality and Verification in a Monetary Exchange
by Ben Fung & Enchuan Shao - 11-3 Discounting in Mortgage Markets
by Jason Allen & Robert Clark & Jean-François Houde - 11-2 The Impact of the Global Business Cycle on Small Open Economies: A FAVAR Approach for Canada
by Garima Vasishtha & Philipp Maier - 11-1 Building New Plants or Entering by Acquisition? Estimation of an Entry Model for the U.S. Cement Industry
by Hector Perez-Saiz
2010
- 10-40 The Propagation of U.S. Shocks to Canada: Understanding the Role of Real-Financial Linkages
by Kimberly Beaton & René Lalonde & Stephen Snudden - 10-39 Leverage, Balance Sheet Size and Wholesale Funding
by H. Evren Damar & Césaire A. Meh & Yaz Terajima - 10-38 The Impact of Liquidity on Bank Profitability
by Étienne Bordeleau & Christopher Graham - 10-37 ‘Lean’ versus ‘Rich’ Data Sets: Forecasting during the Great Moderation and the Great Recession
by Marco J. Lombardi & Philipp Maier - 10-36 Bank Testing Linear Factor Pricing Models with Large Cross-Sections: A Distribution-Free Approach
by Sermin Gungor & Richard Luger - 10-35 Bank Competition and International Financial Integration: Evidence Using a New Index
by Gurnain Kaur Pasricha - 10-34 Semi-Structural Models for Inflation Forecasting
by Maral Kichian & Fabio Rumler & Paul Corrigan - 10-33 Composition of International Capital Flows: A Survey
by Koralai Kirabaeva & Assaf Razin - 10-32 Adverse Selection, Liquidity, and Market Breakdown
by Koralai Kirabaeva - 10-31 Text Mining and the Information Content of Bank of Canada Communications
by Scott Hendry & Alison Madeley - 10-30 On Fiscal Multipliers: Estimates from a Medium Scale DSGE Model
by Sarah Zubairy - 10-29 Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings
by Céline Gauthier & Zhongfang He & Moez Souissi - 10-28 Trends in U.S. Hours and the Labor Wedge
by Simona E. Cociuba & Alexander Ueberfeldt - 10-27 Stability versus Flexibility: The Role of Temporary Employment in Labour Adjustment
by Shutao Cao & Danny Leung - 10-26 Capital Requirement and Financial Frictions in Banking: Macroeconomic Implications
by Ali Dib - 10-25 The Effect of Exchange Rate Movements on Heterogeneous Plants: A Quantile Regression Analysis
by Ben Tomlin & Loretta Fung - 10-24 Banks, Credit Market Frictions, and Business Cycles
by Ali Dib - 10-23 Central Bank Haircut Policy
by James Chapman, Jonathan Chiu, and Miguel Molico - 10-22 Liquidity Transformation and Bank Capital Requirements
by Hajime Tomura - 10-19 A Model of Housing Stock for Canada
by David Dupuis & Yi Zheng - 10-18 Exchange Rate Fluctuations, Plant Turnover and Productivity
by Ben Tomlin - 10-17 The Transmission of Shocks to the Chinese Economy in a Global Context: A Model-Based Approach
by Jeannine Bailliu & Patrick Blagrave - 10-16 The Role of Expenditure Switching in the Global Imbalance Adjustment
by Wei Dong - 10-15 Inflation and Unemployment in Competitive Search Equilibrium
by Mei Dong - 10-14 International Capital Flows and Bond Risk Premia
by Jesus Sierra - 10-13 Estimating the Structure of the Payment Network in the LVTS: An Application of Estimating Communities in Network Data
by James Chapman & Yinan Zhang - 10-12 Financial Stress, Monetary Policy, and Economic Activity
by Fuchun Li & Pierre St-Amant - 10-11 Idiosyncratic Coskewness and Equity Return Anomalies
by Fousseni Chabi-Yo & Jun Yang - 10-10 On the Advantages of Disaggregated Data: Insights from Forecasting the U.S. Economy in a Data-Rich Environment
by Nikita Perevalov & Philipp Maier - 10-9 Alternative Optimized Monetary Policy Rules in Multi-Sector Small Open Economies: The Role of Real Rigidities
by Carlos de Resende & Ali Dib & Maral Kichian - 10-8 Price Level Targeting: What Is the Right Price?
