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Gregory H. Bauer

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Personal Details

First Name:Gregory
Middle Name:H.
Last Name:Bauer
Suffix:
RePEc Short-ID:pba468
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Location: Ottawa, Canada
Homepage: http://www.bank-banque-canada.ca/
Email:
Phone: (613) 782-8111
Fax: (613) 782-7713
Postal: 234 Laurier Ave W, Ottawa, ON, K1A 0G9
Handle: RePEc:edi:bocgvca (more details at EDIRC)
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  1. Ron Alquist & Gregory Bauer & Antonio Diez de los Rios, 2014. "What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?," Working Papers 14-42, Bank of Canada.
  2. 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.
  3. Gregory H. Bauer & Keith Vorkink, 2007. "Multivariate Realized Stock Market Volatility," Working Papers 07-20, Bank of Canada.
  4. 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.
  5. Gregory H. Bauer & Clara Vega, 2004. "The Monetary Origins of Asymmetric Information in International Equity Markets," Working Papers 04-47, Bank of Canada.
  6. Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "Characterizing Asymmetric Information in International Equity Markets," International Finance 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, 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, 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.
10 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-ENE: Energy Economics (1) 2014-12-19
  5. NEP-ETS: Econometric Time Series (1) 2007-03-31
  6. 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
  7. NEP-FMK: Financial Markets (5) 2004-05-09 2004-05-09 2004-12-20 2005-09-29 2005-10-04. Author is listed
  8. NEP-FOR: Forecasting (1) 2007-01-02
  9. NEP-MAC: Macroeconomics (2) 2007-01-02 2012-02-20
  10. NEP-MON: Monetary Economics (1) 2007-01-02
  11. NEP-MST: Market Microstructure (1) 2007-01-02
  12. NEP-RMG: Risk Management (1) 2007-03-31

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