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Alejandro Garcia

Personal Details

First Name:Alejandro
Middle Name:
Last Name:Garcia
Suffix:
RePEc Short-ID:pga275
[This author has chosen not to make the email address public]
http://www.bankofcanada.ca/ec/agarcia/
Financial Markets Department Bank of Canada 234 Wellington Street Ottawa, Ontario K1A 0G9 Canada

Affiliation

Bank of Canada

Ottawa, Canada
http://www.bank-banque-canada.ca/

: (613) 782-8111
(613) 782-7713
234 Wellington Ave W, Ottawa, ON, K1A 0H9
RePEc:edi:bocgvca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Alejandro Garcia & Andrei Prokopiw, 2010. "Market Expectations and Option Prices: Evidence for the Can$/US$ Exchange Rate," Discussion Papers 10-2, Bank of Canada.
  2. Alejandro García & Andrei Prokopiw, 2009. "Measures of Aggregate Credit Conditions and Their Potential Use by Central Banks," Discussion Papers 09-12, Bank of Canada.
  3. Alejandro García & Ramazan Gençay, 2007. "Managing Adverse Dependence for Portfolios of Collateral in Financial Infrastructures," Staff Working Papers 07-25, Bank of Canada.
  4. Alejandro García & Ramazan Gençay, 2006. "Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events," Staff Working Papers 06-17, Bank of Canada.

Articles

  1. Alejandro Garcia & Jun Yang, 2009. "Understanding Corporate Bond Spreads Using Credit Default Swaps," Bank of Canada Review, Bank of Canada, vol. 2009(Autumn), pages 27-35.
  2. Garcia, Alejandro & Gencay, Ramazan, 2007. "Applications of extreme value theory to collateral valuation," Journal of Financial Transformation, Capco Institute, vol. 20, pages 88-93.

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. Alejandro García & Ramazan Gençay, 2006. "Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events," Staff Working Papers 06-17, Bank of Canada.

    Cited by:

    1. Douglas D. Evanoff & Daniela Russo & Robert Steigerwald, 2006. "Policymakers, researchers, and practitioners discuss the role of central counterparties," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q IV, pages 2-21.

Articles

  1. Alejandro Garcia & Jun Yang, 2009. "Understanding Corporate Bond Spreads Using Credit Default Swaps," Bank of Canada Review, Bank of Canada, vol. 2009(Autumn), pages 27-35.

    Cited by:

    1. Laurence Booth, 2015. "Estimating Discount Rates," SPP Research Papers, The School of Public Policy, University of Calgary, vol. 8(18), April.
    2. Switzer, Lorne N. & Tu, Qiao & Wang, Jun, 2018. "Corporate governance and default risk in financial firms over the post-financial crisis period: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 52(C), pages 196-210.

  2. Garcia, Alejandro & Gencay, Ramazan, 2007. "Applications of extreme value theory to collateral valuation," Journal of Financial Transformation, Capco Institute, vol. 20, pages 88-93.

    Cited by:

    1. Matt Davison & Darrell Leadbetter & Bin Lu & Jane Voll, 2016. "Are Counterparty Arrangements in Reinsurance a Threat to Financial Stability?," Staff Working Papers 16-39, Bank of Canada.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 4 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-RMG: Risk Management (2) 2007-04-09 2009-11-21
  2. NEP-CBA: Central Banking (1) 2009-11-21
  3. NEP-CFN: Corporate Finance (1) 2007-04-09
  4. NEP-FIN: Finance (1) 2006-06-24
  5. NEP-FMK: Financial Markets (1) 2006-06-24

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