by Malik Shukayev & Alexander Ueberfeldt - 10-7 Time Variation in Okun's Law: A Canada and U.S. Comparison
by Kimberly Beaton - 10-6 Assembling a Real-Financial Micro-Dataset for Canadian Households
by Umar Faruqui - 10-5 What Drives Exchange Rates? New Evidence from a Panel of U.S. Dollar Bilateral Exchange Rates
by Jean-Philippe Cayen & Donald Coletti & Rene Lalonde & Philipp Maier - 10-4 Macroprudential Regulation and Systemic Capital Requirements
by Celine Gauthier & Alfred Lehar & Moez Souissi - 10-3 Corporate Risk Taking and Ownership Structure
by Teodora Paligorova - 10-2 Labour Reallocation, Relative Prices and Productivity
by Shutao Cao & Danny Leung - 10-1 Search Frictions and Asset Price Volatility
by B. Ravikumar & Enchuan Shao
2009
- 09-36 Real and Nominal Frictions within the Firm: How Lumpy Investment Matters for Price Adjustment
by Michael K. Johnston - 09-35 Estimating DSGE-Model-Consistent Trends for Use in Forecasting
by Jean-Philippe Cayen & Marc-André Gosselin & Sharon Kozicki - 09-34 A Consistent Test for Multivariate Conditional Distributions
by Fuchun Li & Greg Tkacz - 09-33 How Changes in Oil Prices Affect the Macroeconomy
by Brian DePratto & Carlos de Resende & Philipp Maier - 09-32 Optimal Monetary Policy during Endogenous Housing-Market Boom-Bust Cycles
by Hajime Tomura - 09-31 Real Time Detection of Structural Breaks in GARCH Models
by Zhongfang He & John M. Maheu - 09-30 Cross-border Mergers and Hollowing-out
by Oana Secrieru & Marianne Vigneault - 09-29 Exchange Rate Pass-through and Monetary Policy: How Strong is the Link?
by Stephen Murchison - 09-28 Bond Liquidity Premia
by Jean-Sébastien Fontaine & René Garcia - 09-27 Risk Premium Shocks and the Zero Bound on Nominal Interest Rates
by Robert Amano & Malik Shukayev - 09-26 Consumption, Housing Collateral, and the Canadian Business Cycle
by Ian Christensen & Paul Corrigan & Caterina Mendicino & Shin-Ichi Nishiyama - 09-25 Credit Constraints and Consumer Spending
by Kimberly Beaton - 09-24 Resurrecting the Role of Real Money Balance Effects
by José Dorich - 09-23 Short Changed? The Market's Reaction to the Short Sale Ban of 2008
by Louis Gagnon & Jonathan Witmer - 09-22 Productivity, the Terms of Trade, and the Real Exchange Rate: The Balassa-Samuelson Hypothesis Revisited
by Ehsan U. Choudhri & Lawrence L. Schembri - 09-21 Structural Inflation Models with Real Wage Rigidities: The Case of Canada
by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian - 09-20 Structural The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness
by Bruno Feunou & Jean-Sébastien Fontaine & Roméo Tedongap - 09-19 Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit
by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian - 09-18 Simulations du ratio du service de la dette des consommateurs en utilisant des données micro
by Ramdane Djoudad - 09-17 Adopting Price-Level Targeting under Imperfect Credibility in ToTEM
by Gino Cateau & Oleksiy Kryvtsov & Malik Shukayev & Alexander Ueberfeldt - 09-16 Real Effects of Price Stability with Endogenous Nominal Indexation
by Césaire Meh & Vincenzo Quadrini & Yaz Terajima - 09-15 Heterogeneous Beliefs and Housing-Market Boom-Bust Cycles in a Small Open Economy
by Hajime Tomura - 09-14 Testing for Financial Contagion with Applications to the Canadian Banking System
by Fuchun Li - 09-13 Price Movements in the Canadian Residential Mortgage Market
by Jason Allen & Darcey McVanel - 09-12 Complex Ownership and Capital Structure
by Teodora Paligorova & Zhaoxia Xu - 09-11 Information Flows and Aggregate Persistence
by Oleksiy Kryvtsov - 09-10 Computing the Accuracy of Complex Non-Random Sampling Methods: The Case of the Bank of Canada's Business Outlook Survey
by Daniel de Munnik & David Dupuis & Mark Illing - 09-9 Inventories and Real Rigidities in New Keynesian Business Cycle Models
by Oleksiy Kryvtsov & Virgiliu Midrigan - 09-8 Optimal Policy under Commitment and Price Level Stationarity
by Gino Cateau - 09-7 Assessing Indexation-Based Calvo Inflation Models
by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian - 09-6 Inventories, Markups, and Real Rigidities in Menu Cost Models
by Oleksiy Kryvtsov & Virgiliu Midrigan - 09-5 Comparison of Auction Formats in Canadian Government Auctions
by Olivier Armantier & Nourredine Lafhel - 09-4 What Accounts for the U.S.-Canada Education-Premium Difference?
by Oleksiy Kryvtsov & Alexander Ueberfeldt - 09-3 Uninsurable Investment Risks and Capital Income Taxation
by Césaire A. Meh & Yaz Terajima - 09-2 Monetary Policy Lag, Zero Lower Bound, and Inflation Targeting
by Shin-Ichi Nishiyama - 09-1 The Impact of Market Timing on Canadian and U.S. Firms' Capital Structure
by Zhaoxia Xu
2008
- 08-49 Financial Intermediation, Liquidity and Inflation
by Jonathan Chiu & Cesaire Meh - 08-48 Futures Markets, Oil Prices and the Intertemporal Approach to the Current Account
by Elif C. Arbatli - 08-47 How Important Is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange
by Ron Alquist - 08-46 Indebtedness and the Household Financial Health: An Examination of the Canadian Debt Service Ratio Distribution
by Umar Faruqui - 08-45 Firm Size and Productivity
by Danny Leung & Césaire Meh & Yaz Terajima - 08-44 The Role of Foreign Exchange Dealers in Providing Overnight Liquidity
by Chris D'Souza - 08-43 McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates
by Antonio Diez de los Rios - 08-42 Which Bank is the "Central" Bank? An Application of Markov Theory to the Canadian Large Value Transfer System
by Morten Bech & James T. E. Chapman & Rod Garratt - 08-41 Are There Canada-U.S. Differences in SME Financing?
by Danny Leung & Césaire Meh & Yaz Terajima - 08-40 Price Level Targeting in a Small Open Economy with Financial Frictions: Welfare Analysis
by Ali Dib & Caterina Mendicino & Yahong Zhang - 08-39 Import Price Dynamics in Major Advanced Economies and Heterogeneity in Exchange Rate Pass-Through
by Stephane Dees & Matthias Burgert & Nicolas Parent - 08-38 A Model of Costly Capital Reallocation and Aggregate Productivity
by Shutao Cao - 08-37 Adopting Price-Level Targeting under Imperfect Credibility: An Update
by Oleksiy Kryvtsov & Malik Shukayev & Alexander Ueberfeldt - 08-36 The Role of Bank Capital in the Propagation of Shocks
by Césaire Meh & Kevin Moran - 08-35 Globalization and Inflation: The Role of China
by Denise Côté & Carlos de Resende - 08-34 Combining Canadian Interest-Rate Forecasts
by David Jamieson Bolder & Yuliya Romanyuk - 08-33 Human Capital Risk and the Firmsize Wage Premium
by Danny Leung & Alexander Ueberfeldt - 08-32 Market Structure and the Diffusion of E-Commerce: Evidence from the Retail Banking Industry
by Jason Allen & Robert Clark & Jean-François Houde - 08-31 Aggregate and Welfare Effects of Redistribution of Wealth Under Inflation and Price-Level Targeting
by Césaire A. Meh & José-Victor Rios-Rull & Yaz Terajima - 08-30 Non-Linearities, Model Uncertainty, and Macro Stress Testing
by Miroslav Misina & David Tessier - 08-29 Macroeconomic Determinants of the Term Structure of Corporate Spreads
by Jun Yang - 08-28 The Welfare Implications of Fiscal Dominance
by Carlos De Resende & Nooman Rebei - 08-27 Are Bygones not Bygones? Modeling Price Level Targeting with an Escape Clause and Lessons from the Gold Standard
by Paul R. Masson & Malik D. Shukayev - 08-26 Price-Level versus Inflation Targeting with Financial Market Imperfections
by Francisco Covas & Yahong Zhang - 08-25 Good Policies or Good Fortune: What Drives the Compression in Emerging Market Spreads?
by Philipp Maier & Garima Vasishtha - 08-24 Do Central Banks Respond to Exchange Rate Movements? Some New Evidence from Structural Estimation
by Wei Dong - 08-23 On the Amplification Role of Collateral Constraints
by Caterina Mendicino - 08-22 Information Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market
by George J. Jiang & Ingrid Lo & Adrien Verdelhan - 08-21 The Cost of Equity in Canada: An International Comparison
by Jonathan Witmer - 08-20 The Effect of the Sarbanes-Oxley Act on CEO Pay for Luck
by Teodora Paligorova - 08-19 Inflation, Nominal Portfolios, and Wealth Redistribution in Canada
by Césaire Meh & Yaz Terajima - 08-18 Empirical Likelihood Block Bootstrapping
by Jason Allen & Allan W. Gregory & Katsumi Shimotsu - 08-17 Policy Coordination in an International Payment System
by James T. E. Chapman - 08-16 On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards Risk
by Fousseni Chabi-Yo & Eric Ghysels & Eric Renault - 08-15 Price Level versus Inflation Targeting under Model Uncertainty
by Gino Cateau - 08-14 Driving Forces of the Canadian Economy: An Accounting Exercise
by Simona E. Cociuba & Alexander Ueberfeldt - 08-13 Uncertainty, Inflation, and Welfare
by Jonathan Chiu & Miguel Molico - 08-12 A Model of Tiered Settlement Networks
by James Chapman & Jonathan Chiu & Miguel Molico